## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C14: Semiparametric and Nonparametric Methods: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches**

*by*Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar

**A robust confidence interval of historical Value-at-Risk for small sample**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**The Deaton–Paxson paradox in the consumption of Russian households**

*by*Berendeeva, Ekaterina & Ratnikova, Tatiana

**Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium**

*by*Czarnitzki, Dirk & Delanote, Julie

**Persistent inefficiency in the higher education sector: Evidence from Germany**

*by*Gralka, Sabine

**Systemic co-jumps**

*by*Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto

**Semiparametric estimation with generated covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Much ado about nothing: Sovereign ratings and government bond yields in the OECD**

*by*El-Shagi, Makram

**Impacts of rural road on household welfare in Vietnam: Evidence from a replication study**

*by*Cuong Viet Nguyen

**Minimum wage and employment: Escaping the parametric straitjacket**

*by*Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan

**Direct targeting of efficient DMUs for benchmarking**

*by*Krüger, Jens J.

**Determinants of ICT infrastructure: A cross-country statistical analysis**

*by*Krüger, Jens J. & Rhiel, Mathias

**The joint dynamics of sovereign ratings and government bond yields**

*by*El-Shagi, Makram & von Schweinitz, Gregor

**A data-driven selection of an appropriate seasonal adjustment approach**

*by*Webel, Karsten

**Semiparametric Count Data Modeling with an Application to Health Service Demand**

*by*Bach, P. & Farbmacher, H. & Spindler, M.

**Acute health shocks and labour market outcomes**

*by*Jones, M.A. & Rice, N. & Zantomio, F.

**Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models**

*by*Florian Ziel & Rafal Weron

**Automated variable selection and shrinkage for day-ahead electricity price forecasting**

*by*Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

**On the importance of the long-term seasonal component in day-ahead electricity price forecasting**

*by*Jakub Nowotarski & Rafal Weron

**Systemically Important Banks: A Permutation Test Approach Abstract According to the definition of Financial Stability Board (FSB), Systemically Important Banks (SIBs) are the banks “whose disorderly failure, because of their size, complexity and systemic interconnectedness, would cause significant disruption to the wider financial system and economic activity”. The current methodology for their determination is based on balance-sheet variables and expert judgment. We use permutation tests to investigate the relevance of equity-based systemic risk measures in the SIBs choice. Restriction of the analysis to European Banks, for which full information is available, allows understanding the importance of equity-based systemic risk measures also for size, interconnectedness, substitutability/financial Institution Infrastructure, complexity and cross-jurisdictional Activity categories**

*by*Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi

**The effect of immigration on convergence dynamics in the US**

*by*Licia Ferranna & Margherita Gerolimetto & Stefano Magrini

**The Evolution of Income Disparities across US Metropolitan Statistical Areas**

*by*Licia Ferranna & Margherita Gerolimetto & Stefano Magrini

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Distribution Dynamics of Property Crime Rates in the United States**

*by*Alessandro Moro

**Acute health shocks and labour market outcomes**

*by*Andrew M. Jones & Nigel Rice & Francesca Zantomio

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**Distribution Dynamics in the US. A Spatial Perspective**

*by*Margherita Gerolimetto & Stefano Magrini

**The impact of pollution abatement investments on production technology: new insights from frontier analysis**

*by*Huiban, J.P. & Mastromarco, C. & Musolesi, A. & Simioni, M.

**The impact of pollution abatement investments on production technology: new insights from frontier analysis**

*by*Antonio Musolesi & Jean Pierre Huiban & Camilla Mastromarco & Michel Simioni

**Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US**

*by*Giorgio Canarella & Stephen M. Miller

**Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US**

*by*Giorgio Canarella & Stephen M. Miller

**Did Okun's Law Die after the Great Recession?**

*by*Giorgio Canarella & Stephen M. Miller

**Inflation Targeting: New Evidence from Fractional Integration and Cointegration**

*by*Giorgio Canarella & Stephen M. Miller

**Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator**

*by*Ma, Jun & Marmer, Vadim & Shneyerov, Artyom

**Identifying Collusion in English Auctions**

*by*Kaplan, Uma & Marmer, Vadim & Shneyerov, Artyom

**Electoral competition and political selection: An analysis of the activity of French deputies, 1958-2012**

*by*Nicolas GAVOILLE & Marijn VERSCHELDE

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

**A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions**

*by*Einmahl, John & Kiriliouk, A. & Segers, J.J.J.

**Afriat in the Lab**

*by*Jan Heufer & Paul van Bruggen

**Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes**

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

**A Comment on Revealed Preference with a Subset of Goods**

*by*Paul van Bruggen

**Granger Causality and Structural Causality in Cross-Section and Panel Data**

*by*Xun Lu & Liangjun Su & Halbert White

**Testing for Monotonicity in Unobservables under Unconfoundedness**

*by*Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang

**Idiosyncratic risk and stock returns: a quantile regression approach**

*by*Tariq Aziz & Valeed Ahmad Ansari

**Qualitative Guidance and Predictability of Monetary Policy in South Africa**

*by*Alain Kabundi & NtuthukoTsokodibane

**Risk management of the Vietnamese banking system: A market research survey**

*by*Matousek, Roman & Nguyen, Thao Ngoc & Stewart, Chris

**A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade**

*by*Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith

**Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking**

*by*Manh D. Pham & Valentin Zelenyuk

**Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach**

*by*Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar

**The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach**

*by*Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller

**A note on the impact of multiple input aggregators in technical efficiency estimation**

*by*Aldanondo, Ana M. & Casasnovas, Valero L.

**Decomposing the Gender Wage Gap Across the Wage Distribution: South Korea in 2003 vs. 2013**

*by*Tromp, Nikolas

**Migrants' Remittances, Governance and Heterogeneity**

*by*Effiong, Ekpeno L. & Asuquo, Emmanuel E.

**Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility**

*by*Richey, Jeremiah & Rosburg, Alicia

**Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets**

*by*Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung

**Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market**

*by*Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira

**Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets**

*by*Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung

**Decomposing Black-White Wage Gaps Across Distributions: Young U.S. Men and Women in 1990 vs. 2011**

*by*Richey, Jeremiah & Tromp, Nikolas

**Urbanization and Environmental Quality in Africa**

*by*Effiong, Ekpeno

**Let the Data Speak: Revisiting the Environmental Kuznets Curve in Africa**

*by*Effiong, Ekpeno & Oisaozoje, Alex

**Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison**

*by*Pennoni, Fulvia & Romeo, Isabella

**A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity**

*by*Stacey, Brian

**Understanding intergenerational economic mobility by decomposing joint distributions**

*by*Richey, Jeremiah & Rosburg, Alicia

**The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum**

*by*Reynaerts, Jo & Vanschoonbeek, Jakob

**Semiparametric Efficient Adaptive Estimation of the PTTGARCH model**

*by*Ciccarelli, Nicola

**The Economics of State Fragmentation - Assessing the Economic Impact of Secession**

*by*Reynaerts, Jo & Vanschoonbeek, Jakob

**Model selection and model averaging in nonparametric instrumental variables models**

*by*Liu, Chu-An & Tao, Jing

**Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -**

*by*Marlon Fritz & Thomas Gries & Yuanhua Feng

**Eliciting the just-noticeable difference**

*by*Pawel Dziewulski

**Regional Disparities In Access To Health Care: A Multilevel Analysis In Selected OECD Countries**

*by*Monica Brezzi & Patrizia Luongo

**Long-Run Risk is the Worst-Case Scenario**

*by*Rhys Bidder & Ian Dew-Becker

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

**Sets of Models and Prices of Uncertainty**

*by*Lars P. Hansen & Thomas J. Sargent

**Moment Inequalities for Multinomial Choice with Fixed Effects**

*by*Ariel Pakes & Jack Porter

**Nonparametric Localized Bandwidth Selection for Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Grouped functional time series forecasting: An application to age-specific mortality rates**

*by*Han Lin Shang & Rob J Hyndman

**Long-term forecasts of age-specific participation rates with functional data models**

*by*Thomas Url & Rob J Hyndman & Alexander Dokumentov

**Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction**

*by*D.S. Poskitt

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

**Error-in-Variables Jump Regression Using Local Clustering**

*by*Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu

**Capturing the intrinsic uncertainty of the VaR: Spectrum representation of a saddlepoint approximation for an estimator of the VaR**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks**

*by*Zeineb Affes & Rania Hentati-Kaffel

**More Accurate Measurement for Enhanced Controls: VaR vs ES?**

*by*Dominique Guegan & Bertrand K. Hassani

**Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**Nonparametric instrumental variable methods for dynamic treatment evaluation**

*by*Berg, Gerard J. van den & Bonev, Petyo & Mammen, Enno

**Hours Worked in Europe and the US: New Data, New Answers**

*by*Alexander Bick & Bettina Brüggemann & Nicola Fuchs-Schündeln

**Trade policy reform and firm-level productivity growth: Does the choice of production function matter?**

*by*John Kealey & Pau S. Pujolas & Cesar Sosa-Padilla

**Nonparametric Analysis of Complex Nonlinear Systems**

*by*Sonali Das & Jeffrey S. Racine

**Policy Measurement And Multilateral Resistance In Gravity Models**

*by*Maria Cipollina & Luca De Benedictis & Luca Salvatici & Claudio Vicarelli

**Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data**

*by*Román Mínguez & María L. & Roberto Basile

**Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Ghana and Tanzania**

*by*Fernando Rios-Avila

**Simulations of Employment for Individuals in LIMTCP Consumption-poor Households in Tanzania and Ghana, 2012**

*by*Thomas Masterson & Kijong Kim & Fernando Rios-Avila

**Measuring Poverty in the Case of Buenos Aires: Why Time Deficits Matter**

*by*Rania Antonopoulos & Valeria Esquivel & Thomas Masterson & Ajit Zacharias

**Nonparametric tests for the effect of treatment on conditional variance**

*by*Yanchun Jin

**Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes**

*by*Shin Kanaya

**The analysis of convergence in ecological indicators: An application to the Mediterranean fisheries**

*by*M. Grazia Pennino & José María Bellido & David Conesa & Marta Coll & Emili Tortosa-Ausina

**Risk-taking behavior, earnings quality, and performance in Spanish banking: A profit frontier approach**

*by*Mª Pilar García-Alcober & Manuel Illueca & Diego Prior & Emili Tortosa-Ausina

**Inference in Regression Discontinuity Designs with a Discrete Running Variable**

*by*Kolesár, Michal & Rothe, Christoph

**The Value of Knowing the Propensity Score for Estimating Average Treatment Effects**

*by*Rothe, Christoph

**Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation**

*by*van den Berg, Gerard J. & Bonev, Petyo & Mammen, Enno

**Personality Traits and the Evaluation of Start-Up Subsidies**

*by*Caliendo, Marco & Künn, Steffen & Weißenberger, Martin

**Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**On Nonparametric Identification of Treatment Effects in Duration Models**

*by*Johansson, Per & Lee, Myoung-jae

**The Three I's of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency**

*by*Henderson, Daniel J. & Simar, Léopold & Wang, Le

**Proxy Variables and Nonparametric Identification of Causal Effects**

*by*de Luna, Xavier & Fowler, Philip & Johansson, Per

**Assessing Public Spending Efficiency in 20 OECD Countries**

*by*António Afonso, & Mina Kazemi

**Minimum wages and the gender gap in pay. Evidence from the UK and Ireland**

*by*BARGAIN Olivier & DOORLEY Karina & VAN KERM Philippe

**Equality of Opportunity: How to encompass Fifty Shades of Luck**

*by*Arnaud Lefranc & Alain Trannoy

**Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models**

*by*Florian Wickelmaier & Achim Zeileis

**A Toolkit for Stability Assessment of Tree-Based Learners**

*by*Michel Philipp & Achim Zeileis & Carolin Strobl

**Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model**

*by*Tetsuya Adachi & Takashi Asano & Tatsushi Okuda

**Locally Robust Semiparametric Estimation**

*by*Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey

**Nonparametric analysis of random utility models**

*by*Yuichi Kitamura & Jörg Stoye

**Partial independence in nonseparable models**

*by*Matthew Masten & Alexandre Poirier

**Inference under Covariate-Adaptive Randomization**

*by*Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh

**Bounds On Treatment E ffects On Transitions**

*by*Johan Vikström & Geert Ridder & Martin Weidner

**Identification and efficiency bounds for the average match function under conditionally exogenous matching**

*by*Bryan S. Graham & Guido Imbens & Geert Ridder

**Doubly robust uniform confidence band for the conditional average treatment effect function**

*by*Sokbae Lee & Ryo Okui & Yoon-Jae Whang

**Compactness of infinite dimensional parameter spaces**

*by*Joachim Freyberger & Matthew Masten

**Historical urban growth in Europe (1300–1800)**

*by*Rafael González-Val

**Evidence from a Natural Experiment on the Development Impact of Windfall Gains: The Camisea Fund in Peru**

*by*Leonardo Corral & Heath Henderson & Juan José Miranda

**Does marginal employment promote regular employment for unemployed welfare benefit recipients in Germany?**

*by*Lietzmann, Torsten & Schmelzer, Paul & Wiemers, Jürgen

**Functional Principal Component Analysis for Derivatives of Multivariate Curves**

*by*Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner

**Specification Testing in Nonparametric Instrumental Quantile Regression**

*by*Christoph Breunig & & &

**Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors**

*by*Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao

**Academic Ranking Scales in Economics: Prediction and Imputation**

*by*Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle &

**Leveraged ETF options implied volatility paradox: a statistical study**

*by*Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong &

**Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes**

*by*Kanaya, Shin

**Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions**

*by*YAMAMOTO, Yohei

**Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations**

*by*Liu, Yuna

**Who adopts LPG as the main cooking fuel and why? Empirical evidence on Ghana based on national survey**

*by*Karimu, Amin & Mensah, Justice Tei & Adu, George

**Energy Intensity and Convergence in Swedish Industry: A Combined Econometric and Decomposition Analysis**

*by*Karimu, Amin & Brännlund, Runar & Lundgren, Tommy & Söderholm, Patrik

**Produktivitet i spesialisthelsetjenesten**

*by*Anthun, Kjartan S. & Kittelsen, Sverre A.C. & Magnussen, Jon

**Proxy variables and nonparametric identification of causal effects**

*by*de Luna, Xavier & Fowler, Philip & Johansson, Per

**Scared to be poor: Vulnerability and poverty in Great Britain at the beginning of the 20th century**

*by*Federica Di Battista

**Estimating aggregate quantile-specific gross rental yields for residential housing in Sydney**

*by*Sofie R. Waltl

**On ill-posedness of nonparametric instrumental variable regression with convexity constraints**

*by*Scaillet, Olivier

**Counterfactual approach with survival or time to event outcomes: An application to an exhaustive cohort of Epithelial Ovarian Carcinoma in the Rhône-Alps region of France**

*by*Marius Huguet & Lionel Perrier & Olivia Ballyc & Xavier Joutard & Nathalie Havet & Fadila Farsi & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & LIsabelle Ray-Coquard

**A wild bootstrap algorithm for propensity score matching estimators**

*by*Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael

**Does inequality cause financial distress? Evidence from lottery winners and neighboring bankruptcies**

*by*Agarwal, Sumit & Mikhed, Vyacheslav & Scholnick, Barry

**Optimal Taxation, Marriage, Home Production, and Family Labor Supply**

*by*Gayle, George-Levi & Shephard, Andrew

**Option-Implied Libor Rate Expectations across Currencies**

*by*Nick Gebbia

**The rank effect for commodities**

*by*Fernholz, Ricardo T. & Koch, Christoffer

**Why are big banks getting bigger?**

*by*Fernholz, Ricardo T. & Koch, Christoffer

**Simulated ML Estimation of Financial Agent-Based Models**

*by*Jiri Kukacka & Jozef Barunik

**Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets**

*by*German Forero-Laverde

**Fractal Characterization of Long Memory in Electricity Prices**

*by*Yuri Balagula

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**Post-reorganization survival: a semi-parametric and non-parametric analysis of firm characteristics**

*by*Lara Abdel Fattah & Sylvain Barthélémy & Nadine Levratto & Benjamin Trempont

**Post-reorganization survival: a semi-parametric and non-parametric analysis of firm characteristics**

*by*Lara Abdel Fattah & Sylvain Barthélémy & Nadine Levratto & Benjamin Trempont

**Consumption uncertainty and precautionary saving**

*by*Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij

**Cost Structure and Economies of Scale in German Water Supply**

*by*Michael Zschille

**Semi-Parametric Measures of Scale Characteristics of German Natural Gas-Fired Electricity Generation**

*by*Stefan Seifert

**Characterization of job stress for the employed population that lives in Cali: an empirical study using multiple correspondence analysis and a model generalized multinomial ordered**

*by*Maribel Castillo Caicedo & Alina Gómez Mejía & Bilver Adrián Astorquiza

**Simple and Honest Confidence Intervals in Nonparametric Regression**

*by*Timothy B. Armstrong & Michal Kolesár

**Simple and Honest Confidence Intervals in Nonparametric Regression**

*by*Timothy B. Armstrong & Michal Kolesár

**Optimal Inference in a Class of Regression Models**

*by*Timothy B. Armstrong & Michal Kolesár

**Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide**

*by*Xiaohong Chen & Yin Jia Qiu

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Assessment of Labour Market Returns to Gender Unique Human Capital: Evidence from Estonia**

*by*Maryna Tverdostup & Tiiu Paas

**Measuring Segregation on Small Units: A Partial Identification Analysis**

*by*Xavier D'Haultfoeuille & Roland Rathelot

**The heterogeneity of ethnic employment gaps**

*by*Romain Aeberhardt & Elise Coudin & Roland Rathelot

**Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil**

*by*Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph

**Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools**

*by*Battistin, Erich & De Nadai, Michele & Vuri, Daniela

**Export Promotion: what works?**

*by*Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie

**Identifying the Discount Factor in Dynamic Discrete Choice Models**

*by*Abbring, Jaap H & Daljord, Øystein

**On Asymptotic Theory for ARCH(infinite) Models**

*by*HAFNER, Christian M. & PREMINGER, Arie

**Regression Discontinuity Design with Many Thresholds**

*by*BERTANHA, Marinho

**Weak Diffusion Limits of Dynamic Conditional Correlation Models**

*by*HAFNER, Christian M. & LAURENT, Sebastien & VIOLANTE, Francesco

**Una visión unificada del contagio en mercados financieros: un enfoque causal en el dominio de la frecuencia**

*by*Nicolás Ronderos Pulido

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**The productivity of top researchers: A semi-nonparametric approach**

*by*Lina M. Cortés & Javier Perote & Andrés Mora-Valencia

**Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes**

*by*García, A.

**On The Sources Of Heterogeneity In Banking Efficiency Literature**

*by*Francesco Aiello & Graziella Bonanno

**Personality Traits and the Evaluation of Start-Up Subsidies**

*by*Marco Caliendo & Steffen Künn & Martin Weißenberger

**Likelihood inference on semiparametric models with generated regressors**

*by*Yukitoshi Matsushita & Taisuke Otsu

**Local M-estimation with discontinuous criterion for dependent and limited observations**

*by*Myung Hwan Seo & Taisuke Otsu

**The Geography of City Liveliness and Land Use Configurations: Evidence from Location-Based Big Data in Beijing**

*by*Chengyu Li & Mark Wang & Jianghao Wang & Wenjie Wu

**A Semiparametric Intraday GARCH Model**

*by*Peter Malec

**Corporate Governance of SOEs and performance in transition countries. Evidence from Lithuania**

*by*Claudia Curi & Justas Gedvilas & Ana Lozano-Vivas

**Cross-Validation Selection of Regularization Parameter(s) for Semiparametric Transformation Models**

*by*Senay Sokullu & Sami Stouli

**A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade**

*by*R. Metulini & R. Patuelli & D. A. Griffith

**Distribution Free Estimation of Spatial Autoregressive Binary Choice Panel Data Models**

*by*T. Arduini

**Nonparametric Specification Testing in Random Parameter Models**

*by*Christoph Breunig & Stefan Hoderlein

**You, Me and the Mean: a Semiparametric Approach to the Redistributive Effects of Transfer Programs**

*by*Garcia-Medina Cecilia

**Beyond the austerity dispute: new priorities for fiscal policy**

*by*Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babecký & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & Vítor Castro & Cristina Checherita-Westphal & Jerome Creel & Jasper De Jong & Luiz de Mello & Francesco Di Comite & Olga Diukanova & Luc Eyraud & Serena Fatica & Marien Ferdinandusse & Davide Fiaschi & Maura Francese & Maximilian Freier & Josip Funda & Davide Furceri & Paul Hubert & Anna Iara & Joao Jalles & Tidiane Kinda & Gabor P. Kiss & ya Koeva-Brooks & Martin Larch & Jesús López Rodríguez & Prakash Loungani & d'Artis Kancs & Sandro Momigliano & Carlos Mulas-Granados & Ludovit Odor & George Palaiodimos & Lucio Pench & Damiaan Persyn & Álvaro Pina & Lesley Potters & Doris Prammer & Jonathan Pycroft & Ernesto Rezk & Marzia Romanelli & Fabrizio Saccomanni & Francesco Saraceno & Gerd Schwartz & Ricardo Sousa & Martino Tasso & Teresa Ter-Minassian & Pietro Tommasino & Anke Weber & Jochen Zimmer

**The evolution of the anchoring of inflation expectations**

*by*Ines Buono & Sara Formai

**Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity**

*by*Serafin Grundl & Yu Zhu

**Estimating Systematic Risk Under Extremely Adverse Market Conditions**

*by*Maarten van Oordt & Chen Zhou

**Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach**

*by*Fuchun Li & Hongyu Xiao

**Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model**

*by*Gilles Dufrénot & Anne-Charlotte Paret Onorato

**Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes**

*by*Shin Kanaya

**Dynamic Global Currency Hedging**

*by*Bent Jesper Christensen & Rasmus T. Varneskov

**Land Inheritance and Market Transactions in Uganda**

*by*John Herbert Ainembabazi & Arild Angelsen

**Robust Standard Errors in Small Samples: Some Practical Advice**

*by*Guido W. Imbens & Michal Kolesár

**Inference with Few Heterogeneous Clusters**

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**A Review of Online Crowdsourcing Platforms**

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**The Swedish business cycle, 1969-2013**

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**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother?s Transmission of Role Attitudes /Brechas de género en los resultados de PISA: El impacto de las normas sociales y la transmisión de roles de género de madres a hijas**

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**Inference and Forecasting Based on the Phillips Curve**

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**Explaining the volatility smile: non-parametric versus parametric option models**

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**Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks**

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**Lifecycle-consistent female labor supply with nonlinear taxes: evidence from unobserved effects panel data models with censoring, selection and endogeneity**

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**Radar scanning the world production frontier**

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**Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data**

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*by*Marijn Verschelde & Michel Dumont & Glenn Rayp & Bruno Merlevede

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*by*Yikalo H. Araya & Tarmo K. Remmel & Ajith H. Perera

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**A nonparametric approach to measuring the sensitivity of an asset’s return to the market**

*by*Thomas A. Severini

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*by*Heinrich, Torsten & Dai, Shuanping

**Evaluating the efficiency of Italian public universities (2008–2011) in presence of (unobserved) heterogeneity**

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*by*Guido Pellegrini & Cristina Bernini & Augusto Cerqua

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**Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings**

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**Predicting Financial Stress Events: A Signal Extraction Approach**

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**Filling in the Blanks: Network Structure and Interbank Contagion**

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**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

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**Ambit fields: survey and new challenges**

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**Tail Risk Premia and Return Predictability**

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**Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns**

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**ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models**

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**Functional limit theorems for generalized variations of the fractional Brownian sheet**

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**Changing with the Tide: Semiparametric Estimation of Preference Dynamics**

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**Model Of Evaluation Of The Management Effectiveness Of State Corporate Rights Of Industrial Enterprises In Ukraine**

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**Revealed Preferences in a Heterogeneous Population**

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**Local Directional Moran Scatter Plot - Ldms**

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**Efektywnosc techniczna bankow spoldzielczych w wojewodztwie wielkopolskim w latach 2008–2012. (Technical efficiency of cooperative banks in the Wielkopolska in 2008-2012.)**

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**Obtaining and Predicting the Bounds of Realized Correlations**

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**Predictability of time-varying jump premiums: Evidence based on calibration**

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**Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment**

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**Performance Measurement In Public Spending: Evidence From A Non-Parametric Approach**

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**Análisis de la eficiencia hospitalaria por Comunidad Autónoma en el ámbito del Sistema Nacional de Salud**

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**Without Oil, How Do Gulf Countries Move? Non-hydrocarbon Business Cycles**

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**On Time-dependent business cycle distributions of labor market variables**

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**Detecting Early Warnings for Hedge Fund Contagion**

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**Alpha or not Alpha: The Case of the Hedge Fund Industry**

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**Hedge Fund Managers: Luck and Dynamic Assessment**

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**Variability of Dynamic Correlation - The Evidence of Sector-Specific Shocks in V4 Countries**

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**An Alternative Method of Component Aggregation for Computing Multidimensional Well-Being Indicators**

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**Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy**

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**Empirical versus policy equivalence scales: matching estimation**

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**Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature**

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**Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models**

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**Comparando con las grandes. Retos para las aseguradoras en reducción de costos**

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**Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión**

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**Análisis de movilidad social en el Ecuador**

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**Incumbency Effects in Guatemalan Municipal Elections: A Regression Discontinuity Design**

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**Nonparametric Instrumental Variable Estimation**

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**The economic meaning of Data Envelopment Analysis: A ‘behavioral’ perspective**

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**Efficient frontier analysis of Dutch public transport tendering: A first analysis**

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**(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

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**Out-of-sample density forecasts with affine jump diffusion models**

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**Archimedean copulas derived from utility functions**

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**Estimating demand elasticities using nonlinear pricing**

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**Predicting financial stress events: A signal extraction approach**

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**A sovereign risk index for the Eurozone based on stochastic dominance**

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**Performance and performance persistence of UK closed-end equity funds**

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**Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model**

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**Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique**

*by*TINANG NZESSEU, Jules Valery

**Median-based seasonal adjustment in the presence of seasonal volatility**

*by*Cayton, Peter Julian & Bersales, Lisa Grace

**Fiscal decentralization and public sector efficiency: Evidence from OECD countries**

*by*Adam, Antonis & Delis, Manthos D & Kammas, Pantelis

**Convergencia interregional en dinámica de regimenes: el caso del Mercosur**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Ranking the ‘Diamond Core’ economic journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods**

*by*Li, Kui-Wai

**Identifying speculative bubbles with an in finite hidden Markov model**

*by*Song, Yong & Shi, Shuping

**Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study**

*by*Nguyen Viet, Cuong

**Ranking agricultural, environmental and natural resource economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking mainstream economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking accounting, banking and finance journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Constructing Optimal Density Forecasts from Point Forecast Combinations**

*by*Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone

**On the Efficiency of Public Higher Education Institutions in Portugal: An Exploratory Study**

*by*Mariana Cunha & Vera Rocha

**Estimation of long memory in integrated variance**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**Persistent Attitudes and Behaviors**

*by*Christoph T. Weiss

**Consume Now or Later? Time Inconsistency, Collective Choice and Revealed Preference**

*by*Abi Adams

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**A revealed preference test for weakly separable preferences**

*by*John Quah

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Neil Shephard & Kevin Sheppard

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Per A. Mykland & Neil Shephard & Kevin Sheppard

**A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model**

*by*Govert Bijwaard & Geert Ridder & Tiemen Woutersen

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*David Card & David Lee & Zhuan Pei & Andrea Weber

**The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption**

*by*Jean-Pierre H. Dube & Günter J. Hitsch & Pranav Jindal

**Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration**

*by*Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

**Identification of Preferences and Evaluation of Income Tax Policy**

*by*Charles F. Manski

**Life cycle income and consumption patterns in transition**

*by*Aleksandra Kolasa

**Almost periodically correlated time series in business fluctuations analysis**

*by*Łukasz Lenart & Mateusz Pipień

**Significant Drivers of Growth in Africa**

*by*Oleg Badunenko & Daniel J. Henderson & Romain Houssa

**Semiparametric Fixed-Effects Estimator**

*by*François Libois & Vincenzo Verardi

**Identification, Estimation and Specification in a Class of Semiparametic Time Series Models**

*by*Jiti Gao

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Expansion of Lévy Process Functionals and Its Application in Statistical Estimation**

*by*Chaohua Dong & Jiti Gao

**An Improved Nonparametric Unit-Root Test**

*by*Jiti Gao & Maxwell King

**Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods**

*by*Han Lin Shang

**Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Prévoir sans persistance**

*by*Christophe Boucher & Bertrand Maillet

**The Effectiveness of Prenatal Care in a Low Income Population: A Panel Data Approach**

*by*Ana I. Balsa & Patricia Triunfo

**Goodness-of-fit tests based on series estimators in nonparametric instrumental regression**

*by*Breunig, Christoph

**Identification of Demand Models of Multiple Purchases**

*by*Itai Sher & Kyoo il Kim

**Who Benefits from Financial Development? New Methods, New Evidence**

*by*: Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter

**A simple method to visualize results in nonlinear regression models**

*by*Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter

**Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy**

*by*Theologos Dergiades

**Testing for Granger causality in a system of more than two variables**

*by*Theologos Pantelidis

**The Impact of China’s Priority Forest Programs on Rural Households Income Mobility**

*by*Can Liu & Sen Wang & Hao Liu & Wenqing Zhu

**A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance**

*by*Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Simulations of Full-Time Employment and Household Work in the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico**

*by*Thomas Masterson

**Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?**

*by*Raphaël Chiappini

**The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions**

*by*David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*Boriss Siliverstovs & D’Artis Kancs

**Semiparametric Decomposition of the Gender Achievement Gap: An Application for Turkey**

*by*Z. Eylem Gevrek & Ruben R. Seiberlich

**An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models**

*by*William Barnett & Unal Eryilmaz

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*David E. Card & David S. Lee & Zhuan Pei & Andrea Weber

**The Effectiveness of Public Sponsored Training Revisited: The Importance of Data and Methodological Choices**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul

**Losing Heart? The Effect of Job Displacement on Health**

*by*Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G.

**Estimating Returns to Education when the IV Sample is Selective**

*by*Wang, Le

**Does Education Matter for Economic Growth?**

*by*Delgado, Michael S. & Henderson, Daniel J. & Parmeter, Christopher F.

**Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment**

*by*Henderson, Daniel J. & Maasoumi, Esfandiar

**Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females**

*by*Caliendo, Marco & Künn, Steffen

**A Simple Method to Visualize Results in Nonlinear Regression Models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**Is There an Informal Employment Wage Premium? Evidence from Tajikistan**

*by*Arabsheibani, Reza & Staneva, Anita V.

**Sharing Rule Identification for General Collective Consumption Models**

*by*Cherchye, Laurens & De Rock, Bram & Lewbel, Arthur & Vermeulen, Frederic

**Sharing Rule Identification for General Collective Consumption Models**

*by*Cherchye, Laurens & De Rock, Bram & Lewbel, Arthur & Vermeulen, Frederic

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo Javier & Hanauer, Merlin M.

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo J & Hanauer, Merlin M.

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

**(International) R&D Collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*LOPES BENTO Cindy & HOTTENROTT Hanna

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Incentive Effects on Efficiency in Education Systems’ Performance**

*by*Giuseppe Coco & Raffaele Lagravinese

**Structured Additive Regression Models: An R Interface to BayesX**

*by*Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis

**Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data**

*by*Kentaro Kikuchi & Kohei Shintani

**Bayesian Semiparametric Regression**

*by*Pelenis, Justinas

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Intersection bounds: estimation and inference**

*by*Victor Chernozhukov & Sokbae Lee & Adam Rosen

**Asymptotic efficiency of semiparametric two-step GMM**

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

**Exogeneity in semiparametric moment condition models**

*by*Paulo Parente & Richard Smith

**A flexible semiparametric model for time series**

*by*Degui Li & Oliver Linton & Zudi Lu

**Averaging of moment condition estimators**

*by*Xiaohong Chen & David Jacho-Chávez & Oliver Linton

**Efficient estimation of conditional risk measures in a semiparametric GARCH model**

*by*Oliver Linton & Dajing Shang & Yang Yan

**A nonparametric test of the leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Simultaneous equations for discrete outcomes: coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Regional convergence and divergence of the old-age dependency ratio in Korea**

*by*Yitaek Park & Junghun Seung & Kyeongrok Lee

**Regional population structure and changes in South Korea, 1992-2010**

*by*Hyoungjong Kim & Yitaek Park & Hunchang Lee

**New evidence on Gibrat’s law for cities**

*by*Rafael González-Val & Luis Lanaspa & Fernando Sanz

**Gibrat’s law and legacy for non-profit organisations: a non-parametric analysis**

*by*Peter G. Backus

**Implied Basket Correlation Dynamics**

*by*Wolfgang Karl HÃ¤rdle & Elena Silyakova & &

**Measuring the impact of critical incidents on brand personality**

*by*Sven Tischer & & &

**Brand equity â€“ how is it affected by critical incidents and what moderates the effect**

*by*Sven Tischer & Lutz Hildebrandt & &

**Variable selection in Cox regression models with varying coefficients**

*by*Toshio Honda & Wolfgang Karl HÃ¤rdle & &

**Using transfer entropy to measure information flows between financial markets**

*by*Thomas Dimpfl & Franziska J. Peter & &

**Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics**

*by*Wolfgang Karl HÃ¤rdle,Piotr Majer & Melanie Schienle & &

**Nonparametric Kernel Density Estimation Near the Boundary**

*by*Peter Malec & Melanie Schienle & &

**We estimate linear functionals in the classical deconvolution problem by kernel estimators**

*by*Jakob SÃ¶hl & Mathias Trabs & &

**Additive Models: Extensions and Related Models**

*by*Enno Mammen & Byeong U. Park & Melanie Schienle &

**Generated Covariates in Nonparametric Estimation: A Short Review**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle &

**Location, location, location: Extracting location value from house prices**

*by*Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz

**Volatility of price indices for heterogeneous goods**

*by*Fabian Y.R.P. Bocart & Christian M. Hafner &

**Realized Copula**

*by*Matthias R. Fengler & Ostap Okhrin &

**Support Vector Machines with Evolutionary Feature Selection for Default Prediction**

*by*Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo & Christian Hafner

**Option calibration of exponential LÃ©vy models: Implementation and empirical results**

*by*Jacob SÃ¶hl & Mathias Trabs

**Nonparametric adaptive estimation of linear functionals for low frequency observed LÃ©vy processes**

*by*Johanna Kappus

**Confidence sets in nonparametric calibration of exponential LÃ©vy models**

*by*Jakob SÃ¶hl

**Quantile Regression in Risk Calibration**

*by*Shih-Kang Chao & Wolfgang Karl HÃ¤rdle & Weining Wang

**A Donsker Theorem for LÃ©vy Measures**

*by*Richard Nickl & Markus ReiÃŸ

**HMM in dynamic HAC models**

*by*Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Weining Wang

**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**

*by*Yohei Yamamoto & Pierre Perron

**Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions**

*by*Yohei Yamamoto

**Copula structural shift identification**

*by*Boris Brodsky & Henry Penikas & Irina Safaryan

**Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve**

*by*Chollete, Loran & Ning, Cathy

**On the variability of income within and across generations**

*by*Jäntti, Markus & Lindahl, Lena

**Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines**

*by*Li, Yushu

**Testing for nonparametric identification of causal effects in the presence of a quasi-instrument**

*by*de Luna, Xavier & Johansson, Per

**Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency**

*by*Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi

**Estimating the number of mean shifts under long memory**

*by*Sibbertsen, Philipp & Willert, Juliane

**Nonparametric prediction of stock returns with generated bond yields**

*by*Michael Scholz & Stefan Sperlich & Jens Perch Nielsen

**Nonparametric prediction of stock returns guided by prior knowledge**

*by*Michael Scholz & Jens Perch Nielsen & Stefan Sperlich

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**In this paper, I use a stratified Cox Proportional Hazard Model to econometrically evaluate the effects of intra-Africa regional trade cooperation and other underlying factors on Africa`s export survival. Using a highly disaggregated dataset of bilateral trade flows at HS 6 digit level for 49 African countries for the period 1995 to 2009, I obtain 3 key main empirical results. First, intra-Africa regional trade cooperation do increase the likelihood of Africa`s export survival. The results show that the depth of regional integration matters on lowering Africa`s export hazard rates relative to countries that are not in any regional cooperation. Second, I find evidence that supports the “learning by export hypothesis”. That is export experience within regional as well as rest of the world markets increases the likelihood of Africa`s export survival. Finally, results suggests that infrastructure related trade frictions such as costs to export, time to export, and customs procedures to export as well as weak export supporting institutions have a negative effect on Africa`s export survival. Similarly macroeconomic developments particularly exchange rate volatility, financial underdevelopment, “inappropriate” foreign direct investment hurt chances of an African export survival. The results also show that interaction effects between regional integration initiatives and a variety of these trade frictions namely: costs to export, time to export and customs procedures effects on hazard rates diminish in significance with the depth of regional integration over time**

*by*Dick Nuwamanya Kamuganga

**Regional Analysis of Eastern Province Feeder Road Project - District level estimation of the Poverty Alleviation Effects of Rural Roads Improvements in Zambia’s Eastern Province**

*by*Christian K.M. Kingombe

**An 'extended" Knowledge Production Function approach to the genesis of innovation in the European regions**

*by*Charlot, S. & Crescenzi, R. & Musolesi, A.

**The Impact of Uruguay’s 2007 Tax Reform on Equity and Efficiency**

*by*Bruno Martorano

**Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms**

*by*Tomasz Gerard Czekaj & Arne Henningsen

**Company heterogeneity and mark-up variability**

*by*Saara Tamminen & Chang Han-Hsin

**A Relative Efficiency Measure Based on Stock Market Index Data**

*by*Kristýna Ivanková

**Changements organisationnels dans les entreprises, outils de gestion et risques psychosociaux : une analyse sur données françaises**

*by*Azza Aziza-Chebil & Eric Delattre & Marc-Arthur Diaye

**Bioenergy and Global Land Use Change**

*by*Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova

**Do Developing Countries Benefit from Foreign Direct Investments?**

*by*Weshah Razzak & Elmostafa Bentour

**Export intensity and the productivity gains of exporting**

*by*Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis

**Are the Smart Kids More Rational ?**

*by*Sabrina Bruyneel & Laurens Cherchye & Sam Cosaert & Bram De Rock & Siegfried Dewitte

**Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets**

*by*Laurens Cherchye & Thomas Demuynck & Bram De Rock

**Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models**

*by*Marc Hallin & Ramon van den Akker & Bas Werker

**Getting back into the Labor Market: The Effects of Start-up Subsidies for Unemployed Females**

*by*Marco Caliendo & Steffen Künn

**Location, Location, Location: Extracting Location Value from House Prices**

*by*Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

*by*Michael Zschille

**Who Leaves and When?: Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**What Makes Single Mothers Expand or Reduce Employment?**

*by*Mine Hancioglu & Bastian Hartmann

**Asymptotic Efficiency of Semiparametric Two-step GMM**

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

**Sieve Inference on Semi-nonparametric Time Series Models**

*by*Xiaohong Chen & Zhipeng Liao & Yixiao Sun

**The reaction of stock market returns to anticipated unemployment**

*by*Taamouti, Abderrahim & Gonzalo, Jesús

**Nonparametric tests for conditional independence using conditional distributions**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik

**Nonparametric estimation and inference for Granger causality measures**

*by*El Ghouch, Anouar & Bouezmarni, Taoufik & Taamouti, Abderrahim

**The Trade Effects of Skilled versus Unskilled Migration**

*by*Egger, Peter & Nelson, Doug R & von Ehrlich, Maximilian

**Can Rare Events Explain the Equity Premium Puzzle?**

*by*Ghosh, Anisha & Julliard, Christian

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

*by*Zschille, Michael

**DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica**

*by*Milton Samuel Camelo Rincón

**Medición de la eficiencia del uso de las regalías petroleras: una aplicación del análisis envolvente de datos**

*by*Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos

**Explorando la relación entre el IPC e IPP: El caso colombiano**

*by*Wilmer O. Martínez R & Edgar Caicedo G. & Evelyn J. Tique C.

**Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence**

*by*Carlos León & Karen Leiton & Alejandro Reveiz

**Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange**

*by*José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura

**Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica**

*by*Wilmer O. Martínez R & Manuel D. Hernández

**Employment Subsidies, Informal Economy and Women’s Transition into Work in a Depressed Area: Evidence from a Matching Approach**

*by*M. Deidda & A. Di Liberto & M. Foddi & G. Sulis

**Club performance dynamics at Italian regional level**

*by*N. Garrido & F. Mureddu

**Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News**

*by*Peter Claeys & Borek Vasicek

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Assessing the Efficiency of Mother-to-Child HIV Prevention in Low- and Middle-Income Countries using Data Envelopment Analysis**

*by*Sérgio P. Santos & Carla A.E. Amado & Mauro F. Santos

**Management Practice in Production**

*by*Thomas Triebs & Subal C. Kumbhakar

**The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis**

*by*Monique De Haan

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Environmental Policy and Directed Technological Change: Evidence from the European Carbon Market**

*by*Raphael Calel & Antoine Dechezleprêtre

**An "extended" knowledge production function approach to the genesis of innovation in the European regions**

*by*Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi

**Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity**

*by*Andrew B. Bernard & Stephen J. Redding & Peter K. Schott

**Who Leaves and When? - Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**Environmental Policy and Directed Technological Change: Evidence from the European carbon market**

*by*Raphael Calel & Antoine Dechezlepretre

**When Credit Bites Back: Leverage, Business Cycles and Crises**

*by*Oscar Jorda & Moritz Schularick & Alan Taylor

**Nonparametric Analysis of Two-Sided Markets**

*by*Senay Sokullu

**Nonparametric Estimation of Semiparametric Transformation Models**

*by*Senay Sokullu

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*Zhuan Pei & David Card & David S. Lee & Andrea Weber

**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**

*by*Eric Gautier & Stefan Hoderlein

**Identification And Estimation In A Correlated Random Coefficients Binary Response Model**

*by*Stefan Hoderlein & Robert Sherman

**Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models**

*by*Arthur Lewbel & Xun Lu & Liangjun Su

**An Overview of the Special Regressor Method**

*by*Arthur Lewbel

**Sharing Rule Identification for General Collective Consumption Models**

*by*Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen

**Identification and Estimation of Games with Incomplete Information Using Excluded Regressors**

*by*Arthur Lewbel & Xun Tang

**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**

*by*Arthur Lewbel & Krishna Pendakur

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints**

*by*Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría

**Productivity analysis of Belarusian higher education system**

*by*Alexandr Gedranovich & Mykhaylo Salnykov

**Testing the Predictive Power of Mexican Consumers' Inflation Expectations**

*by*José Antonio Murillo Garza & Paula Sánchez Romeu

**Capital Controls and Exchange Rate Expectations in Emerging Markets**

*by*Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel

**Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle**

*by*Philipp Matros & Johannes Vilsmeier

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model**

*by*Claudia PIGINI

**SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence**

*by*Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

**Estimating Revenue Under Collusion-Proof Auctions**

*by*Gaurab Aryal & Maria F. Gabrielli

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**Monte Carlo methods for sampling high-dimensional binary vectors**

*by*Schäfer, Christian

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