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Citations for "On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form"

by Gallant, A. Ronald

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  1. Allen Berger & John Leusner & John Mingo, 1994. "The Efficiency of Bank Branches," Center for Financial Institutions Working Papers 94-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. Barnett, William A. & Seck, Ousmane, 2006. "Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?," MPRA Paper 417, University Library of Munich, Germany.
  3. William Barnett & Apostolos Serletis, 2009. "Measuring Consumer Preferences and Estimating Demand Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200901, University of Kansas, Department of Economics, revised Jan 2009.
  4. Gilbert, R. Alton & Wheelock, David C. & Wilson, Paul W., 2004. "New evidence on the Fed's productivity in providing payments services," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2175-2190, September.
  5. Bernardo Maggi & Stefania P. S. Rossi, 2003. "An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms," Vienna Economics Papers 0306, University of Vienna, Department of Economics.
  6. Rita Martins & Fernando Coelho & Adelino Fortunato, 2008. "Water Losses and Hydrographical Regions Influence on the Cost Structure of the Portuguese Water Industry," GEMF Working Papers 2008-06, GEMF, Faculty of Economics, University of Coimbra.
  7. Adrian R. Pagan & G. William Schwert, 1989. "Alternative Models For Conditional Stock Volatility," NBER Working Papers 2955, National Bureau of Economic Research, Inc.
  8. Baillie, Richard T. & Cecen, Aydin A. & Erkal, Cahit & Han, Young-Wook, 2004. "Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 401-418, December.
  9. John Crooker & Joseph Herriges, 2004. "Parametric and Semi-Nonparametric Estimation of Willingness-to-Pay in the Dichotomous Choice Contingent Valuation Framework," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 27(4), pages 451-480, April.
  10. Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
  11. Elena Beccalli & Pascal Frantz, 2009. "M&A Operations and Performance in Banking," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(2), pages 203-226, December.
  12. Lilyan E. Fulginiti & Richard K. Perrin & Bingxin Yu, 2005. "Institutions and Agricultural Productivity in Sub-Saharan Africa," Development and Comp Systems 0502021, EconWPA.
  13. Barnett, William A. & Serletis, Apostolos, 2008. "The Differential Approach to Demand Analysis and the Rotterdam Model," MPRA Paper 12319, University Library of Munich, Germany.
  14. Sait Ozturk & Michel van der Wel, 2014. "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers 14-027/III, Tinbergen Institute.
  15. Beltratti, Andrea & Morana, Claudio, 1999. "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 431-455, December.
  16. Rossi, Stefania P.S. & Schwaiger, Markus S. & Winkler, Gerhard, 2009. "How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2218-2226, December.
  17. William Barnett & Ikuyasu Usui, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200609, University of Kansas, Department of Economics.
  18. Antoniadis, Anestis & Bigot, Jéremie & Gijbels, Irène, 2007. "Penalized wavelet monotone regression," Statistics & Probability Letters, Elsevier, vol. 77(16), pages 1608-1621, October.
  19. Elena Beccalli, 2006. "Does IT investment improve bank performance? Evidence from Europe," Working Papers 33-2006, Macerata University, Department of Finance and Economic Sciences, revised Dec 2009.
  20. Adrian R. Fleissig, 2016. "Changing Trends in U.S. Alcohol Demand," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 263-276, September.
  21. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  22. Geweke, John, 2012. "Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments," Journal of Econometrics, Elsevier, vol. 171(2), pages 185-204.
  23. Douglas Fisher & Adrian R. Fleissig & Apostolos Serletis, 2001. "An empirical comparison of flexible demand system functional forms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 59-80.
  24. J. David Cummins & Giuseppe Turchetti, 1996. "Productivity and Technical Efficiency in the Italian Insurance Industry," Center for Financial Institutions Working Papers 96-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
  25. Steven F. Koch & Adel Bosch, 2009. "Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation," Working Papers 200917, University of Pretoria, Department of Economics.
  26. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
  27. Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016. "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 22-36.
  28. Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
  29. McCausland, William J., 2008. "On Bayesian analysis and computation for functions with monotonicity and curvature restrictions," Journal of Econometrics, Elsevier, vol. 142(1), pages 484-507, January.
  30. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  31. David C. Wheelock & Paul W. Wilson, 2007. "Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations," Working Papers 2005-027, Federal Reserve Bank of St. Louis.
  32. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., "undated". "High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures," IIMA Working Papers WP2014-02-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  33. Holt, Matthew T. & Goodwin, Barry K., 2009. "The Almost Ideal and Translog Demand Systems," MPRA Paper 15092, University Library of Munich, Germany.
  34. Axel Groß-Klußmann & Nikolaus Hautsch, 2011. "Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models," SFB 649 Discussion Papers SFB649DP2011-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  35. Hussain, Syed Mujahid, 2010. "Simultaneous monetary policy announcements and international stock markets response: an intraday analysis," Research Discussion Papers 8/2010, Bank of Finland.
  36. Serletis, Apostolos & Shahmoradi, Asghar, 2010. "Consumption effects of government purchases," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 892-905, September.
  37. Alan J. Auerbach & James R. Hines Jr., 2001. "Taxation and Economic Efficiency," NBER Working Papers 8181, National Bureau of Economic Research, Inc.
  38. Haroon Sarwar & Zakir Hussain & Masood Sarwar, 2011. "A Semi-Nonparametric Approach to the Demand for Money in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(2), pages 87-110, Jul-Dec.
  39. Brown, Bryan W. & Walker, Mary Beth, 1995. "Stochastic specification in random production models of cost-minimizing firms," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 175-205.
  40. Van Kooten, G. C., 1987. "The Economic Impacts on Consumers of Government Intervention in the Poultry and Egg Sectors: A Comparison of Alternative Welfare Measures," Working Papers 243873, Agriculture and Agri-Food Canada.
  41. Batarce, Marco, 2016. "Estimation of urban bus transit marginal cost without cost data," Transportation Research Part B: Methodological, Elsevier, vol. 90(C), pages 241-262.
  42. Chen, Heng Z. & Randall, Alan, 1997. "Semi-nonparametric estimation of binary response models with an application to natural resource valuation," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 323-340.
  43. Han, Young Wook, 2008. "Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates," Japan and the World Economy, Elsevier, vol. 20(4), pages 585-600, December.
  44. John Crooker & Catherine L. Kling, 1998. "Nonparametric Bounds on Welfare Measures: A New Tool for Nonmarket Valuation," Center for Agricultural and Rural Development (CARD) Publications 99-wp208, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  45. S. Carbo & E. P. M. Gardener & J. Williams, 2003. "A note on technical change in banking: the case of European savings banks," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 705-719.
  46. Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany.
  47. Harley Frazis & Jay Stewart, 2011. "How does household production affect measured income inequality?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(1), pages 3-22, January.
  48. Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
  49. Wohlgenant, Michael K., 1985. "Estimating Cross Elasticities Of Demand For Beef," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(02), December.
  50. Raghbendra Jha & Ibotombi Longjam, 2008. "A Divisia type saving aggregate for India," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 51-66.
  51. Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
  52. Shouhong, Wang, 1998. "An Insight Into the Standard Back-propagation Neural Network Model for Regression Analysis," Omega, Elsevier, vol. 26(1), pages 133-140, February.
  53. Liu, Kang Ernest & Sun, Chia-Hung, 2005. "A Globally Flexible, Quadratic Almost Ideal Demand System: An Application for Meat Demand in Taiwan," 2005 Annual meeting, July 24-27, Providence, RI 19170, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  54. Daniel Henderson & John List & Daniel Millimet & Christopher Parmeter & Michael Price, 2011. "Empirical Implementation of Nonparametric First-Price Auction Models," Artefactual Field Experiments 00469, The Field Experiments Website.
  55. Taylor, James W., 2006. "Density forecasting for the efficient balancing of the generation and consumption of electricity," International Journal of Forecasting, Elsevier, vol. 22(4), pages 707-724.
  56. David C. Wheelock & Paul W. Wilson, 2009. "Robust, dynamic nonparametric benchmarking: the evolution of cost-productivity and efficiency among U.S. credit unions," Working Papers 2009-008, Federal Reserve Bank of St. Louis.
  57. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
  58. Aprajit Mahajan, 2009. "Estimating Price Elasticities with Nonlinear Errors in Variables," The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 793-805, November.
  59. Frank Gerhard & Nikolaus Hautsch, 2000. "Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model," CoFE Discussion Paper 00-20, Center of Finance and Econometrics, University of Konstanz.
  60. McMillen, Daniel P., 2003. "The return of centralization to Chicago: using repeat sales to identify changes in house price distance gradients," Regional Science and Urban Economics, Elsevier, vol. 33(3), pages 287-304, May.
  61. Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
  62. Fleissig, Adrian & Swofford, James L., 1996. "A dynamic asymptotically ideal model of money demand," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 371-380, April.
  63. Keith Ihlanfeldt & Tom Mayock, 2014. "Housing Bubbles and Busts: The Role of Supply Elasticity," Land Economics, University of Wisconsin Press, vol. 90(1), pages 79-99.
  64. Elisa Fusco & Bernardo Maggi, 2016. "Bank Financial world crisis: Inefficiencies and Responsibilities," DSS Empirical Economics and Econometrics Working Papers Series 2016/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  65. Zagaglia, Paolo, 2009. "Monetary Asset Substitution in the Euro Area," MPRA Paper 17878, University Library of Munich, Germany.
  66. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
  67. Fleissig, Adrian R. & Whitney, Gerald A., 2008. "A nonparametric test of weak separability and consumer preferences," Journal of Econometrics, Elsevier, vol. 147(2), pages 275-281, December.
  68. Jenny Lye & Joe Hirschberg, 2004. "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings 217, Econometric Society.
  69. Lanne, Markku & Vesala, Timo, 2006. "The effect of a transaction tax on exchange rate volatility," Research Discussion Papers 11/2006, Bank of Finland.
  70. Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting, 2014. "Adaptive Order Flow Forecasting with Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2014-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  71. Laakkonen, Helinä, 2004. "The impact of macroeconomic news on exchange rate volatility," Research Discussion Papers 24/2004, Bank of Finland.
  72. Harley Frazis & Jay Stewart, 2006. "How Does Household Production Affect Earnings Inequality? Evidence from the American Time Use Survey," Working Papers 393, U.S. Bureau of Labor Statistics.
  73. Zuzana Iršová, 2010. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Working Papers IES 2010/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
  74. Margono, Heru & Sharma, Subhash C. & Melvin II, Paul D., 2010. "Cost efficiency, economies of scale, technological progress and productivity in Indonesian banks," Journal of Asian Economics, Elsevier, vol. 21(1), pages 53-65, February.
  75. Steven Stern & Leora Friedberg, 2010. "Marriage, Divorce, and Asymmetric Information," Virginia Economics Online Papers 385, University of Virginia, Department of Economics.
  76. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  77. Oliver, Atara Stephanie, 2013. "Information Technology and Transportation: Substitutes or Complements?," MPRA Paper 46548, University Library of Munich, Germany.
  78. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
  79. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
  80. Bernardo Maggi & Marco Guida, 2009. "Modeling non performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Working Papers - Dipartimento di Economia 1, Dipartimento di Economia, Sapienza University of Rome, revised 2009.
  81. Fabio Fornari, 1993. "Estimating variability in the Italian stock market: An ARCH approach," Open Economies Review, Springer, vol. 4(4), pages 403-423, December.
  82. David C. Wheelock & Paul W. Wilson, 1997. "New evidence on returns to scale and product mix among U.S. commercial banks," Working Papers 1997-003, Federal Reserve Bank of St. Louis.
  83. Chang‐Jin Kim & Cheolbeom Park, 2013. "Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, 08.
  84. BAUWENS, Luc & HAUTSCH, Nikolaus, 2006. "Modelling financial high frequency data using point processes," CORE Discussion Papers 2006080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  85. Harvey, Campbell R., 2001. "The specification of conditional expectations," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 573-637, December.
  86. Geweke, John & Petrella, Lea, 2014. "Likelihood-based inference for regular functions with fractional polynomial approximations," Journal of Econometrics, Elsevier, vol. 183(1), pages 22-30.
  87. Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu, 2015. "Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 864-864, December.
  88. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
  89. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
  90. Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, Department of Economics and Business Economics, Aarhus University.
  91. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
  92. William A. Barnett & Ousmane Seck, 2008. "Rotterdam model versus almost ideal demand system: will the best specification please stand up?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 795-824.
  93. Fleissig, Adrian R. & Kastens, Terry & Terrell, Dek, 2000. "Evaluating the semi-nonparametric fourier, aim, and neural networks cost functions," Economics Letters, Elsevier, vol. 68(3), pages 235-244, September.
  94. Williams, Jonathan, 2004. "Determining management behaviour in European banking," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2427-2460, October.
  95. Jon Wongswan, 2003. "Transmission of information across international equity markets," International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.).
  96. Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2014. "Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence," Cambridge Working Papers in Economics 1464, Faculty of Economics, University of Cambridge.
  97. Beccalli, Elena, 2007. "Does IT investment improve bank performance? Evidence from Europe," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2205-2230, July.
  98. Kauko, Karlo, 2007. "Managers and efficiency in banking," Research Discussion Papers 11/2007, Bank of Finland.
  99. Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013. "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 1(3), pages 81-81, August.
  100. Linda F. DeBenedictis, & David E. A. Giles, 1998. "Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances," Econometrics Working Papers 9806, Department of Economics, University of Victoria.
  101. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-346, July.
  102. Serletis, Apostolos & Shahmoradi, Asghar, 2008. "Semi-nonparametric estimates of interfuel substitution in U.S. energy demand," Energy Economics, Elsevier, vol. 30(5), pages 2123-2133, September.
  103. Jones, Barry E. & Fleissig, Adrian R. & Elger, Thomas & Dutkowsky, Donald H., 2008. "Retail sweep programs and monetary asset substitution," Economics Letters, Elsevier, vol. 99(1), pages 159-163, April.
  104. Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
  105. Piyu Yue, 1991. "A microeconomic approach to estimating demand: the asymptotically ideal model," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 36-51.
  106. Tzouvelekas, Evaggelos, 2000. "Approximation Properties and Estimation of the Translog Production Function with Panel Data," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(1), January.
  107. Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  108. Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers 2013-36, University of Paris West - Nanterre la Défense, EconomiX.
  109. Berger, Allen N & Cummins, J David & Weiss, Mary A, 1997. "The Coexistence of Multiple Distribution Systems for Financial Services: The Case of Property-Liability Insurance," The Journal of Business, University of Chicago Press, vol. 70(4), pages 515-546, October.
  110. Wen Zhang & Hsu-Ling Chang & Chi-Wei Su, 2014. "Do real interest rates converge across Latin american countries?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(2), pages 117-130, August.
  111. Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1), pages 459-472.
  112. Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 22-22, January.
  113. Frank Gerhard & Nikolaus Hautsch, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Paper 99-19, Center of Finance and Econometrics, University of Konstanz.
  114. Saunders, Harry D., 2008. "Fuel conserving (and using) production functions," Energy Economics, Elsevier, vol. 30(5), pages 2184-2235, September.
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  119. Wohlgenant, Michael K., 1983. "Discussion: Assessing Structural Change in the Demand for Food Commodities," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 15(01), pages 39-41, July.
  120. Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015. "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 23-42.
  121. Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers 2013-27, Department of Research, Ipag Business School.
  122. Altunbas, Yener & Goddard, John & Molyneux, Phil, 1999. "Technical change in banking," Economics Letters, Elsevier, vol. 64(2), pages 215-221, August.
  123. Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
  124. Martin Desrochers & Klaus P. Fischer, 2003. "Theory and Test on the Corporate Governance of Financial Cooperative Systems: Merger vs. Networks," Cahiers de recherche 0334, CIRPEE.
  125. V. Chernozhukov & I. Fernández-Val & A. Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Biometrika, Biometrika Trust, vol. 96(3), pages 559-575.
  126. Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
  127. David S. Bates, 2016. "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers 22028, National Bureau of Economic Research, Inc.
  128. Adnan Kasman & Saadet Kirbas-Kasman, 2006. "Technical Change in Banking: Evidence From Transition Countries," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 13(1), pages 129-144.
  129. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 1409-1427.
  130. Shively, Thomas S. & Walker, Stephen G. & Damien, Paul, 2011. "Nonparametric function estimation subject to monotonicity, convexity and other shape constraints," Journal of Econometrics, Elsevier, vol. 161(2), pages 166-181, April.
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  132. Dennis Epple & Brett Gordon & Holger Sieg, 2010. "A New Approach to Estimating the Production Function for Housing," American Economic Review, American Economic Association, vol. 100(3), pages 905-924, June.
  133. Ozcan, Burcu & Ozturk, Ilhan, 2016. "A new approach to energy consumption per capita stationarity: Evidence from OECD countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 332-344.
  134. Hujer, Reinhard & Vuletic, Sandra, 2007. "Econometric analysis of financial trade processes by discrete mixture duration models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 635-667, February.
  135. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany.
  136. J. N. Lye and J. G. Hirschberg, 2012. "Inverse Test Confidence Intervals for Turning points: A," Department of Economics - Working Papers Series 1160, The University of Melbourne.
  137. Sobhesh Kumar Agarwalla & Ajay Pandey, 2013. "Expiration‐Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1046-1070, November.
  138. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
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