Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General"

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Number of items at this level: 377.


Arjomandi, Amir and Valadkhani, Abbas and Harvie, Charles (2011): Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry. Published in: Australasian Accounting Business and Finance Journal , Vol. 5, No. 3 (2011): pp. 35-55.

Adam, Antonis and Delis, Manthos D and Kammas, Pantelis (2012): Fiscal decentralization and public sector efficiency: Evidence from OECD countries.

Adam, Antonis and Delis, Manthos D and Kammas, Pantelis (2008): Public sector efficiency: Leveling the playing field between OECD countries.

Adebayo, Samson B. and Fahrmeir, Ludwig and Seiler, Christian (2009): Geoadditive latent variable modelling of count data on multiple sexual partnering in Nigeria. Forthcoming in: Biometrics

Afanasyev, Dmitriy and Fedorova, Elena (2015): The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions.

Afanasyev, Dmitriy and Fedorova, Elena and Popov, Viktor (2014): Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis.

Aguirregabiria, Victor (2008): Comment: The Identification Power of Equilibrium in Simple Games. Published in: Journal of Business and Economic Statistics , Vol. 26, No. 3 (1. July 2008): pp. 283-289.

Aguirregabiria, Victor (2009): Some Notes on Sample Selection Models.

Aiello, Francesco and Bonanno, Graziella (2014): On the Sources of Heterogeneity in Banking Efficiency Literature.

Aldanondo, Ana M. and Casasnovas, Valero L. (2015): More is better than one: the impact of different numbers of input aggregators in technical efficiency estimation.

Alfarano, Simone and Lux, Thomas (2010): Extreme Value Theory as a Theoretical Background for Power Law Behavior.

Allal, Jelloul and Kaaouachi, Abdelali and Paindaveine, Davy (2001): R-estimation for ARMA models. Published in: Journal of Nonparametric Statistics No. 13 (2001): pp. 815-831.

Almeida, Pedro Cameira de and Fuinhas, José Alberto and Marques, António Cardoso (2011): A assimetria dos ciclos económicos: Evidência internacional usando o teste triples.

Amador, João and Cabral, Sónia and Ramos Maria, José (2007): International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries? Published in: Banco de Portugal Working Paper No. 14-2007 (September 2007)

An, Yonghong and Tang, Xun (2015): Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects.

Angelo, Mele (2009): Poisson Indices of Segregation.

Antipov, Evgeny and Pokryshevskaya, Elena (2010): Accounting for latent classes in movie box office modeling.

Antipov, Evgeny and Pokryshevskaya, Elena (2010): Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics.

Arapis, Manuel and Gao, Jiti (2004): Empirical comparisons in short-term interest rate models using nonparametric methods. Published in: Journal of Financial Econometrics , Vol. 4, No. 1 (1. March 2006): pp. 310-345.

Ardia, David (2003): Analysis of dependencies in low frequency financial data sets.

Arduini, Tiziano and De Arcangelis, Giuseppe and Del Bello, Carlo Leone (2011): Currency Crises During the Great Recession: Is This Time Different?

Aristovnik, Aleksander and Obadić, Alka (2014): Measuring relative efficiency of secondary education in selected EU and OECD countries: the case of Slovenia and Croatia. Published in: Technological and economic development of economy , Vol. 20, No. 3 (2014): pp. 419-433.

Arroyo, Santiago and Bustamante, Christian (2009): Dimensión Territorial como Factor del Desarrollo Económico: Algunos Aportes Metodológicos para su Medición. Published in: Revista Estudios Demográficos y Urbanos , Vol. 72, No. 0186-7210 (12. December 2009): pp. 675-696.

Aryal, Gaurab and Gabrielli, Maria F. and Vuong, Quang (2014): Semiparametric Estimation of First-Price Auction Models.

Asefa, Shumet (2011): Analysis of technical efficiency of crop producing smallholder farmers in Tigray,Ethiopia.

Atak, Alev and Linton, Oliver B. and Xiao, Zhijie (2010): A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom. Forthcoming in: Journal of Econometrics

Azevedo, Susana and Cudney, Elizabeth A. and Grilo, António and Carvalho, Helena and Cruz-Machado, V. (2012): The influence of eco-innovation supply chain practices on business eco-efficiency.


Badunenko, Oleg and Henderson, Daniel J. and Kumbhakar, Subal C. (2011): When, where and how to perform efficiency estimation. Forthcoming in: Journal of the Royal Statistical Society, Series A

Bai, Jushan (1991): Weak convergence of the sequential empirical processes of residuals in ARMA models. Published in: Annals of Statistics , Vol. 22, (1994): pp. 2051-2061.

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.

Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.

Barnett, William A. and Duzhak, Evgeniya A. (2014): Structural Stability of the Generalized Taylor Rule.

Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.

Barnett, William A. and Serletis, Apostolos (2008): Consumer preferences and demand systems.

Barnett, William A. and de Peretti, Philippe (2008): Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability.

Barra, Cristian and Zotti, Roberto (2014): Handling negative data using Data Envelopment Analysis: a directional distance approach applied to higher education.

Basile, Roberto and Donati, Cristiana and Pittiglio, Rosanna (2013): Industry structure and employment growth: evidence from semiparametric geoadditive models.

Bazdresch, Santiago and Kahn, R. Jay and Whited, Toni (2011): Empirical policy functions as benchmarks for evaluation of dynamic models.

Belbute, Jose and Caleiro, António (2010): Cross Country Evidence on Consumption Persistence.

Belbute, José and Caleiro, António (2009): Measuring the Persistence on Consumption in Portugal.

Beneki, Christina and Eeckels, Bruno and Leon, Costas (2009): Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach.

Bhattacharjee, Arnab (2004): A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models.

Bhattacharjee, Arnab and Bhattacharjee, Madhuchhanda (2007): Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing.

Biagetti, Marco and Scicchitano, Sergio (2009): Inter-industry Wage Premia in Portugal: Evidence from EU-SILC data.

Biagetti, Marco and Scicchitano, Sergio (2009): Wage inequality and returns to schooling in Europe: a semi-parametric approach using EU-SILC data.

Bianchi, Sergio (2004): A new distribution-based test of self-similarity. Published in: Fractals , Vol. 12, No. 3 (2004): pp. 331-346.

Biner, Burhan (2009): Equal Strength or Dominant Teams: Policy Analysis of NFL.

Bokosi, Fanwell Kenala (2006): Household Poverty Dynamics in Malawi. Forthcoming in: Journal of Applied Sciences

Bonaccorsi, Andrea and Daraio, Cinzia and Räty, Tarmo and Simar, Léopold (2007): Efficiency and University Size: Discipline-wise Evidence from European Universities. Published in: VATT publications No. 46 (2007): pp. 309-334.

Bonga-Bonga, Lumengo and Mwamba, Muteba (2015): A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models.

Bouoiyour, Jamal and Marimoutou, Velayoudoum and Rey, Serge (2003): Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien.

Bracalente, Bruno and Polinori, Paolo (2010): L’efficienza tecnico-economica dei servizi pubblici locali: i casi delle farmacie comunali e dei servizi di igiene urbana.

Brida, Juan Gabriel and London, Silvia and Rojas, Mara (2012): Convergencia interregional en dinámica de regimenes: el caso del Mercosur.

Brida, Juan Gabriel and London, Silvia and Rojas, Mara (2012): Desempeño Económico Regional: Un Análisis Dinámico Para El Caso Chileno En El Período 1960-2009.

Brissimis, Sophocles and Zervopoulos, Panagiotis (2011): Developing a step-by-step effectiveness assessment model for customer-oriented service organizations.

Bruno, Giancarlo (2012): Consumer confidence and consumption forecast: a non-parametric approach.

Buss, Ginters (2010): Seasonal decomposition with a modified Hodrick-Prescott filter.


CHAGAS LOPES, MARGARIDA (2005): "Transições e Pontos Críticos das Trajectórias de Escolaridade: Estudo de Caso em seis Escolas Secundárias da Grande Lisboa". Published in: Transições , Vol. Vol 1, No. Nº1 (2005): pp. 55-75.

Cabrera-Castellanos, Luis F. and Lozano-Cortés, René (2005): Regionalización de Mexico mediante un Indice de Capital Humano. Published in: Revista Portal , Vol. Vol. I, No. No.1 (August 2005): pp. 39-49.

Caleiro, António (2010): Como se pode distinguir Évora do resto do Alentejo?: Uma abordagem de estatística espacial.

Cavalcante, Mileno (2010): An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009. Published in: 33rd IAEE International Conference No. Conference Proceedings (June 2010)

Cayton, Peter Julian (2015): A Nonparametric Option Pricing Model Using Higher Moments.

Cayton, Peter Julian and Bersales, Lisa Grace (2012): Median-based seasonal adjustment in the presence of seasonal volatility.

Chaga Lopes, Margarida and Fernandes, Graca (2010): Success/Failure in Higher Education:how long does it take to complete some core 1st. year disciplines?

Chagas Lopes, Margarida (2006): Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement.

Chagas Lopes, Margarida and Medeiros, João and PINTO, AQUILES (2005): Does School Improve Equity? Some Key Findings from Portuguese Data.

Chang, Jinyuan and Chen, Song Xi and Chen, Xiaohong (2014): High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. Forthcoming in: Journal of Econometrics

Chen, Pian and Velamuri, Malathi (2009): Misspecification and Heterogeneity in Single-Index, Binary Choice Models.

Chen, Song Xi and Gao, Jiti and Tang, Chenghong (2005): A test for model specification of diffusion processes. Published in: Annals of Statistics , Vol. 36, No. 1 (February 2008): pp. 162-198.

Chen, Song Xi and Qin, Yingli (2010): A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing. Published in: The Annals of Statistics , Vol. 38, (2010): pp. 808-835.

Cheng, Yebin and De Gooijer, Jan and Zerom, Dawit (2009): Efficient Estimation of an Additive Quantile Regression Model.

Ciccarelli, Carlo and Fenoaltea, Stefano and Proietti, Tommaso (2008): The comovements of construction in Italy's regions, 1861-1913.

Cifter, Atilla and Ozun, Alper (2007): Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey.

Ciuiu, Daniel (2011): Homogeneity tests for Levy processes and applications. Published in: Romanian Journal of Mathematics and Computer Science , Vol. 1, (December 2011): pp. 37-50.

Cordero, Jose M. and Salinas-Jiménez, Javier and Salinas-Jiménez, Mª Mar (2014): Assessing the level of happiness across countries: A robust frontier approach.

Cordero, José Manuel and Prior, Diego and Simancas Rodríguez, Rosa (2013): A comparison of public and private schools in Spain using robust nonparametric frontier methods.

Cordero Ferrera, Jose Manuel and Alonso Morán, Edurne and Nuño Solís, Roberto and Orueta, Juan F. and Souto Arce, Regina (2013): Efficiency assessment of primary care providers: A conditional nonparametric approach.

Cosma, Antonio and Galli, Fausto (2014): A non parametric ACD model.

Crowley, Patrick and Aaron, Schultz (2010): A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis.

Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators.


Dabo-Niang, Sophie and Francq, Christian and Zakoian, Jean-Michel (2009): Combining parametric and nonparametric approaches for more efficient time series prediction.

De Nicola, Arianna and Gitto, Simone and Mancuso, Paolo (2011): A two-stage DEA model to evaluate the efficiency of the Italian health system.

De Witte, Kristof and Marques, Rui (2009): Gaming in a benchmarking environment. A non-parametric analysis of benchmarking in the water sector.

De Witte, Kristof and Mika, Kortelainen (2009): Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables.

Deb, Rahul (2007): Computational Inefficiency Of Nonparametric Tests For Consistency Of Data With Household Consumption.

Deb, Rahul (2008): Interdependent Preferences, Potential Games and Household Consumption.

Deb, Rahul and Fenske, James (2009): A Nonparametric Test of Strategic Behavior in the Cournot Model.

Dechert, Andreas (2012): Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks.

Dekker, Ronald (2008): Unemployment durations after temporary work: Evidence for Great Britain and Germany.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting? Published in: International Journal of Economics and Financial Issues , Vol. 3, No. 2 (10. April 2013): pp. 447-465.

Delis, Manthos D and Iosifidi, Maria and Tsionas, Efthymios (2012): On the estimation of marginal cost.

Delis, Manthos D and Koutsomanoli-Filippaki, Anastasia and Staikouras, Christos and Gerogiannaki, Katerina (2008): Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies. Published in: Applied Financial Economics , Vol. 19, (2009): pp. 191-202.

Delis, Manthos D and Molyneux, Philip and Pasiouras, Fotios (2009): Regulations and productivity growth in banking.

Delis, Manthos D and Papanikolaou, Nikolaos I (2009): Determinants of bank efficiency: Evidence from a semi-parametric methodology. Published in: Managerial Finance , Vol. 35, No. 3 (2009): pp. 260-275.

Delis, Manthos D and Tran, Kien and Tsionas, Efthymios (2009): Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus.

Delis, Manthos D and Tsionas, Efthymios (2009): The joint estimation of bank-level market power and efficiency.

Demirgil, Hakan and Karaoz, Murat and Baptista, Rui and Sungur, Onur (2011): Networking Activities and Growth of Newly Founded Firms under Incubation.

Dergiades, Theologos (2011): Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy. Published in: Economics Letters , Vol. 116, No. 3 (15. September 2012): pp. 404-407.

Dergiades, Theologos and Martinopoulos, Georgios and Tsoulfidis, Lefteris (2011): Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece. Published in: Energy Economics , Vol. 36, No. c (15. March 2013): pp. 686-697.

Diagne, Youssoupha S and Diop, Mouhamadou M (2007): Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ? Published in: website

Didenko, Alexander and Dubovikov, Michael and Poutko, Boris (2015): Forecasting Coherent Volatility Breakouts. Published in: Bulletin of Financial University , Vol. 85, No. 1 (March 2015): pp. 30-36.

Djennad, Abdelmajid and Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios and Eilers, Paul (2015): Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications.

Dong, Chaohua and Gao, Jiti and Tong, Howell (2006): Semiparametric penalty function method in partially linear model selection. Published in: Statistica Sinica , Vol. 17, No. 1 (October 2007): pp. 99-114.

Dong, Yingying (2010): Semiparametric Binary Random Effects Models: Estimating Two Types of Drinking Behavior.

Dubrocard, Anne and Prombo, Michel (2012): Performance environnementale et mesure de la productivité.

Dubrocard, Anne and Prombo, Michel (2012): International comparison of Environmental performance.

Dziewulski, Pawel (2014): Revealed time-preference.


Emura, Takeshi and Chen, Yi-Hau (2014): Gene selection for survival data under dependent censoring: a copula-based approach. Published in: Statistical Methods in Medical Research

Emura, Takeshi and Chen, Yi-Hau and Chen, Hsuan-Yu (2012): Survival prediction based on compound covariate under cox proportional hazard models. Published in: PLoS ONE No. 7(10): e47627 (2012)

Eryilmaz, Serkan and Kan, Cihangir and Akici, Fatih (2009): Consecutive k-within-m-out-of-n:F system with exchangeable components. Published in: Naval Research Logistics

Espinosa, Miguel and Rondon, Carlos and Romero, Mauricio (2012): The use of mathematics in economics and its effect on a scholar's academic career.

Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)

Evers, Hans-Dieter and Genschick, Sven and Schraven, Benjamin (2009): Constructing Epistemic Landscapes: Methods of GIS-Based Mapping. Published in: ZEF Working Paper Series No. 44 (2. August 2009): pp. 2-18.

Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.

Ezzat, Hassan (2012): The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt. Published in: International Research Journal of Finance and Economics No. 96 (August 2012): pp. 143-154.

Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.


Fan, Yanqin and Park, Sang Soo (2010): Confidence sets for some partially identified parameters. Published in: Economics, Management, and Financial Market , Vol. 5, (2010): pp. 37-87.

Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.

Fe, Eduardo (2012): Efficient estimation in regression discontinuity designs via asymmetric kernels.

Feng, Yuanhua and Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model.

Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model.

Fernandez, Jose (2006): Evaluating the Effect of a Policy Change to Hospital Productivity: 80 Hours Work Restriction on Medical Residents.

Filippou, Miltiades and Zervopoulos, Panagiotis (2011): Developing a short-term comparative optimization forecasting model for operational units’ strategic planning.

Finocchiaro Castro, Massimo and Guccio, Calogero and Rizzo, Ilde (2009): Determinants of Heritage Authorities’ Performance: An exploratory study with DEA bootstrapping approach.

Fosgerau, Mogens and Bierlaire, Michel (2007): A practical test for the choice of mixing distribution in discrete choice models. Published in: Transportation Research Part B , Vol. 41, (2007): pp. 784-794.

Fosgerau, Mogens and Hess, Stephane (2008): Competing methods for representing random taste heterogeneity in discrete choice models.

Fosgerau, Mogens and Hjort, Katrine and Vincent Lyk-Jensen, Stéphanie (2007): An approach to the estimation of the distribution of marginal valuations from discrete choice data.

Fosgerau, Mogens and Mabit, Stefan (2013): Easy and flexible mixture distributions. Published in: Economics Letters , Vol. 120, No. 2 (2013): pp. 206-210.

Fosgerau, Mogens and McFadden, Daniel and Bierlaire, Michel (2010): Choice probability generating functions.

Fosgerau, Mogens and Nielsen, Søren Feodor (2010): Deconvoluting preferences and errors: a model for binomial panel data. Published in: Econometric Theory , Vol. 26, (2010): pp. 1846-1854.


Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators.

Gammadigbé, Vigninou (2013): Nouvelles exigences en capital des banques de l'UEMOA, concentration bancaire et coût du crédit au Togo.

Gao, Jiti (1994): Asymptotic theory for partly linear models. Published in: Communications in Statistics: Theory and Methods , Vol. 24, No. 8 (7. April 1995): pp. 1985-2009.

Gao, Jiti (2012): Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models.

Gao, Jiti (2007): Nonlinear time series: semiparametric and nonparametric methods. Published in: Chapman & Hall/CRC , Vol. 108, No. Monographs on Statistics and Applied Probability (2. September 2007): pp. 1-237.

Gao, Jiti and Gijbels, Irene (2005): Bandwidth selection for nonparametric kernel testing. Forthcoming in: Journal of the American Statistical Association , Vol. 483, No. 4 (December 2008): pp. 1-11.

Gao, Jiti and Hong, Yongmiao (2007): Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing. Published in: Journal of Nonparametric Statistics , Vol. 20, No. 1 (March 2008): pp. 61-76.

Gao, Jiti and King, Maxwell (2003): Estimation and model specification testing in nonparametric and semiparametric econometric models.

Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Estimation in semiparametric spatial regression. Published in: Annals of Statistics , Vol. 34, No. 3 (June 2006): pp. 1395-1435.

Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Semiparametric spatial regression: theory and practice.

Gao, Jiti and Tong, Howell (2002): Nonparametric and semiparametric regression model selection.

Gelhausen, Marc Christopher (2006): Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach. Published in: Proceedings of the 2006 European Transport Conference (2006): pp. 1-32.

Gelhausen, Marc Christopher (2007): A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany. Published in: Proceedings of the 11th Air Transport Research Society World Conference (2007): pp. 1-42.

Gelhausen, Marc Christopher and Wilken, Dieter (2006): Airport and Access Mode Choice : A Generalized Nested Logit Model Approach. Published in: Proceedings of the 10th Air Transport Research Society World Conference (2006): pp. 1-30.

Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996. Published in: Bayesian Statistics and its Applications . New Delhi: Anamaya Publishers (2006)

Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices.

Gitto, Simone and Mancuso, Paolo (2010): Airport efficiency: a DEA two stage analysis of the Italian commercial airports.

Gitto, Simone and Mancuso, Paolo (2009): Productivity change in Italian airports.

Golden, Miriam and Picci, Lucio (2011): Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies.

Golovan, Sergei and Nazin, Vladimir and Peresetsky, Anatoly (2010): Непараметрические оценки эффективности российских банков. Published in: Экономика и математические методы , Vol. 46, No. 3 (2010): pp. 43-57.

Goncharuk, Anatoliy G. (2008): Межотраслевой анализ эффективности промышленности Украины.

Goncharuk, Anatoliy G. (2008): Межотраслевой анализ эффективности промышленности Украины.

González-Val, Rafael (2009): The evolution of US city size distribution from a long term perspective (1900-2000). Forthcoming in: Journal of Regional Science

González-Val, Rafael (2007): The evolution of the US urban structure from a long-run perspective (1900-2000).

González-Val, Rafael (2011): A nonparametric estimation of the local Zipf exponent for all US Cities.

González-Val, Rafael and Lanaspa, Luis and Sanz, Fernando (2012): New Evidence on Gibrat’s Law for Cities.

González-Val, Rafael and Marcén, Miriam (2015): Divorce and the Business cycle: A cross-country analysis.

Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.

Greselin, Francesca and Pasquazzi, Leo (2011): Estimation of Zenga's new index of economic inequality in heavy tailed populations.

Guo, Xu and Li, Gao Rong and Wong, Wing Keung (2014): Specification Testing of Production Frontier Function in Stochastic Frontier Model.


Hagemejer, Jan and Tyrowicz, Joanna (2009): Is the Impact Really That High? The Effect of FDI in Transition.

Halkos, George (2010): Modelling biodiversity. Published in: Journal of Policy Modeling , Vol. 33, No. 4 (2011): pp. 618-635.

Halkos, George and Sundström, Aksel and Tzeremes, Nickolaos (2013): Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK.

Halkos, George and Tzeremes, Nickolaos (2011): Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures.

Halkos, George and Tzeremes, Nickolaos (2011): Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs.

Halkos, George and Tzeremes, Nickolaos (2012): Carbon dioxide emissions and governance: A nonparametric analysis for the G-20.

Halkos, George and Tzeremes, Nickolaos (2007): Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries.

Halkos, George and Tzeremes, Nickolaos (2012): Economic growth and environmental efficiency: Evidence from U.S. regions.

Halkos, George and Tzeremes, Nickolaos (2012): Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach.

Halkos, George and Tzeremes, Nickolaos (2011): Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency.

Halkos, George and Tzeremes, Nickolaos (2011): Investigating the cultural patterns of corruption: A nonparametric analysis.

Halkos, George and Tzeremes, Nickolaos (2011): Kuznets curve and environmental performance: evidence from China.

Halkos, George and Tzeremes, Nickolaos (2011): Measuring economic journals’ citation efficiency: A data envelopment analysis approach.

Halkos, George and Tzeremes, Nickolaos (2008): Measuring regional public health provision.

Halkos, George and Tzeremes, Nickolaos (2010): Measuring the effect of virtual mergers on banks’ efficiency levels:A non parametric analysis.

Halkos, George and Tzeremes, Nickolaos (2010): Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis.

Halkos, George and Tzeremes, Nickolaos (2012): Public sector transparency and countries’ environmental performance: A nonparametric analysis.

Halkos, George and Tzeremes, Nickolaos (2012): Ranking accounting, banking and finance journals: A note.

Halkos, George and Tzeremes, Nickolaos (2012): Ranking agricultural, environmental and natural resource economics journals: A note.

Halkos, George and Tzeremes, Nickolaos (2012): Ranking mainstream economics journals: A note.

Halkos, George and Tzeremes, Nickolaos (2012): Ranking the ‘Diamond Core’ economic journals: A note.

Halkos, George and Tzeremes, Nickolaos (2013): Renewable energy consumption and economic efficiency: Evidence from European countries.

Halkos, George and Tzeremes, Nickolaos (2013): An additive two-stage DEA approach creating sustainability efficiency indexes.

Halkos, George and Tzeremes, Nickolaos (2012): A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions.

Halkos, George and Tzeremes, Nickolaos (2011): A conditional full frontier approach for investigating the Averch-Johnson effect.

Halkos, George and Tzeremes, Nickolaos (2011): A conditional full frontier modelling for analyzing environmental efficiency and economic growth.

Halkos, George and Tzeremes, Nickolaos (2011): The effect of national culture on countries’ innovation efficiency.

Halkos, George and Tzeremes, Nickolaos (2011): A non-parametric analysis of the efficiency of the top European football clubs.

Halkos, George and Tzeremes, Nickolaos (2011): A nonparametric analysis of the Greek renewable energy sector.

Halkos, George and Tzeremes, Nickolaos and Kourtzidis, Stavros (2011): The use of supply chain DEA models in operations management: A survey.

Halkos, George and Tzeremes, Nickolaos (2013): The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies.

Halpin, Brendan and Hill, John (2008): Active Labour Market Programmes and Poverty Dynamics in Ireland. Published in: Combat Poverty Agency Research Working Papers , Vol. 5, No. August (August 2008)

Hardle, Wolfgang and LIang, Hua and Gao, Jiti (2000): Partially linear models. Published in: Physica-Verlag (1. September 2000): pp. 1-202.

Harris, Matthew and Kohn, Jennifer (2015): Reference dependent utility from health and the demand for medical care.

Hassani, Hossein (2007): Singular Spectrum Analysis: Methodology and Comparison. Published in: Journal of Data Science , Vol. 5, No. 2 (1. April 2007): pp. 239-257.

Hellström, Jörgen and Lönnbark, Carl (2011): Identi�cation of jumps in �financial price series.

Henderson, Daniel J. (2008): A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions.

Henderson, Daniel J. and List, John A. and Millimet, Daniel L. and Parmeter, Christopher F. and Price, Michael K. (2008): Imposing Monotonicity Nonparametrically in First-Price Auctions.

Henderson, Daniel J. and Papageorgiou, Chris and Parmeter, Christopher F. (2008): Are any growth theories linear? Why we should care about what the evidence tells us.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2011): Detección de Dependencia Espacial mediante Análisis Simbólico.

Hirano, Keisuke and Porter, Jack (2009): Impossibility Results for Nondifferentiable Functionals.

Hiremath, Gourishankar S and Bandi, Kamaiah (2009): On the random walk characteristics of stock returns in India. Published in: Artha Vijnana , Vol. 51, No. 1 (2009): pp. 85-96.

Hoffmann, Marc and Munk, Axel and Schmidt-Hieber, Johannes (2010): Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation.

Horowitz, Joel and Keane, Michael and Bolduc, Denis and Divakar, Suresh and Geweke, John and Gonul, Fusun and Hajivassiliou, Vassilis and Koppelman, Frank and Matzkin, Rosa and Rossi, Peter and Ruud, Paul (1994): Advances in Random Utility Models. Published in: Marketing Letters , Vol. 5:4, (1994): pp. 311-322.

Huesca, Luis (2004): ¿Desaparece la clase media en México?: Una aplicación de la polarización por subgrupos entre 1984 y 2000.


Iacob, Constanta and Constantin, Camelia (2014): Correlation Analysis of the quality of medical quality economic and financial management using correlation coefficients based on nonparametric data.

Iacob, Constanta and Taus, Delia (2014): Analysis of the links between statistical variables on financial performance and its level.

Isgut, Alberto and Fernandes, Ana (2007): Learning-by-Exporting Effects: Are They for Real?


Jeong, Jinook (2006): Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models.

Jimborean, Ramona and Brack, Estelle (2010): The cost-efficiency of French banks. Published in: Bankers, Markets and Investors No. 105 : pp. 21-38.

Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.

Jiranyakul, Komain (2012): The Predictive Role of Stock Market Return for Real Activity in Thailand.

Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2010): Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales. Published in: Lecturas de Economia , Vol. 1, No. 73 (July 2010): pp. 51-65.

Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2011): A methodological proposal to estimate changes of residential property value: case study developed in Bogota. Published in: Applied Economics Letters , Vol. 16, No. 18 (11. August 2011): pp. 1577-1581.

Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo and Juan Carlos, Mendieta Lopez (2007): Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos. Published in: Desarrollo y Sociedad , Vol. 1, No. 60 (10. December 2007): pp. 1-45.


Kang, Lili and Peng, Fei (2014): Acquisition Premiums of Executive Compensation in China: a Matching View.

Keane, Michael (2003): Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim.

Kontek, Krzysztof (2010): Classifying Behaviors in Risky Choices.

Kontek, Krzysztof (2015): Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle using Certainty Equivalents.

Kontek, Krzysztof (2010): Mean, Median or Mode? A Striking Conclusion From Lottery Experiments.

Kortelainen, Mika (2008): Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies.

Kostov, Philip and Patton, Myles and Moss, Joan and McErlean, Seamus (2006): Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?

Kozhurin, Fedir (2011): Supramacroeconomics: the newest management technology.

Krasnopjorovs, Olegs (2013): Factors of Economic Growth in Latvia.

Krasnopjorovs, Olegs (2013): Latvijas ekonomikas izaugsmi noteicošie faktori.

Krasnopjorovs, Olegs (2009): Latvijas valdības izdevumu efektivitātes novērtējums. Published in: Latvijas Universitātes Raksti / Scientific Papers University of Latvia No. 743 (1. February 2009): pp. 117-128.

Krasnopjorovs, Olegs (2012): Measuring the sources of economic growth in the EU with parametric and non-parametric methods. Published in: Journal of Economics and Management Research , Vol. 1, (1. December 2012): pp. 106-122.

Kryklii, Olena and Pavlenko, Ludmila and Podvihin, Sergei (2013): Cost-effectiveness analysis of Ukrainian banks using the DEA method. Published in: The advanced Science Journal No. 12 (December 2013): pp. 49-55.

Kuosmanen, Timo and Fosgerau, Mogens (2009): Neoclassical versus frontier production models? Testing for the skewness of regression residuals. Published in: Scandinavian Journal of Economics , Vol. 111, No. 2 : pp. 351-367.


Landajo, Manuel and Presno, María José (2010): Nonparametric pseudo-Lagrange multiplier stationarity testing.

Larrosa, Juan MC (2005): A Latent Budget Analysis Approach to Classification: Examples from Economics.

Lavergne, Pascal and Patilea, Valentin (2011): One for all and all for one: regression checks with many regressors.

Li, Kui-Wai (2012): Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods. Published in: CIRJE Discussion Paper No. CIRJE-F-839 (January 2012)

Liao, Yuan and Jiang, Wenxin (2011): Posterior consistency of nonparametric conditional moment restricted models. Published in: Annals of Statistics , Vol. 39, No. 6 (2011): pp. 3003-3031.

Liao, Yuan and Simoni, Anna (2012): Semi-parametric Bayesian Partially Identified Models based on Support Function.

Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.

Liebl, Dominik (2013): Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective. Published in: The Annals of Applied Statistics , Vol. 7, No. 3 (September 2013): 1562-1592.

Liebl, Dominik (2010): Modeling hourly Electricity Spot Market Prices as non stationary functional times series.

Liew, Venus Khim-Sen and Chia, Ricky Chee-Jiun and Ling, Tai-Hu (2009): Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries.

Liew, Venus Khim-Sen and Chia, Ricky Chee-Jiun and Puah, Chin-Hong (2009): Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests.

Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Does trading remove or bring frictions?

Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost.

Lin, William and Tsai, Shih-Chuan and Sun, David (2010): Search costs and investor trading activity: evidences from limit order book. Forthcoming in: Emerging Markets Finance and Trade

Lin, William and Tsai, Shih-Chuan and Sun, David (2009): What Causes Herding:Information Cascade or Search Cost ?

Lozano-Cortés, René and Cabrera-Castellanos, Luis F. and Lozano-Cortés, Maribel (2012): La delincuencia y su efecto sobre el crecimiento económico. El caso de México.

Lu, Jingfeng and Perrigne, Isabelle (2006): Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data.

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing.

Luati, Alessandra and Proietti, Tommaso and Reale, Marco (2011): The Variance Profile.


Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.

Mailu, Stephen and Will, Margret and Mwanza, Rosemary and Nkanata, Kinyua and Mbugua, David (2014): Milk supply contracts and default incidence in Kenya.

Malikov, Emir and Kumbhakar, Subal C. and Sun, Yiguo (2013): Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects.

Manzan, sebastiano and Zerom, Dawit (2008): A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price. Forthcoming in: Econometric Reviews

Marjit, Sugata and Santra, Sattwik and Hati, Koushik Kumar (2014): Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour.

Marmer, Vadim and Shneyerov, Artyom (2006): Quantile-Based Nonparametric Inference for First-Price Auctions.

Marques, Rui and Simões, Pedro (2009): How far are Portuguese prisons inefficient? A non-parametric approach.

Mattarocci, Gianluca (2006): Market characteristics and chaos dynamics in stock markets: an international comparison.

Medel, Carlos A. (2014): A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA.

Medel, Carlos A. (2014): The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples.

Megersa, kelbesa (2014): The laffer curve and the debt-growth link in low-income Sub-Saharan African economies.

Mensah, Jones Odei and Premaratne, Gamini (2014): Dependence patterns among Banking Sectors in Asia: A Copula Approach.

Mishra, SK (2012): Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores.

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.

Mishra, SK (2009): The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization.

Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments.

Mishra, SK (2009): A note on positive semi-definiteness of some non-pearsonian correlation matrices.

Mishra, SK (2009): A note on the ordinal canonical correlation analysis of two sets of ranking scores.

Mishra, SK (2008): A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores.

Mizobuchi, Hideyuki (2011): The returns to scale effect in labour productivity growth.

Moloche, Guillermo (2001): Local Nonparametric Estimation of Scalar Diffusions.

Monaco, Luisa (2011): Measuring Italian university efficiency: a non-parametric approach.

Movahedi, Mohammad and Gaussens, Olivier (2011): Innovation, productivity, and export: Evidence from SMEs in Lower Normandy, France. Forthcoming in:

Mueller, Ulrich (2008): An Alternative Sense of Asymptotic Efficiency.

Murat, Karaoz and Murat Ali, Dulupcu and Mesut, Albeni and Hakan, Demirgil and Onur, Sungur (2012): İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği. Published in: Global Journal of Economics and Business Studies , Vol. 1, No. 1 (June 2012): pp. 13-21.

Mutascu, Mihai and Tiwari, Aviral and Estrada, Fernando (2011): Taxation and political stability. Forthcoming in:

Mynbaev, Kairat and Martins-Filho, Carlos (2009): Bias reduction in kernel density estimation via Lipschitz condition. Published in: Journal of Nonparametric Statistics , Vol. 22, No. 2 (February 2010): pp. 219-235.

Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.


Nazarian, Rafik and Gandali Alikhani, Nadiya and Naderi, Esmaeil and Amiri, Ashkan (2013): Forecasting Stock Market Volatility: A Forecast Combination Approach.

Nganou, Jean-Pascal (2005): Estimates of Armington parameters for a landlocked economy.

Ngo, Dang Thanh (2010): Evaluating the Efficiency of Vietnamese Banking System: An Application Using Data Envelopment Analysis.

Ngoie, Ruffin-Benoît M. and Ulungu, Berthold E.-L. (2014): On analysis and characterization of the mean-median compromise method. Published in: International Journal of Scientific and Innovative Mathematical Research (IJSIMR) , Vol. 3, No. 3 (March 2015): pp. 56-64.

Nguyen, Khac Minh and Giang, Thanh Long (2004): Efficiency Performance of Hospitals and Medical Centers in Vietnam. Forthcoming in: Nguyen Khac Minh and Giang Thanh Long (eds.) Technical Efficiency anf Productivity Growth in Vietnam: Parametric and Non-parametric Analyses (March 2007): pp. 85-99.

Nguyen, Khac Minh and Giang, Thanh Long (2004): Efficiency Performance of Hospitals and Medical Centers in Vietnam. Published in: Nguyen Khac Minh and Giang Thanh Long (eds.) Technical Efficiency anf Productivity Growth in Vietnam: Parametric and Non-parametric Analyses (20. February 2007): pp. 165-190.

Nguyen, Khac Minh and Giang, Thanh Long (2005): Efficiency of Construction Firms in Vietnam. Forthcoming in: Nguyen Khac Minh and Giang Thanh Long (eds.), Technical Efficiency and Productivity Growth in Vietnam: Parametric and Non-parametric Analyses (March 2007): pp. 44-59.

Nguyen, Khac Minh and Giang, Thanh Long (2005): Efficiency of Construction Firms in Vietnam. Published in: Nguyen Khac Minh and Giang Thanh Long (eds.), Technical Efficiency and Productivity Growth in Vietnam: Parametric and Non-parametric Analyses (20. February 2007): pp. 83-112.

Nguyen Viet, Cuong (2008): Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching.

Nguyen Viet, Cuong (2012): Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study.

Nguyen Viet, Cuong (2007): The average treatment effect and average partial effect in nonlinear models. Published in: Economics Bulletin , Vol. 15, No. 15 (2008): pp. 1-13.

Ngwa Edielle, T. H. Jackson (2006): Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998).

Ngwa Edielle, T. H. Jackson and Hevi Kodzo, Dodzi (2007): Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis.


Ordás Criado, Carlos (2007): Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces. Forthcoming in: Environmental and Resource Economics

Ordás Criado, Carlos and Valente, Simone and Stengos, Thanasis (2009): Growth and the pollution convergence hypothesis: A nonparametric approach.

Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.


Pacifico, Daniele (2009): Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata.

Pacifico, Daniele (2009): On the role of unobserved preference heterogeneity in discrete choice models of labor supply.

Palombini, Edgardo (2003): Volatility and liquidity in the Italian money market.

Park, Byeong and Simar, Leopold and Zelenyuk, Valentin (2006): Local likelihood estimation of truncated regression and its partial derivatives: theory and application. Published in: Journal of Econometrics , Vol. 1, No. 146 (2008): pp. 185-198.

Parker, Thomas (2012): A comparison of alternative approaches to supremum-norm goodness of fit tests with estimated parameters.

Pena Centeno, Tonatiuh and Martinez Jaramillo, Serafin and Abudu, Bolanle (2009): Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora.

Peroni, Chiara (2009): Testing Linearity in Term Structures.

Peroni, Chiara (2007): A non-parametric investigation of risk premia.

Peroni, Chiara (2008): A non-parametric investigation of risk premia.

Popli, Gurleen (2006): The rising wage inequality in Mexico, 1984-2000: A distributional analysis. Forthcoming in: Journal of Income Distribution

Pouliakas, Konstantinos and Theodossiou, Ioannis (2009): Rewarding Carrots & Crippling Sticks: Eliciting Employee Preferences for the Optimal Incentive Mix in Europe.

Proietti, Tommaso and Luati, Alessandra (2009): Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences.


Qian, Junhui and Wang, Le (2009): Estimating Semiparametric Panel Data Models by Marginal Integration.

Qiu, Yumou and Chen, Song Xi (2014): Band Width Selection for High Dimensional Covariance Matrix Estimation. Forthcoming in: Journal of the American Statistical Association


Raihan, Selim and Ahmed, Mansur (2009): Supply-Side Capacity and Export Response in Leather and Home Textile Sectors in Bangladesh.

Rapisarda, Grazia and Echeverry, David (2010): A Non-parametric Approach to Incorporating Incomplete Workouts Into Loss Given Default Estimates.

Rego, Conceição and Caleiro, António (2010): O ‘Mercado’ do Ensino Superior em Portugal: um diagnóstico da situação actual.

Rendón, Stephanie (2013): Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN.

Richey, Jeremiah (2012): The Causal Effects of Criminal Convictions on Labor Market Outcomes in Young Men: A Nonparametric Bounds Analysis.

Richey, Jeremiah (2013): An Odd Couple: Monotone Instrumental Variables and Binary Treatments. Forthcoming in: Econometric Reviews

Rodriguez, Analía (2007): Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.


Salois, Matthew and Tiffin, Richard and Balcombe, Kelvin (2010): Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis.

Sambracos, Evangelos and Maniati, Marina (2015): Technical Efficiency of Shipping Banks: A DEA Approach.

Santos, Joana and Simões, Pedro and Costa, Álvaro and Cunha Marques, Rui (2010): Efficiency of the Portuguese metros. is it different from other European metros?

Sasidharan, Anand (2009): Stock Market's Reaction to Monetary Policy Announcements in India.

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

Sasikumar, Anoop (2011): Testing for weak form market efficiency in Indian foreign exchange market. Published in: The IUP Journal of Monetary Economics , Vol. 9, No. 3 (August 2011): pp. 7-19.

Scalas, Enrico and Kim, Kyungsik (2006): The art of fitting financial time series with Levy stable distributions.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models.

Simar, Leopold and Zelenyuk, Valentin (2004): On testing equality of distributions of technical efficiency scores. Published in: Econometric Reviews , Vol. 25, No. 4 (December 2006): pp. 497-522.

Simões, Pedro and Cunha Marques, Rui (2009): Performance and Congestion Analysis of the Portuguese Hospital Services.

Siregar, Reza and Pontines, Victor and Mohd Hussain, Nurulhuda (2010): The US Subprime Crises and Extreme Market Pressures in Asia.

Song, Yong and Shi, Shuping (2012): Identifying speculative bubbles with an in finite hidden Markov model.

Sopher, Barry and Sheth, Arnav (2006): A Deeper Look at Hyperbolic Discounting. Published in: Theory and Decision , Vol. 60, No. 2-3 (May 2006): pp. 219-255.

Subbotin, Viktor (2007): Asymptotic and bootstrap properties of rank regressions.

Sun, David and Chow, Da-Ching (2014): Forgive, or Award, Your Debtor? - A Barrier Option Approach.

Sun, David and Tsai, Shih-Chuan and Wang, Wei (2011): Behavioral investment strategy matters: a statistical arbitrage approach.


TINANG NZESSEU, Jules Valery (2012): Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique.

Tang, Chor Foon (2009): Does causality technique matter to savings-growth nexus in Malaysia? Published in: Malaysian Management Journal , Vol. 13, No. 1-2 (2009): pp. 1-10.

Taymaz, Erol and Yilmaz, Kamil (2006): Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union. Published in: Journal of International Trade and Diplomacy , Vol. 1, No. 1 (2007): pp. 127-154.

Tedds, Lindsay (2007): Estimating the Income Reporting Function for the Self-Employed. Published in: Empirical Economics , Vol. 38, No. 3 (2010): pp. 669-687.

Temel, Tugrul (2011): New facts for old debates: Farm size and productivity in US agriculture.

Temel, Tugrul (2011): A nonparametric hypothesis test via the Bootstrap resampling.

Thum, Anna-Elisabeth (2013): Psychology in econometric models: conceptual and methodological foundations.

Tierney, Heather L.R. (2009): Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data.

Tierney, Heather L.R. (2009): Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation.

Tierney, Heather L.R. (2013): Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence.

Tierney, Heather L.R. (2013): Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence.

Tierney, Heather L.R. (2011): Forecasting and tracking real-time data revisions in inflation persistence.

Tierney, Heather L.R. (2009): A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data.

Tierney, Heather L.R. (2009): A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data.

Tierney, Heather L.R. (2010): Real-Time Data Revisions and the PCE Measure of Inflation.

Tierney, Heather L.R. (2010): Real-Time Data Revisions and the PCE Measure of Inflation.

Tomaževič, Nina and Seljak, Janko and Aristovnik, Aleksander (2014): The impact of CAF enablers on job satisfaction: the case of the Slovenian law enforcement agency. Published in: Total quality management & business excellence , Vol. 25, No. 11/12 (2014): pp. 1336-1351.

Tommaso, Proietti and Alessandra, Luati (2012): The Generalised Autocovariance Function.

Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?

Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.

Trunin, Pavel and Knyazev, Dmitriy and Satdarov, Aleksander (2010): Анализ независимости центральных банков РФ, стран СНГ и Восточной Европы. Published in: ИЭПП

Tumen, Semih (2013): The impact of the 2008 crisis on top labor incomes in Turkey: A nonparametric analysis. Forthcoming in: Economics Bulletin


Valle e Azevedo, João (2008): A Multivariate Band-Pass Filter.

Verbic, Miroslav and Kuzmin, Franc (2008): Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia. Published in: Panoeconomicus , Vol. 56, No. 2 (2009): pp. 227-240.

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Voudouris, V and Di Maio, C (2010): The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production. Published in: CIBS Working Papers Series (5. August 2010)

Vuorenmaa, Tommi A. (2008): Decimalization, Realized Volatility, and Market Microstructure Noise.

Vázquez, Miguel and Sánchez-Úbeda, Eugenio F. and Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets.


Walker, Todd B and Haley, M. Ryan (2009): Alternative Tilts for Nonparametric Option Pricing.

Wang, Hung-Jen (2006): Stochastic frontier models. Published in: invited article for The New Palgrave Dictionary of Economics, 2nd edition, Palgrave Macmillan (2007)

Wang, Weiren and Zhou, Mai (1995): Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach.

Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling

Willert, Juliane (2009): Mean Shift detection under long-range dependencies with ART.

Wittkowski, Knut M. (2003): Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity. Published in: Computational Science and Statistics , Vol. 35, (2003): pp. 626-646.

Wittkowski, Knut M. (2005): Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences. Published in:

Wolters, Maik Hendrik (2010): Estimating Monetary Policy Reaction Functions Using Quantile Regressions.


Yang, Bill Huajian (2013): Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests. Published in: Journal of Risk Model Validation , Vol. 8, No. 1 (18. March 2014)


Zagaglia, Paolo (2009): Monetary Asset Substitution in the Euro Area.

Zeballos, David (2010): Non-Parametric methods: An application for the risk measurement.

Zervopoulos, Panagiotis (2012): Dealing with small samples and dimensionality issues in data envelopment analysis.

Zhang, Rui and Sun, Kai and Delgado, Michael and Kumbhakar, Subal (2011): Productivity in China's high technology industry: Regional heterogeneity and R&D.

Zhou, X. and Li, Kui-Wai (2011): Inequality and development: Evidence from semiparametric estimation with panel data. Published in: Economic Letters , Vol. 3, No. 113 (December 2100): pp. 203-207.

Zotti, Roberto and Barra, Cristian (2014): How students' exogenous characteristics affect faculties’ inefficiency. A heteroscedastic stochastic frontier approach.

Zotti, Roberto and Barra, Cristian (2014): Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efficiency?

Zubović, Jovan and Jeločnik, Marko and Subić, Jonel (2010): Analiza HR indeksa u finansijskom sektoru Srbije. Published in: Industrija , Vol. 39, No. 1/2011 (February 2011): pp. 223-242.

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