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Munich Personal RePEc Archive

Items where Subject is "C14 - Semiparametric and Nonparametric Methods: General"

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Number of items at this level: 513.

A

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.

Agiropoulos, Charalampos and Karkalakos, Sotiris and Polemis, Michael (2019): Revisiting the finance-growth nexus: A socioeconomic approach.

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.

Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad and Karimli, Tural (2015): Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması.

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

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

Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.

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.

Aldanondo, Ana M. and Casasnovas, Valero L. (2016): A note on the impact of multiple 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.

Ardakani, Omid and Kishor, Kundan and Song, Suyong (2015): On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach.

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.

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.

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

Avgouleas, Emilios and Degiannakis, Stavros (2009): Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets. Published in: International Journal of Financial Markets and Derivatives , Vol. 1, No. 1 (2009): pp. 96-123.

Azevedo, Joao Pedro and Sanfelice, Viviane and Nguyen, Minh C. (2012): Shapley Decomposition by Components of a Welfare Aggregate.

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.

B

BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.

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

Bago, Jean-Louis and Akakpo, Koffi and Rherrad, Imad and Ouédraogo, Ernest (2020): Volatility Spillover and International Contagion of Housing Bubbles.

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.

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

Barnett, William and Ftiti, Zied and Jawadi, Fredj (2018): The Causal Relationships between Inflation and Inflation Uncertainty.

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

Barnett, William A. and Eryilmaz, Unal (2022): Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework.

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 Jawadi, Fredj and Ftiti, Zied (2020): Causal Relationships between Inflation and Inflation Uncertainty.

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 Lagravinese, Raffaele and Zotti, Roberto (2015): Explaining (in)efficiency in higher education: a comparison of parametric and non-parametric analyses to rank universities.

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

Barra, Cristian and Zotti, Roberto (2017): On the relationship between bank market concentration and stability of financial institutions: Evidence from the Italian banking sector.

Barra, Cristian and Zotti, Roberto (2015): Regional innovation system (in)efficiency and its determinants: an empirical evidence from Italian regions.

Bartolucci, Francesco and Marino, Maria Francesca and Pandolfi, Silvia (2015): Composite likelihood inference for hidden Markov models for dynamic networks.

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.

Bekiros, Stelios and Boubaker, Sabri and Nguyen, Duc Khuong and Uddin, Gazi Salah (2015): Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.

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.

Bell, Peter N (2015): Identifying the Median Path of a Stochastic Processes.

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.

Benini, Giacomo and Brandt, Adam and Dotti, Valerio and El-Houjeiri, Hassan (2020): The Marginal Oil Field.

Benos, Nikos and Stavrakoudis, Athanassios (2020): Okun's Law: Copula-based Evidence from G7 Countries.

Bespalova, Olga (2018): Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.

Bhandari, Avishek (2020): Long memory and fractality among global equity markets: A multivariate wavelet 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.

Bravo, Francesco and Chu, Ba and Jacho-Chavez, David (2013): Semiparametric estimation of moment condition models with weakly dependent data. Published in: Journal of Nonparametric Statistics , Vol. 29, No. 1 (2017): pp. 108-136.

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.

C

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.

CHIKHI, Mohamed (2017): Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange.

CHIKHI, Mohamed (2009): Identification non paramétrique d’un processus non linéaire hétéroscédastique. Published in: Revue d’Economie et de Statistiques Appliquées No. 12 (2009): pp. 9-27.

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.

Cassim, Lucius (2018): Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm.

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.

Cayton, Peter Julian and Ho, Kin-Yip (2015): A Nonparametric Option Pricing Model Using Higher Moments.

Ceccobelli, Matteo and Gitto, Simone and Paolo, Mancuso (2012): ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries. Published in: Telecommunications Policy

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, Ying and Grith, Maria and Lai, Hannah L. H. (2023): Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach.

Chen, Chaoyi and Polemis, Michael and Stengos, Thanasis (2018): On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis.

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.

Chikhi, Mohamed and Terraza, Michel (2002): Un essai de prévision non paramétrique de l'action France Télécom. Published in: Working paper LAMETA No. 07 (December 2003): pp. 1-22.

Chtioui, Naouel and Ayadi, Mohamed (2017): Multidimensional Rank Based Poverty Measures A Case Study: Tunisia.

Chu, Ba and Huynh, Kim and Jacho-Chavez, David (2013): Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours. Published in: Sankhya B , Vol. 75, No. 2 (2013): pp. 238-292.

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

Ciccarelli, Nicola (2016): Semiparametric Efficient Adaptive Estimation of the PTTGARCH model.

Cid, Alejandro and Ferrés, Daniel and Rossi, Máximo (2018): Testing Happiness Hypothesis among the Elderly. Published in: Cuadernos de Economía , Vol. 27, No. 48 (2018): pp. 24-45.

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.

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2016): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54, No. 2. (17 April 2015): pp. 907-924.

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2017): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54(2), No. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets (28 October 2015): pp. 907-924.

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.

D

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): Healthcare reform in Italy: an analysis of efficiency based on nonparametric methods. Published in: The International journal of health planning and management (2014)

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.

Degiannakis, Stavros (2018): Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts. Published in: Global Finance Journal No. 36 (2018): pp. 41-61.

Degiannakis, Stavros (2017): The one-trading-day-ahead forecast errors of intra-day realized volatility. Published in: Research in International Business and Finance No. 42 (2017): pp. 1298-1314.

Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting global stock market implied volatility indices. Published in: Journal of Empirical Finance No. 46 (2018): pp. 111-129.

Degiannakis, Stavros and Floros, Christos (2014): Intra-Day Realized Volatility for European and USA Stock Indices. Forthcoming in: Global Finance Journal

Deguilhem, Thibaud and Berrou, Jean-Philippe and Combarnous, François (2017): Using your ties to get a worse job? The differential effects of social networks on quality of employment in Colombia.

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 www.dpee.sn

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): International comparison of Environmental performance.

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

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

Dávila, Dayana and Alvarado, Rafael (2022): Análisis del impacto de la Ley Orgánica para la Promoción del Trabajo Juvenil, Regulación Excepcional de la Jornada de Trabajo, Cesantía y Seguro de Desempleo, sobre el desempleo juvenil en Ecuador.

de Sá, Rodrigo and Savino Portugal, Marcelo (2015): Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil. Published in: Economic Modelling , Vol. 51, (December 2015): pp. 72-83.

E

Effiong, Ekpeno (2016): Urbanization and Environmental Quality in Africa.

Effiong, Ekpeno and Oisaozoje, Alex (2016): Let the Data Speak: Revisiting the Environmental Kuznets Curve in Africa.

Effiong, Ekpeno L. and Asuquo, Emmanuel E. (2016): Migrants' Remittances, Governance and Heterogeneity.

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.

F

Fajar, Muhammad (2020): Estimasi angka reproduksi Novel Coronavirus (COVID-19), Kasus Indonesia (Estimation of COVID-19 reproductive number, case of Indonesia.

Fajar, Muhammad and Magdhalena, Stephanie and Hartini, Sri and Nurfalah, Zelani (2020): Modeling determinant of COVID-19 mortality in Indonesia. Published in: International Journal of Scientific Research in Multidisciplinary Studies , Vol. 6, No. 9 (30 September 2020): pp. 17-21.

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.

Fantazzini, Dean (2024): Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. Forthcoming in: Journal of Risk and Financial Management (2024)

Fantazzini, Dean and Xiao, Yufeng (2023): Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Forthcoming in: Econometrics

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

Fedotenkov, Igor (2018): A review of more than one hundred Pareto-tail index estimators.

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.

Ferrara, Giancarlo and Vidoli, Francesco and Canello, Jacopo and Campagna, Arianna (2013): Labour-use Efficiency in the Italian Machinery Industry: a Non-parametric Stochastic Frontier Perspective. Published in: Qds - Journal of Methodological and Applied Statistics , Vol. 16, (2014): pp. 61-75.

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

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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.

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

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

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

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

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Nakai, Miki and Pennoni, Fulvia (2018): A latent class analysis towards stability and changes in breadwinning patterns among coupled households.

Nartikoev, Alan and Peresetsky, Anatoly (2020): Эндогенная классификация домохозяйств в регионах России. Published in: Voprosy Ekonomiki No. 5 (2021): pp. 107-128.

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

Newman, John L. and Azevedo, João Pedro and Saavedra, Jaime and Molina, Ezequiel (2008): The Real Bottom Line: Benchmarking Performance in Poverty Reduction in Latin America and the Caribbean.

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.

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Oliveira, Carlos (2021): How is the Minimum Wage Shaping the Wage Distribution: Minimum Wage, Spillovers, and Wage Inequality in Portugal.

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.

Otero, Karina V. (2016): Intensity of default in sovereign bonds: Estimation of an unobservable process.

Otero, Karina V. (2016): Nonparametric identification of dynamic multinomial choice games: unknown payoffs and shocks without interchangeability.

Otero, Karina V. (2016): Nonparametric identification of static multinomial choice models.

Ozili, Peterson K (2023): The acceptable R-square in empirical modelling for social science research. Forthcoming in:

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

P

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.

Panagiotou, Dimitrios and Stavrakoudis, Athanassios (2017): Vertical price relationships between different cuts and quality grades in the U.S. beef marketing channel: a wholesale-retail analysis.

Panagiotpu, Dimitrios and Stavrakoudis, Athanassios (2021): Price dependence among the major EU extra virgin olive oil markets: A time scale analysis.

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.

Pennoni, Fulvia and Romeo, Isabella (2016): Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison.

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.

Pihnastyi, Oleh and Sytnikova, Anastasiya (2021): Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network. Published in: Central European Researchers Journal , Vol. 7, No. 2 (3 September 2021): pp. 1-14.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

Pinto, Claudio (2018): Performances management when modelling internal structure.

Piątkowski, Marcin J. (2020): Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland. Published in: Administrative Sciences , Vol. 10, No. 1 (8 January 2020): pp. 1-26.

Polemis, Michael and Stengos, Thanasis and Tzeremes, Nickolaos (2018): Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector.

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.

Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.

Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.

Q

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

R

Rafael, González-Val (2017): Historical urban growth in Europe (1300–1800).

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.

Reynaerts, Jo and Vanschoonbeek, Jakob (2016): The Economics of State Fragmentation - Assessing the Economic Impact of Secession.

Reynaerts, Jo and Vanschoonbeek, Jakob (2016): The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum.

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

Richey, Jeremiah and Rosburg, Alicia (2016): Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility.

Richey, Jeremiah and Rosburg, Alicia (2015): Decomposing economic mobility transition matrices.

Richey, Jeremiah and Rosburg, Alicia (2016): Understanding intergenerational economic mobility by decomposing joint distributions.

Richey, Jeremiah and Tromp, Nikolas (2016): Decomposing Black-White Wage Gaps Across Distributions: Young U.S. Men and Women in 1990 vs. 2011.

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.

S

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.

Schinaia, Giuseppe (2018): Epidemics and Local Demographic Dynamics.

Schneider, Ulrich (2019): Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions.

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.

Stacey, Brian (2016): A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity.

Stavrakoudis, Athanassios and Panagiotou, Dimitrios (2016): Price dependence between coffee qualities: a copula model to evaluate asymmetric responses.

Storti, Giuseppe and Wang, Chao (2022): A multivariate semi-parametric portfolio risk optimization and forecasting framework.

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.

Sun, Tianyu and Chand, Satish and Sharpe, Keiran (2018): Effect of aging on housing prices: evidence from a panel data.

Sun, Yiguo and Malikov, Emir (2017): Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects.

Süß, Philipp (2012): Parametric and Semiparametric Binary Choice Estimators - Evidence from Monte Carlo Studies.

T

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.

Trofimov, Ivan D. (2013): Nonparametric approach to portfolio diversification: the case of Australian equity market. Published in: Economia Internazionale / International Economics , Vol. 66, No. 1 (2013): pp. 87-112.

Tromp, Nikolas (2016): Decomposing the Gender Wage Gap Across the Wage Distribution: South Korea in 2003 vs. 2013.

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

Tsang, Chun-Kei and Wong, Wing-Keung and Horowitz, Ira (2016): Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market. Forthcoming in: Studies in Economics and Finance , Vol. 33, (2016)

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

V

VINTU, Denis (2021): GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation. Published in: European Journal of Economic Studies , Vol. 1, No. 2021. 10 (23 April 2021): pp. 29-44.

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.

Vîntu, Denis (2020): Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance. Published in: International Scientific Conference "Economic and Social Implications of the COVID-19 Pandemic: Analysis, Forecasts and Consequences Mitigation Strategies". , Vol. I, No. 2020 (23 October 2020): pp. 51-53.

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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

Wijesiri, Mahinda and Yaron, Jacob and Meoli, Michele (2015): Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?

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.

X

Xuan, Liang and Jiti, Gao and xiaodong, Gong (2021): Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients.

Y

Yagi, Michiyuki and Hidemichi, Fujii and Hoang, Vincent and Managi, Shunsuke (2015): Environmental efficiency of energy, materials, and emissions. Forthcoming in: Journal of Environmental Management

Yagi, Michiyuki and Managi, Shunsuke (2018): Shadow price of patent stock as knowledge stock: Time and country heterogeneity. Forthcoming in: Economic Analysis and Policy

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)

Yang, Bill Huajian (2019): Resolutions to flip-over credit risk and beyond. Published in: Big Data and Information Analytics , Vol. 3, No. 2 (18 March 2019): pp. 54-67.

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

Zaied, Maher and Maktouf, Samir (2019): Social and financial performance of Islamic and conventional microfinance institutions: Comparative Study in Indonesia.

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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