Central Bank Research Hub - JEL classification C14: Semiparametric and Nonparametric Methods

	Title	Author(s)
Abstract Full text	Bootstrapping Density-Weighted Average Derivatives New York Fed Staff reports [View] (Paper: 452, 28.05.2010) JEL: C12, C14, C21, C24	Richard K. Crump Michael Jansson Matias D. Cattaneo
Full text	Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques Bank of Mexico Working Papers [View] (Paper: 2009-18, 12.04.2010) JEL: C11, C14, C45	Tonatiuh Peña Bolanle Abudu Serafín Martínez
Abstract Full text	Estimating Demand in Search Markets: The Case of Online Hotel Bookings Boston Fed Working papers [View] (Paper: 09-16, 16.12.2009) JEL: C14, D43, D83, L13	Sergei Koulayev
Abstract Full text	Identification of lagged duration dependence in multiple-spell competing risks models Bank of France Working Papers [View] (Paper: Nr 260, 11.12.2009) JEL: C14, C41	Matteo Picchio Guillaume Horny
Abstract Full text	Inference in Mixed Proportional Hazard Models with K Random Effects Bank of France Working Papers [View] (Paper: Nr 248, 22.08.2009) JEL: C13, C14, C41	Guillaume Horny
Full text	Dependence structure of risk factors and diversification effects Netherlands Bank DNB Working Papers [View] (Paper: 219, 01.08.2009) JEL: C14, G11	Chen Zhou
Full text	Measuring Stock Market Contagion with an Application to the Sub-prime Crisis Netherlands Bank DNB Working Papers [View] (Paper: 217, 01.08.2009) JEL: C14, F36, G15	Mark Mink Jochen Mierau
Full text	Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009) JEL: C12, C13, C14	Rafael Schmidt Christoph Memmel Carsten Wehn Sandra Gaisser
Abstract Full text	Robust, Dynamic Nonparametric Benchmarking: The Evolution of Cost-Productivity and Efficiency Among U.S. Credit Unions St Louis Fed Working Papers [View] (Paper: 2009-008, 27.03.2009) JEL: C13, C14, G21	David C. Wheelock Paul Wilson
Abstract Full text	The Taylor Rule and Interval Forecast for Exchange Rates Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0963, 17.03.2009) JEL: C14, C53, F31	Jian Wang Jason J. Wu

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