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

Title Author(s)

Analysis of the Predictors of Default for Portuguese Firms

Bank of Portugal Working papers [View] (Paper: 200822, 29.12.2008)

JEL: C14, C45, G33

Approximating and Forecasting Macroeconomic Signals in Real-Time

Bank of Portugal Working papers [View] (Paper: 200819, 25.11.2008)

JEL: C14, C32, E32

U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?

Czech National Bank Working papers [View] (Paper: 2007/17, 18.11.2008)

JEL: C14, C21, C41, J64

Are Credit Unions Too Small?

St Louis Fed Working Papers [View] (Paper: 2008-033, 18.09.2008)

JEL: C12, C13, C14, G21, L11

Empirical Likelihood Block Bootstrapping

Bank of Canada Working papers [View] (Paper: 2008-18, 05.06.2008)

JEL: C14, C22

Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application

Bank of Mexico Working Papers [View] (Paper: 2008-02, 29.02.2008)

JEL: C14, G11, G23

How Arbitrage-free is the Nelson-Siegel Model?

European Central Bank Working papers [View] (Paper: 0874, 27.02.2008)

JEL: C14, C15, G12

Income distribution determinants and public spending efficiency

European Central Bank Working papers [View] (Paper: 0861, 01.02.2008)

JEL: C14, H40, H50

Estimating probabilities of default with support vector machines

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/18, 28.12.2007)

JEL: C14, C45, G33

Hierarchical Markov normal mixture models with applications to financial asset returns

European Central Bank Working papers [View] (Paper: 0831, 01.12.2007)

JEL: C11, C14, C53, G12

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