Details about Stefan Sperlich

Access statistics for papers by Stefan Sperlich.

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Short-id: psp140

Working Papers

2017

1. Export Promotion: what works?
   Working Papers, FERDI View citations (1)
   Also in Working Papers, FERDI (2017) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (8)

2011

2. A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
   Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG
   See also Journal Article A Review and Comparison of Bandwidth Selection Methods for Kernel Regression, International Statistical Review, International Statistical Institute (2014) View citations (15) (2014)
3. Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition
   Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG
   See also Journal Article Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition, Journal of the American Statistical Association, Taylor & Francis Journals (2012) View citations (10) (2012)
4. Estimating and Predicting Household Expenditures and Income Distributions
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (1)
5. Estimating and predicting the distribution of the number of visits to the medical doctor
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
6. The Africa-Dummy in Growth Regressions
   Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG

2010

7. Numbers for Pascal: explaining differences in the estimated benefits of the Doha Development Agenda
   DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE) View citations (3)

2005

8. Efficiency, subsidies and environmental adaptation of animal farming under CAP
   Others, University Library of Munich, Germany View citations (19)
   See also Journal Article Efficiency, subsidies, and environmental adaptation of animal farming under CAP, Agricultural Economics, International Association of Agricultural Economists (2007) View citations (38) (2007)
9. Precio de la tierra con presión urbana: Un modelo para España
   Urban/Regional, University Library of Munich, Germany
   Also in Urban/Regional, University Library of Munich, Germany (2005) View citations (1)
   See also Journal Article Precio de la tierra con presión urbana: un modelo para España, Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists (2008) (2008)

2003

10. About sense and nonsense of non- and semiparametric analysis in applied econometrics
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
11. Comparison of separable components in different samples
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article Comparison of Separable Components in Different Samples, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2006) View citations (10) (2006)

2001

12. A comparison of different nonparametric methods for inference on additive models
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
13. Bootstrap Inference in Semiparametric Generalized Additive Models
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (8)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2000)
    See also Journal Article BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS, Econometric Theory, Cambridge University Press (2004) View citations (28) (2004)
14. Prediction of stocks: a new way to look at it
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

2000

15. Derivative estimation and testing in generalized additive models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
16. Generalized additive models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
17. Semiparametric estimation of weak and strong separable models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
18. Structural tests in additive regression
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Structural Tests in Additive Regression, Journal of the American Statistical Association, American Statistical Association (2001) View citations (9) (2001)

1999

19. Executive pay and corporate financial performance. An exploratiove data analysis
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
20. Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) View citations (1)
    See also Journal Article Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic, Applied Economics, Taylor & Francis Journals (2004) View citations (4) (2004)
21. Nonparametric estimation and testing of interaction in additive models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) View citations (3)
    See also Journal Article NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS, Econometric Theory, Cambridge University Press (2002) View citations (41) (2002)
22. Semiparametric three step estimation methods in labor supply models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998)

1998

23. Integration and Backfitting methods in additive models: finite sample properties and comparison
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Integration and backfitting methods in additive models-finite sample properties and comparison, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (1999) View citations (22) (1999)
24. Semiparametric additive indices for binary response and generalized additive models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)

1997

25. A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
26. Component analysis for additive models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
27. Estimation of derivates for additive separable models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1995) View citations (1)
28. Financial calculations on the net
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
29. Risikomessung mit VaR für Portfolios: Diskussion und empirischer Vergleich verschiedener Berechnungsmethoden
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1995

30. Semiparametric Single Index Versus Fixed Link Function Modelling
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)

Journal Articles

2017

1. Growth and convergence in South–South integration areas: An empirical analysis
   Review of International Economics, 2017, 25, (4), 799-830

2016

2. A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics
   Swiss Journal of Economics and Statistics (SJES), 2016, 152, (I), 49-80 View citations (2)
   Also in Swiss Journal of Economics and Statistics, 2016, 152, (1), 49-80 (2016) View citations (2)
3. Nonparametric long term prediction of stock returns with generated bond yields
   Insurance: Mathematics and Economics, 2016, 69, (C), 82-96 View citations (13)

2015

4. Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
   Computational Statistics, 2015, 30, (3), 693-718 View citations (6)
5. Nonparametric prediction of stock returns based on yearly data: The long-term view
   Insurance: Mathematics and Economics, 2015, 65, (C), 143-155 View citations (18)
6. SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC
   Econometric Theory, 2015, 31, (6), 1281-1309 View citations (1)
7. Semi-mixed effects gravity models for bilateral trade
   Empirical Economics, 2015, 48, (1), 361-387 View citations (4)

2014

8. A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
   International Statistical Review, 2014, 82, (2), 243-274 View citations (15)
   See also Working Paper A Review and Comparison of Bandwidth Selection Methods for Kernel Regression, Courant Research Centre: Poverty, Equity and Growth - Discussion Papers (2011) (2011)
9. Income Inequality in the South–South Integration
   Journal of Economic Integration, 2014, 29, 726-758
10. Kernel-based semiparametric multinomial logit modelling of political party preferences
    Statistical Methods & Applications, 2014, 23, (3), 435-449 View citations (1)
11. On the choice of regularization parameters in specification testing: a critical discussion
    Empirical Economics, 2014, 47, (2), 427-450 View citations (9)

2013

12. Bandwidth selection for kernel density estimation: a review of fully automatic selectors
    AStA Advances in Statistical Analysis, 2013, 97, (4), 403-433 View citations (33)
13. Comments on: An updated review of Goodness-of-Fit tests for regression models
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, 22, (3), 419-427 View citations (2)
14. Comments on: Model-free model-fitting and predictive distributions
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, 22, (2), 227-233
15. Consumer behaviour analysis for luxury goods: a technical note for empirical studies
    Applied Economics Letters, 2013, 20, (4), 358-363
16. Kernel smoothers and bootstrapping for semiparametric mixed effects models
    Journal of Multivariate Analysis, 2013, 114, (C), 288-302 View citations (3)

2012

17. A new class of semi-mixed effects models and its application in small area estimation
    Computational Statistics & Data Analysis, 2012, 56, (10), 2903-2917 View citations (6)
18. Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition
    Journal of the American Statistical Association, 2012, 107, (500), 1286-1296 View citations (10)
    See also Working Paper Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition, Courant Research Centre: Poverty, Equity and Growth - Discussion Papers (2011) (2011)
19. Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis
    Journal of Labor Research, 2012, 33, (2), 173-195 View citations (5)

2011

20. Do-Validation for Kernel Density Estimation
    Journal of the American Statistical Association, 2011, 106, (494), 651-660 View citations (14)
21. Low dimensional semiparametric estimation in a censored regression model
    Journal of Multivariate Analysis, 2011, 102, (1), 118-129 View citations (2)

2010

22. Local polynomial inference for small area statistics: estimation, validation and prediction
    Journal of Nonparametric Statistics, 2010, 22, (5), 633-648 View citations (6)
23. Semiparametric estimation of consumer demand systems in real expenditure
    Journal of Applied Econometrics, 2010, 25, (3), 420-457 View citations (4)
24. Semiparametric indirect utility and consumer demand
    Computational Statistics & Data Analysis, 2010, 54, (11), 2763-2775 View citations (3)
25. Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
    Computational Statistics & Data Analysis, 2010, 54, (11), 2487-2497 View citations (18)

2009

26. A note on non-parametric estimation with predicted variables
    Econometrics Journal, 2009, 12, (2), 382-395 View citations (34)
27. Comments on: A review on empirical likelihood methods for regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 448-451 View citations (1)

2008

28. Precio de la tierra con presión urbana: un modelo para España
    Economia Agraria y Recursos Naturales, 2008, 08, (01), 17
    See also Working Paper Precio de la tierra con presión urbana: Un modelo para España, Urban/Regional (2005) (2005)
29. Semiparametric inference in generalized mixed effects models
    Journal of the Royal Statistical Society Series B, 2008, 70, (5), 913-930 View citations (19)

2007

30. An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2007, 227, (3), 273-294 View citations (2)
31. Efficiency, subsidies, and environmental adaptation of animal farming under CAP
    Agricultural Economics, 2007, 36, (1), 49-65 View citations (38)
    See also Working Paper Efficiency, subsidies and environmental adaptation of animal farming under CAP, Others (2005) View citations (19) (2005)
32. Testing the link when the index is semiparametric--a comparative study
    Computational Statistics & Data Analysis, 2007, 51, (12), 6565-6581 View citations (5)

2006

33. Comparison of Separable Components in Different Samples
    Scandinavian Journal of Statistics, 2006, 33, (3), 477-501 View citations (10)
    See also Working Paper Comparison of separable components in different samples, Technical Reports (2003) (2003)

2005

34. Rate optimal estimation with the integration method in the presence of many covariates
    Journal of Multivariate Analysis, 2005, 95, (2), 246-272 View citations (15)
35. Semiparametric three-step estimation methods for simultaneous equation systems
    Journal of Applied Econometrics, 2005, 20, (6), 699-721 View citations (3)
36. Smooth backfitting in practice
    Journal of the Royal Statistical Society Series B, 2005, 67, (1), 43-61 View citations (27)

2004

37. BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
    Econometric Theory, 2004, 20, (2), 265-300 View citations (28)
    See also Working Paper Bootstrap Inference in Semiparametric Generalized Additive Models, Finance Working Papers (2001) View citations (8) (2001)
38. Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic
    Applied Economics, 2004, 36, (7), 695-714 View citations (4)
    See also Working Paper Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic, DES - Working Papers. Statistics and Econometrics. WS (1999) (1999)

2003

39. Prediction of Stock Returns: A New Way to Look at It
    ASTIN Bulletin, 2003, 33, (2), 399-417 View citations (19)
40. SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES
    Econometric Theory, 2003, 19, (6), 1008-1039 View citations (1)

2002

41. NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
    Econometric Theory, 2002, 18, (2), 197-251 View citations (41)
    See also Working Paper Nonparametric estimation and testing of interaction in additive models, DES - Working Papers. Statistics and Econometrics. WS (1999) View citations (2) (1999)

2001

42. A note on the parametric three step estimator in structural labor supply models
    Economics Letters, 2001, 74, (1), 31-41 View citations (7)
43. Structural Tests in Additive Regression
    Journal of the American Statistical Association, 2001, 96, 1333-1347 View citations (9)
    See also Working Paper Structural tests in additive regression, DES - Working Papers. Statistics and Econometrics. WS (2000) (2000)

1999

44. Integration and backfitting methods in additive models-finite sample properties and comparison
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, 8, (2), 419-458 View citations (22)
    See also Working Paper Integration and Backfitting methods in additive models: finite sample properties and comparison, DES - Working Papers. Statistics and Econometrics. WS (1998) (1998)

1996

45. Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models
    Computational Statistics & Data Analysis, 1996, 21, (3), 273-292 View citations (1)