interest is devoted to functional form considerations and the analysis of returns to scale of the matching function. This …-matching ; returns to scale ; nonparametric analysis ; testing additivity ; Czech Republic …

This paper presents an analysis of tax clientele effects in the German government bond market from the viewpoint of …

provides a “nonparametric analysis of covariance”. In both case, the test is a one-sided normal test and is consistent against … ; Hypothesis testing ; Qualitative variables ; Covariance analysis …

deterministic cash stream. Starting from bounds on the forward rate curve and its derivatives, which are nonlinear in the discount … factors, we derive linear conditions that are only slightly less restrictive than the nonlinear conditions. The linearization …

) unemployment. -- panel data ; nonparametric analysis ; Regional unemployment ; asymmetric effects in the persistence of transition …

purpose one fits the IVS each day and applies a principal component analysis using a functional norm. This approach, however … functional principal component analysis and backfitting techniques for additive models. The model is found to have an approximate … value at risk computations and scenario analysis. -- Implied Volatility Surface ; Smile ; Generalized Additive Models …

five German stocks. For all observed processes, we find in the empirical analysis that our tests reject all tested …