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Stefan Sperlich

Personal Details

First Name:Stefan
Middle Name:
Last Name:Sperlich
Suffix:
RePEc Short-ID:psp140
Terminal Degree:1998 Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

Geneva School of Economics and Management
Université de Genève

Genève, Switzerland
http://www.unige.ch/gsem/
RePEc:edi:depgech (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016. "Export Promotion: what works?," CEPR Discussion Papers 11270, C.E.P.R. Discussion Papers.
  2. Sperlich, Stefan & Uriarte Ayo, José Ramón, 2014. "The Economics of "Why is it so hard to save a threatened Language?"," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  3. Max Köhler & Anja Schindler & Stefan Sperlich, 2011. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 95, Courant Research Centre PEG.
  4. Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and predicting the distribution of the number of visits to the medical doctor," MAGKS Papers on Economics 201148, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  5. Max Köhler & Stefan Sperlich & Julian Vortmeyer, 2011. "The Africa-Dummy in Growth Regressions," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 94, Courant Research Centre PEG.
  6. Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and Predicting Household Expenditures and Income Distributions," MAGKS Papers on Economics 201147, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  7. Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
  8. Hess, Sebastian & Cramon-Taubadel, Stephan von & Sperlich, Stefan, 2010. "Numbers for Pascal: explaining differences in the estimated benefits of the Doha Development Agenda," DARE Discussion Papers 1001, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  9. Esther Decimavilla & Carlos San Juan Mesonada & Stefan Sperlich, 2005. "Precio de la tierra con presión urbana: Un modelo para España," Urban/Regional 0512010, University Library of Munich, Germany.
  10. Carlos San Juan Mesonada & Stefan Sperlich & Carmen Murillo & Werner Kleinhans, 2005. "Efficiency, subsidies and environmental adaptation of animal farming under CAP," Others 0512015, University Library of Munich, Germany.
  11. Sperlich, Stefan, 2003. "About sense and nonsense of non- and semiparametric analysis in applied econometrics," SFB 373 Discussion Papers 2003,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. Neumeyer, Natalie & Sperlich, Stefan, 2003. "Comparison of separable components in different samples," Technical Reports 2003,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  13. Nielsen, Jens Pech, 2001. "Prediction of stocks: a new way to look at it," DES - Working Papers. Statistics and Econometrics. WS ws011812, Universidad Carlos III de Madrid. Departamento de Estadística.
  14. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  15. Dette, Holger & von Lieres und Wilkau, Carsten & Sperlich, Stefan, 2001. "A comparison of different nonparametric methods for inference on additive models," Technical Reports 2001,22, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  16. Rodriguez Poo, Juan M. & Vieu, Philippe, 2000. "Semiparametric estimation of weak and strong separable models," DES - Working Papers. Statistics and Econometrics. WS 10064, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Hardle, Wolfgang & Spokoiny, Vladimir, 2000. "Structural tests in additive regression," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Sperlich, Stefan & Zelinka, Jiérí, 2000. "Generalized additive models," SFB 373 Discussion Papers 2000,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  20. Grasshoff, Ulrike & Schwalbach, Joachim, 1999. "Executive pay and corporate financial performance. An exploratiove data analysis," DES - Working Papers. Statistics and Econometrics. WS 6382, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998. "Semiparametric additive indices for binary response and generalized additive models," SFB 373 Discussion Papers 1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  22. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 1998. "Nonparametric estimation and testing of interaction in additive models," SFB 373 Discussion Papers 1998,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  23. Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  24. Hardle, Wolfgang & Linton, Oliver, 1998. "Integration and Backfitting methods in additive models: finite sample properties and comparison," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de Estadística.
  25. Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998. "Semiparametric three step estimation methods in labor supply models," SFB 373 Discussion Papers 1998,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  26. Sperlich, S. & Linton, O. & Härdle, Wolfgang, 1997. "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," SFB 373 Discussion Papers 1997,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  27. Böhmer, Ekkehart & Sperlich, Stefan, 1997. "Risikomessung mit VaR für Portfolios: Diskussion und empirischer Vergleich verschiedener Berechnungsmethoden," SFB 373 Discussion Papers 1997,64, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  28. Härdle, Wolfgang & Sperlich, Stefan, 1997. "Financial calculations on the net," SFB 373 Discussion Papers 1997,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  29. Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997. "Component analysis for additive models," SFB 373 Discussion Papers 1997,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  30. Severance-Lossin, E. & Sperlich, S., 1995. "Estimation of Derivatives for Additive Separable Models," SFB 373 Discussion Papers 1995,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  31. Härdle, Wolfgang & Spokoiny, V. & Sperlich, S., 1995. "Semiparametric Single Index Versus Fixed Link Function Modelling," SFB 373 Discussion Papers 1995,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    repec:grz:wpaper:2012-10 is not listed on IDEAS
    repec:grz:wpaper:2012-02 is not listed on IDEAS

Articles

  1. Stefan Sperlich & Yvonne Sperlich, 2017. "Growth and convergence in South–South integration areas: An empirical analysis," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 799-830, September.
  2. Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
  3. Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
  4. Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe, 2015. "Specification Testing When The Null Is Nonparametric Or Semiparametric," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1281-1309, December.
  5. Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
  6. Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
  7. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
  8. Sperlich, Yvonne & Sperlich, Stefan, 2014. "Income Inequality in the South–South Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 29, pages 726-758.
  9. Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
  10. Roland Langrock & Nils-Bastian Heidenreich & Stefan Sperlich, 2014. "Kernel-based semiparametric multinomial logit modelling of political party preferences," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 435-449, August.
  11. Max Köhler & Anja Schindler & Stefan Sperlich, 2014. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," International Statistical Review, International Statistical Institute, vol. 82(2), pages 243-274, August.
  12. González Manteiga, Wenceslao & Lombardía, María José & Martínez Miranda, María Dolores & Sperlich, Stefan, 2013. "Kernel smoothers and bootstrapping for semiparametric mixed effects models," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 288-302.
  13. Stefan Sperlich, 2013. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
  14. Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
  15. Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich, 2013. "Bandwidth selection for kernel density estimation: a review of fully automatic selectors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 403-433, October.
  16. Ignacio Moral-Arce & Stefan Sperlich & Juan M. Rodriguez-Póo, 2013. "Consumer behaviour analysis for luxury goods: a technical note for empirical studies," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 358-363, March.
  17. Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2012. "Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1286-1296, December.
  18. Ignacio Moral-Arce & Stefan Sperlich & Ana Fernández-Saínz & Maria Roca, 2012. "Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis," Journal of Labor Research, Springer, vol. 33(2), pages 173-195, June.
  19. José Lombardía, María & Sperlich, Stefan, 2012. "A new class of semi-mixed effects models and its application in small area estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2903-2917.
  20. Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
  21. Mammen, Enno & Martínez Miranda, María Dolores & Nielsen, Jens Perch & Sperlich, Stefan, 2011. "Do-Validation for Kernel Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 651-660.
  22. Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan, 2010. "Semiparametric indirect utility and consumer demand," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2763-2775, November.
  23. Dai, J. & Sperlich, S., 2010. "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, Elsevier, vol. 54(11), pages 2487-2497, November.
  24. Stefan Sperlich & María José Lombardía, 2010. "Local polynomial inference for small area statistics: estimation, validation and prediction," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 633-648.
  25. Krishna Pendakur & Stefan Sperlich, 2010. "Semiparametric estimation of consumer demand systems in real expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
  26. Stefan Sperlich, 2009. "Comments on: A review on empirical likelihood methods for regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 448-451, November.
  27. Stefan Sperlich, 2009. "A note on non-parametric estimation with predicted variables," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 382-395, July.
  28. María José Lombardía & Stefan Sperlich, 2008. "Semiparametric inference in generalized mixed effects models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 913-930, November.
  29. Decimavilla, Esther & San Juan, Carlos & Sperlich, Stefan, 2008. "Precio de la tierra con presión urbana: un modelo para España," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 8(01), pages 1-17.
  30. Murillo Carmen & San Juan Carlos & Sperlich Stefan, 2007. "An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 227(3), pages 273-294, June.
  31. Roca-Pardinas, Javier & Sperlich, Stefan, 2007. "Testing the link when the index is semiparametric--a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6565-6581, August.
  32. Werner Kleinhanß & Carmen Murillo & Carlos San Juan & Stefan Sperlich, 2007. "Efficiency, subsidies, and environmental adaptation of animal farming under CAP," Agricultural Economics, International Association of Agricultural Economists, vol. 36(1), pages 49-65, January.
  33. Natalie Neumeyer & Stefan Sperlich, 2006. "Comparison of Separable Components in Different Samples," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 477-501, September.
  34. Jens Perch Nielsen & Stefan Sperlich, 2005. "Smooth backfitting in practice," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 43-61, February.
  35. Stefan Sperlich & Juan M. Rodríguez-Póo & Ana I. Fernández, 2005. "Semiparametric three-step estimation methods for simultaneous equation systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 699-721.
  36. Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
  37. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
  38. Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
  39. Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe, 2003. "Semiparametric Estimation Of Separable Models With Possibly Limited Dependent Variables," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1008-1039, December.
  40. Nielsen, Jens Perch & Sperlich, Stefan, 2003. "Prediction of Stock Returns: A New Way to Look at It," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 399-417, November.
  41. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
  42. Fernandez, Ana I. & Rodriguez-Poo, Juan M. & Sperlich, Stefan, 2001. "A note on the parametric three step estimator in structural labor supply models," Economics Letters, Elsevier, vol. 74(1), pages 31-41, December.
  43. Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
  44. Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "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;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 419-458, December.
  45. Dette, Holger & Sperlich, Stefan, 1996. "Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 21(3), pages 273-292, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-INT: International Trade (3) 2010-03-28 2016-05-21 2017-02-26
  2. NEP-ECM: Econometrics (2) 2010-12-18 2011-09-22
  3. NEP-AFR: Africa (1) 2011-09-22
  4. NEP-AGR: Agricultural Economics (1) 2006-01-01
  5. NEP-CMP: Computational Economics (1) 2010-03-28
  6. NEP-DEV: Development (1) 2011-09-22
  7. NEP-ENV: Environmental Economics (1) 2006-01-01
  8. NEP-GEO: Economic Geography (1) 2006-01-01
  9. NEP-URE: Urban and Real Estate Economics (1) 2006-01-01

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