Report NEP-ECM-2009-04-05

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Other reports in NEP-ECM

The following items were anounced in this report:

• Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009. "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper 14388, University Library of Munich, Germany. [Downloadable!]
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009. "Poisson Autoregression," CREATES Research Papers 2009-12, School of Economics and Management, University of Aarhus. [Downloadable!]
• Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009. "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics 09/05, University of Canterbury, Department of Economics. [Downloadable!]
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-based nonlinear quantile autoregression," CeMMAP working papers CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Peter Robinson, 2008. "Large-sample inference on spatial dependence," CeMMAP working papers CWP29/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Raymond Kan & Cesare Robotti, 2009. "A note on the estimation of asset pricing models using simple regression betas," Working Paper 2009-12, Federal Reserve Bank of Atlanta. [Downloadable!]
• Martin Burda & Matthew Harding & Jerry Hausman, 2008. "A Bayesian mixed logit-probit model for multinomial choice," CeMMAP working papers CWP23/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Concetta Rondinelli & Cheti Nicoletti, 2009. "The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study," Temi di discussione (Economic working papers) 705, Bank of Italy, Economic Research Department. [Downloadable!]
• Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, School of Economics and Management, University of Aarhus. [Downloadable!]
• G. Everaert, 2009. "Using Backward Means to Eliminate Individual Effects from Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/553, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
• Kenedy Alva & Juan Romo & Esther Ruiz, 2009. "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," Statistics and Econometrics Working Papers ws092809, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Drezner, Zvi & Turel, Ofir & Zerom, Dawit, 2008. "A modified Kolmogorov-Smirnov test for normality," MPRA Paper 14385, University Library of Munich, Germany, revised 30 Mar 2009. [Downloadable!]
• Mc CRORIE, J. Roderick, 2008. "The role of Skorokhod space in the development of the econometric analysis of time series," CORE Discussion Papers 2008059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
• Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Wang, Shin-Huei & Hafner, Christian, 2008. "Estimating autocorrelations in the presence of deterministic trends," CORE Discussion Papers 2008073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
• JournŽe, Michel & Nesterov, Yurii & Richtarik, Peter & Sepulchre, Rodolphe, 2008. "Generalized power method for sparse principal component analysis," CORE Discussion Papers 2008070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
• John Engberg & Dennis Epple & Jason Imbrogno & Holger Sieg & Ron Zimmer, 2009. "Estimation of Causal Effects in Experiments with Multiple Sources of Noncompliance," NBER Working Papers 14842, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Manuela Maia & Paula Vicente, 2009. "Indirect Sampling In The Context Of Dual Frame Surveys," Documentos de Trabalho em Gestão (Working Papers in Management) 08, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto). [Downloadable!]
• Guillaume HORNY & Matteo PICCHIO, 2009. "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
• Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University. [Downloadable!]
• Mauricio Sadinle, 2008. "On the Performance of Dual System Estimators of Population Size: A Simulation Study," DOCUMENTOS DE CERAC 005377, CERAC -CENTRO DE RECURSOS PARA EL ANÁLISIS DE CONFLICTOS-. [Downloadable!]
• Panos, Sousounis, 2008. "State dependence in work-related training participation among British employees: A comparison of different random effects probit estimators," MPRA Paper 14261, University Library of Munich, Germany, revised Mar 2009. [Downloadable!]
• Daniel de Munnik & David Dupuis & Mark Illing, 2009. "Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey," Working Papers 09-10, Bank of Canada. [Downloadable!]
• DE SCHEEMAEKERE, Xavier & SZAFARZ, Ariane, 2008. "Inverting Bernoulli's theorem: the original sin," ULB Institutional Repository 08-029.RS, ULB -- Universite Libre de Bruxelles. [Downloadable!]

This page was last updated on 2009-11-22.