Report NEP-ECM-2009-09-05This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Marcelo Soto, 2009. "System GMM Estimation With A Small Sample," UFAE and IAE Working Papers, Unitat de Fonaments de l'AnÃ lisi EconÃ²mica (UAB) and Institut d'AnÃ lisi EconÃ²mica (CSIC) 780.09, Unitat de Fonaments de l'AnÃ lisi EconÃ²mica (UAB) and Institut d'AnÃ lisi EconÃ²mica (CSIC).
- Frahm, Gabriel & Memmel, Christoph, 2009. "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies 2009,01, Deutsche Bundesbank, Research Centre.
- Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
- Hyeongwoo, Kim, 2009. "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper 17014, University Library of Munich, Germany.
- Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009. "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies 2009,07, Deutsche Bundesbank, Research Centre.
- Item repec:pse:psecon:2009-30 is not listed on IDEAS anymore
- Bondonio, Daniele, 2009. "Impact identification strategies for evaluating business incentive programs," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS 129, Institute of Public Policy and Public Choice - POLIS.
- Peter A. Groothuis & James Richard Hill, 2009. "Correcting for Survival Effects in Cross Section Wage Equations Using NBA Data," Working Papers, Department of Economics, Appalachian State University 09-19, Department of Economics, Appalachian State University.
- Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.