Report NEP-ECM-2010-08-21This 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:
- Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.
- Francesco Lippi & Fabiano Schivardi, 2010. "Corporate Control and Executive Selection," EIEF Working Papers Series 1014, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2010.
- Einmahl, J.H.J. & Gantner, M., 2010. "Testing for Bivariate Spherical Symmetry," Discussion Paper 2010-71, Tilburg University, Center for Economic Research.
- Jinyong Hahn & Geert Ridder, 2010. "The asymptotic variance of semi-parametric estimators with generated regressors," CeMMAP working papers CWP23/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," IDEI Working Papers 622, Institut d'Économie Industrielle (IDEI), Toulouse.
- Leech, Robert & Leech, Dennis, 2010. "Testing for spatial heterogeneity in functional MRI using the multivariate general linear model," The Warwick Economics Research Paper Series (TWERPS) 938, University of Warwick, Department of Economics.
- Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010. "Asymptotically Efficient Estimation of the Conditional Expected Shortfall," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
- Hallin, M. & Akker, R. van den & Werker, B.J.M., 2010. "A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)," Discussion Paper 2010-72, Tilburg University, Center for Economic Research.
- Karim Chalak, 2010. "Identification of Local Treatment Effects Using a Proxy for an Instrument," Boston College Working Papers in Economics 738, Boston College Department of Economics.
- Wim P.M. Vijverberg, 2010. "Betit: A Family that Nests Probit and Logit," Working Papers id:2768, eSocialSciences.
- Giles, John & Murtazashvili, Irina, 2010. "A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China," Policy Research Working Paper Series 5400, The World Bank.
- Kleijnen, Jack P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van, 2010. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaced by CentER DP 2011-015," Discussion Paper 2010-62, Tilburg University, Center for Economic Research.
- Barreca, Alan I. & Guldi, Melanie & Lindo, Jason M. & Waddell, Glen R., 2010. "Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights," IZA Discussion Papers 5106, Institute for the Study of Labor (IZA).
- Marius Hofert & Frederic Vrins, 2010. "Sibuya copulas," Papers 1008.2292, arXiv.org.
- Halbert White & Karim Chalak & Xun Lu, 2010. "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics 744, Boston College Department of Economics.
- Bjerkholt, Olav, 2010. "The “Meteorological” and the “Engineering” Type of Econometric Inference: a 1943 Exchange between Trygve Haavelmo and Jakob Marschak," Memorandum 07/2010, Oslo University, Department of Economics.