Report NEP-ECM-2011-01-16This 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:
- Tao Chen & Gautam Tripathi, 2011. "Testing Conditional Symmetry Without Smoothing," Working papers, University of Connecticut, Department of Economics 2011-01, University of Connecticut, Department of Economics.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank 2010/29, Norges Bank.
- Naoto Kunitomo & Kentaro Akashi, 2010. "An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-780, CIRJE, Faculty of Economics, University of Tokyo.
- Russell Davidson & James G. MacKinnon, 2011. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Working Papers, Queen's University, Department of Economics 1257, Queen's University, Department of Economics.
- Oberhofer, Harald & Pfaffermayr, Michael, 2011. "Testing the One-Part Fractional Response Model against an Alternative Two-Part Model," Working Papers in Economics and Finance, University of Salzburg 2011-1, University of Salzburg.
- Item repec:got:cegedp:116 is not listed on IDEAS anymore
- Ana Paula Martins, 2010. "Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments," EERI Research Paper Series EERI_RP_2010_37, Economics and Econometrics Research Institute (EERI), Brussels.
- Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department w201032, Banco de Portugal, Economics and Research Department.
- Antonio Merlo & Aureo de Paula, 2010. "Identification and Estimation of Preference Distributions When Voters Are Ideological," PIER Working Paper Archive 11-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
- Matthias Fengler & Helmut Herwartz & Christian Werner, 2010. "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen 1132, Department of Economics, University of St. Gallen, revised Nov 2011.
- Nidhiya Menon & Mark M. Pitt, 2010. "Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia," Working Papers, Brandeis University, Department of Economics and International Businesss School 16, Brandeis University, Department of Economics and International Businesss School.
- Buchmann, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series, European Central Bank 1286, European Central Bank.
- Sriram Shankar & Chris O'Donnell & John Quiggin, 2010. "Production Under Uncertainty: A Simulation Study," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland WPR10_3, Risk and Sustainable Management Group, University of Queensland.
- Giacomo Sbrana, 2010. "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers, Association FranÃ§aise de CliomÃ©trie (AFC) 10-08, Association FranÃ§aise de CliomÃ©trie (AFC).
- Diewert, Erwin, 2011. "Alternative Approaches to Measuring House Price Inflation," Economics working papers, Vancouver School of Economics erwin_diewert-2011-1, Vancouver School of Economics, revised 07 Jan 2011.