Report NEP-ECM-2011-02-19
This 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.Subscribe to this report: email or RSS
Other reports in NEP-ECM
The following items were announced in this report:
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2011. "Identification-robust estimation and testing of the zero-beta CAPM," CIRANO Working Papers 2011s-21, CIRANO.
- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011. "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper 28721, University Library of Munich, Germany.
- Aslanidis, Nektarios & Casas, Isabel, 2011. "Modelling asset correlations: A nonparametric approach," Working Papers 2011-01, University of Sydney, School of Economics.
- Calhoun, Gray, 2012. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers 32462, Iowa State University, Department of Economics.
- Iacopo Mastromatteo & Matteo Marsili, 2011. "On the criticality of inferred models," Papers 1102.1624, arXiv.org, revised Sep 2011.
- Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
- Juan Manuel Julio Román, 2011. "Modeling Data Revisions," BORRADORES DE ECONOMIA 007929, BANCO DE LA REPÚBLICA.
- Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
- Kociecki, Andrzej, 2011. "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper 28731, University Library of Munich, Germany.
- David Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Economics Series Working Papers 529, University of Oxford, Department of Economics.
- T. Kirk White & Jerome P. Reiter & Amil Petrin, 2011. "Plant-Level Productivity and Imputation of Missing Data in the Census of Manufactures," Working Papers 11-02, Center for Economic Studies, U.S. Census Bureau.
- Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive 11-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 12 Feb 2011.
- Hanley, Nicholas & Riera, Antoni & Torres, Cati, 2010. "How wrong can you be? Implications of incorrect utility function specification for welfare measurement in choice experiments," Stirling Economics Discussion Papers 2010-12, University of Stirling, Division of Economics.
- Salois, Matthew & Balcombe, Kelvin, 2011. "Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity," MPRA Paper 28745, University Library of Munich, Germany.
- Frisén, Marianne, 2011. "On multivariate control charts," Research Reports 2011:2, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- Patuelli, Roberto & Schanne, Norbert & Griffith, Daniel A. & Nijkamp, Peter, 2011. "Persistence of regional unemployment : Application of a spatial filtering approach to local labour markets in Germany," IAB Discussion Paper 201103, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Frisén, Marianne, 2011. "Methods and evaluations for surveillance in industry, business, finance, and public health," Research Reports 2011:3, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- Taufemback, Cleiton & Da Silva, Sergio, 2011. "Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data," MPRA Paper 28720, University Library of Munich, Germany.
- T. R. Hurd & Zhuowei Zhou, 2011. "Statistical Inference for Time-changed Brownian Motion Credit Risk Models," Papers 1102.2412, arXiv.org.
- Michael C. M\"unnix & Rudi Sch\"afer, 2011. "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers 1102.1099, arXiv.org, revised Mar 2011.
- Vladimír Benáček & Eva Michalíková, 2011. "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES 2011/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2011.
- Krüger, Jens, 2011. "A Monte Carlo Study of Old and New Frontier Methods for Efficiency Measurement," Darmstadt Discussion Papers in Economics 48892, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
- Satkartar K. Kinney & Jerome P. Reiter & Arnold P. Reznek & Javier Miranda & Ron S. Jarmin & John M. Abowd, 2011. "Towards Unrestricted Public Use Business Microdata: The Synthetic Longitudinal Business Database," Working Papers 11-04, Center for Economic Studies, U.S. Census Bureau.
- Frank Schorfheide, 2011. "Estimation and evaluation of DSGE models: progress and challenges," Working Papers 11-7, Federal Reserve Bank of Philadelphia.
- David Hendry, 2011. "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers 530, University of Oxford, Department of Economics.
- Duan Wang & Boris Podobnik & Davor Horvati\'c & H. Eugene Stanley, 2011. "Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices," Papers 1102.2240, arXiv.org.