Report NEP-ECM-2011-03-12This 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:
- Esra Akdeniz Duran & Wolfgang Karl Härdle & Maria Osipenko, 2011. "Difference based Ridge and Liu type Estimators in Semiparametric Regression Models," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2011-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Mohamed Boutahar, 2011. "Testing for change in mean of heteroskedastic time series," Papers, arXiv.org 1102.5431, arXiv.org.
- Xiaolin Luo & Pavel V. Shevchenko, 2011. "Bayesian Model Choice of Grouped t-copula," Papers, arXiv.org 1103.0606, arXiv.org.
- Gregor Wergen & Miro Bogner & Joachim Krug, 2011. "Record statistics for biased random walks, with an application to financial data," Papers, arXiv.org 1103.0893, arXiv.org.
- Luisa Corrado & Bernard Fingleton, 2011. "Multilevel Modelling with Spatial Effects," Working Papers, University of Strathclyde Business School, Department of Economics 1105, University of Strathclyde Business School, Department of Economics.
- Tiziano Squartini & Diego Garlaschelli, 2011. "Exact maximum-likelihood method to detect patterns in real networks," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2011/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Jennifer Castle & David Hendry, 2011. "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers, University of Oxford, Department of Economics 538, University of Oxford, Department of Economics.
- C.J. O’Donnell, 2011. "Econometric Estimation of Distance Functions and Associated Measures of Productivity and Efficiency Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia WP012011, School of Economics, University of Queensland, Australia.
- Lechner, Michael & Wunsch, Conny, 2011. "Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables," IZA Discussion Papers 5553, Institute for the Study of Labor (IZA).
- Cristina Conflitti, 2010. "Measuring Uncertainty and Disagreement in the European Survey and Professional Forecasters," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2010-034, ULB -- Universite Libre de Bruxelles.
- Don Harding & Adrian Pagan, 2010. "Can We Predict Recessions?," NCER Working Paper Series, National Centre for Econometric Research 69, National Centre for Econometric Research.
- Olena Nizalova & Irina Murtazashvili, 2011. "Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term," Discussion Papers, Kyiv School of Economics 37, Kyiv School of Economics.