Report NEP-ECM-2011-03-26
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:
- Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
- Pierre Guerin & Massimiliano Marcellino, 2011. "Markov-Switching MIDAS Models," Economics Working Papers ECO2011/03, European University Institute.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
- Dong Jin Lee, 2011. "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers 2011-05, University of Connecticut, Department of Economics.
- Raphael Studer & Rainer Winkelmann, 2011. "Specification and estimation of rating scale models - with an application to the determinants of life satisfaction," ECON - Working Papers 003, Department of Economics - University of Zurich.
- Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
- Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2011. "A practical comparison of the bivariate probit and linear IV estimators," Policy Research Working Paper Series 5601, The World Bank.
- Márcio Laurini & Luiz Koodi Hotta, 2011. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers 2011-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Di Iorio, Francesca & Triacca, Umberto, 2011. "Testing for non-causality by using the Autoregressive Metric," MPRA Paper 29637, University Library of Munich, Germany.
- Antonietta Mira & Daniele Imparato, 2011. "Density estimators through Zero Variance Markov Chain Monte Carlo," Economics and Quantitative Methods qf1108, Department of Economics, University of Insubria.
- Antonietta Mira & Daniele Imparato & Reza Solgi, 2011. "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods qf1109, Department of Economics, University of Insubria.
- Charles S. Bos, 2011. "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers 11-049/4, Tinbergen Institute.
- Ivan Canay & Taisuke Otsu, 2011. "Hodges-Lehmann Optimality for Testing Moment," Cowles Foundation Discussion Papers 1789, Cowles Foundation for Research in Economics, Yale University.
- Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2010. "To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?," Research Paper ERS-2010-046-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Dlugosz, Stephan, 2011. "Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information," ZEW Discussion Papers 11-013, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
- Dlugosz, Stephan, 2011. "Clustering life trajectories: A new divisive hierarchical clustering algorithm for discrete-valued discrete time series," ZEW Discussion Papers 11-015, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Masahiko Shibamoto & Yoshiro Tsutsui, 2011. "Note on the Interpretation of Convergence Speed in the Dynamic Panel Model," Discussion Paper Series DP2011-04, Research Institute for Economics & Business Administration, Kobe University.