Report NEP-ECM-2011-04-09This 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:
- Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
- Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
- Hallin, M. & Akker, R. van den & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.
- Yuanhua Feng, 2010. "An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method," Working Papers 33, University of Paderborn, CIE Center for International Economics.
- Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper 2011-003, Tilburg University, Center for Economic Research.
- Frisén, Marianne, 2011. "Inference Principles For Multivariate Surveillance," Research Reports 2011:5, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- Yukitoshi Matsushita & Taisuke Otsu, 2011. "Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions," Cowles Foundation Discussion Papers 1791, Cowles Foundation for Research in Economics, Yale University, revised Jan 2012.
- Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2011. "FDR Control in the Presence of an Unknown Correlation Structure," Economics & Statistics Discussion Papers esdp11059, University of Molise, Dept. SEGeS.
- Item repec:cfr:cefirw:w0123_april2011 is not listed on IDEAS anymore
- Roberto Colombi & Gianmaria Martini & Giorgio Vittadini, 2011. "A Stochastic Frontier Model with short-run and long-run inefficiency random effects," Working Papers 1101, Department of Economics and Technology Management, University of Bergamo.
- Item repec:hal:wpaper:hal-00580624 is not listed on IDEAS anymore
- Tongeren, J.W. Van & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
- Lanne, Markku & Luoto, Jani, 2011. "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper 29801, University Library of Munich, Germany.
- Muris, C.H.M., 2011. "Panel data econometrics and climate change," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4578467, Tilburg University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.