Report NEP-ECM-2011-05-14This 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:
- Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper, Tor Vergata University, CEIS 194, Tor Vergata University, CEIS, revised 02 May 2011.
- David E. Giles, 2011. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Econometrics Working Papers, Department of Economics, University of Victoria 1106, Department of Economics, University of Victoria.
- Jason R. Blevins, 2011. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers, Ohio State University, Department of Economics 11-01, Ohio State University, Department of Economics.
- Wolfgang Polasek, 2011. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper Series, The Rimini Centre for Economic Analysis 25_11, The Rimini Centre for Economic Analysis.
- BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien, 2011. "Nonparametric Beta kernel estimator for long memory time series," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2011004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kenneth G. Stewart, 2011. "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers, Department of Economics, University of Victoria 1107, Department of Economics, University of Victoria.
- Armelle Guillou & Stéphane Loisel & Gilles Stupfler, 2011. "Estimation of the parameters of a Markov-modulated loss process in insurance," Working Papers, HAL hal-00589696, HAL.
- Joseph P. Romano & Michael Wolf, 2011. "Testing for monotonicity in expected asset returns," ECON - Working Papers, Department of Economics - University of Zurich 017, Department of Economics - University of Zurich, revised Jan 2013.
- Shin Kanaya & Taisuke Otsu, 2011. "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1798, Cowles Foundation for Research in Economics, Yale University.
- Konstantopoulos, Spyros, 2011. "Fixed Effects and Variance Components Estimation in Three-Level Meta-Analysis," IZA Discussion Papers 5678, Institute for the Study of Labor (IZA).
- Edoardo Marcucci & Valerio Gatta, 2011. "Dissecting Preference Heterogeneity In Consumer Stated Choices," Working Papers, CREI UniversitÃ degli Studi Roma Tre 0311, CREI Università degli Studi Roma Tre, revised 2011.
- Doppelhofer, Gernot & Weeks, Melvyn, 2011. "Robust Growth Determinants," Discussion Paper Series in Economics, Department of Economics, Norwegian School of Economics 3/2011, Department of Economics, Norwegian School of Economics.