Report NEP-ECM-2011-07-27This 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:
- Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011. "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers 51, HUI Research.
- Francesca Bruno & Daniela Cocchi & Alessandro Vagheggini, 2011. "Finite population properties of predictors based on spatial patterns," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Zeebari , Zangin & Shukur , Ghazi & Kibria, B. M. Golam, 2010. "Modified Ridge Parameters for Seemingly Unrelated Regression Model," HUI Working Papers 43, HUI Research.
- Arnaud Maurel & Xavier D'Haultfoeuille, 2011. "Inference on an Extended Roy Model, with an Application to Schooling Decisions in France," Working Papers 11-10, Duke University, Department of Economics.
- BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011. "Nonparametric Estimators of Dose-Response Functions," CEPS/INSTEAD Working Paper Series 2011-40, CEPS/INSTEAD.
- Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
- Giuseppe Cavaliere & Iliyan Georgiev & A.M.Robert Taylor, 2011. "Wild bootstrap of the mean in the infinite variance case," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
- Takashi Kamihigashi & John Stachurski, 2011. "An Order-Theoretic Mixing Condition for Monotone Markov Chains," Discussion Paper Series DP2011-24, Research Institute for Economics & Business Administration, Kobe University, revised Sep 2011.
- Fujimoto, S. & Ishikawa, A. & Mizuno, T. & Watanabe, T., 2011. "A New Method for Measuring Tail Exponents of Firm Size Distributions," Working Paper Series 7, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Patrick Bayer & Robert McMillan & Alvin Murphy & Christopher Timmins, 2011. "A Dynamic Model of Demand for Houses and Neighborhoods," Working Papers 11-16, Duke University, Department of Economics.
- Stephen Pollock, 2011. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 11/34, Department of Economics, University of Leicester, revised Jul 2011.
- Raghav, Manu & Barreto, Humberto, 2011. "Understanding and teaching unequal probability of selection," MPRA Paper 32334, University Library of Munich, Germany.
- Fernández Macho, Francisco Javier, 2011. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI 2011-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Alessandro Gnoatto & Martino Grasselli, 2011. "The explicit Laplace transform for the Wishart process," Science & Finance (CFM) working paper archive 1107.2748, Science & Finance, Capital Fund Management, revised Aug 2013.
- Matteo Fragetta & Giovanni Melina, 2011. "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers 0811, School of Economics, University of Surrey.