Report NEP-ECM-2011-08-29This 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:
- Enrico Fabrizi & Carlo Trivisano, 2011. "Bayes estimators of log-normal means with finite quadratic expected loss," Quaderni di Dipartimento, Department of Statistics, University of Bologna 6, Department of Statistics, University of Bologna.
- Huber, Martin & Mellace, Giovanni, 2011. "Sharp bounds on causal effects under sample selection," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science 1134, University of St. Gallen, School of Economics and Political Science.
- Yin Liao & Heather M. Anderson, 2011. "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 9/11, Monash University, Department of Econometrics and Business Statistics.
- Yane, Shinji & Berg, Sanford, 2011. "Sensitivity analysis of efficiency rankings to distributional assumptions: applications to Japanese water utilities," MPRA Paper 32892, University Library of Munich, Germany.
- D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2011. "Nowcasting Irish GDP," MPRA Paper 32941, University Library of Munich, Germany.
- Agustín Maravall Herrero & Domingo Pérez Cañete, 2011. "Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series," Banco de Espaï¿½a Working Papers, Banco de Espaï¿½a 1116, Banco de Espa�a.
- Peter Behl & Holger Dette & Manuel Frondel & Harald Tauchmann, 2011. "Being Focused: When the Purpose of Inference Matters for Model Selection," Ruhr Economic Papers, Rheinisch-WestfÃ¤lisches Institut fÃ¼r Wirtschaftsforschung, Ruhr-UniversitÃ¤t Bochum, UniversitÃ¤t Dortmund, UniversitÃ¤t Duisburg-Essen 0264, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The empirical content of models with multiple equilibria in economies with social interactions," Staff Reports, Federal Reserve Bank of New York 504, Federal Reserve Bank of New York.
- Majo, M.C. & Soest, A.H.O. van, 2011. "The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization," Discussion Paper, Tilburg University, Center for Economic Research 2011-083, Tilburg University, Center for Economic Research.
- Monfort, A. & Renne, J-P., 2011. "Default, liquidity and crises: an econometric framework," Working papers, Banque de France 340, Banque de France.
- Millimet, Daniel L. & Roy, Jayjit, 2011. "Three New Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous," IZA Discussion Papers 5911, Institute for the Study of Labor (IZA).
- Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.