Report NEP-ECM-2008-09-13

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Naoto Kunitomo & Seisho Sato, 2008. "Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CIRJE F-Series CIRJE-F-581, CIRJE, Faculty of Economics, University of Tokyo.
• T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo.
• Stefania Mignani & Marcello Pagnini, 2021. "How effective is financial education? Evidence from the Emilia-Romagna region," Working Paper series 21-08, Rimini Centre for Economic Analysis.
• F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
• Marcelo Carvalho & Joao Galindo da Fonseca & Rogerio Santarrosa, 2023. "How are Wages Determined? A Quasi-Experimental Test of Wage Determination Theories," Working Paper series 23-08, Rimini Centre for Economic Analysis.
• Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen.
• Andrea Mercatanti, 2008. "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers) 683, Bank of Italy, Economic Research and International Relations Area.
• Frölich, Markus & Melly, Blaise, 2008. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers 3671, Institute of Labor Economics (IZA).
• Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany.
• Carlos Santos, 2008. "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers) 052008, Católica Porto Business School, Universidade Católica Portuguesa.
• Wolfgang Brunauer & Stefan Lang & Peter Wechselberger & Sven Bienert, 2008. "Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna," Working Papers 2008-17, Faculty of Economics and Statistics, Universität Innsbruck.
• Kraay, Aart, 2008. "Instrumental variables regressions with honestly uncertain exclusion restrictions," Policy Research Working Paper Series 4632, The World Bank.
• Item repec:rim:rimwps:26-08 is not listed on IDEAS anymore

• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Working Paper series 22-08, Rimini Centre for Economic Analysis, revised Dec 2022.
• Kengo Kato & Naoto Kunitomo & Satoshi Masuda, 2008. ""Lasso-Quantile Regression and its Application to a Non-life Insurance Problem"(in Japanese)," CIRJE J-Series CIRJE-J-203, CIRJE, Faculty of Economics, University of Tokyo.
• Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa, 2008. "Inferences for Selected Location Quotients with Applications to Health Outcomes," Working Papers 200809, Middle Tennessee State University, Department of Economics and Finance.
• Gautam Tripathi, 2008. "GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known," Working papers 2008-31, University of Connecticut, Department of Economics, revised Nov 2009.
• William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
• Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
• Claude Lopez & Christian J. Murray & David H. Papell, 2008. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2008-05, University of Cincinnati, Department of Economics, revised 2008.
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008. "Are EU budgets stationary?," Discussion Paper Series 2008_07, Department of Economics, University of Macedonia, revised Sep 2008.
• Camarda, Carlo Giovanni & Durbán, María, 2008. "Goodness of fit in models for mortality data," DES - Working Papers. Statistics and Econometrics. WS ws083909, Universidad Carlos III de Madrid. Departamento de Estadística.
• Michael Greenacre, 2008. "Measuring subcompositional incoherence," Economics Working Papers 1106, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2011.
• Item repec:dgr:eureri:1765013181 is not listed on IDEAS anymore

• Giuseppe Pagano Giorgianni & Valeria Patella, 2024. "Belief distortions and Disagreement about Inflation," Working Paper series 24-08, Rimini Centre for Economic Analysis.
• Schrimpf, Andreas, 2008. "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers 08-048, ZEW - Leibniz Centre for European Economic Research.
• Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
• Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank.
• Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C., 2008. "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," ERIM Report Series Research in Management ERS-2008-053-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 University Rotterdam.
• William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.