Report NEP-ECM-2009-04-05

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:

• Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009. "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper 14388, University Library of Munich, Germany.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009. "Poisson Autoregression," CREATES Research Papers 2009-12, Department of Economics and Business Economics, Aarhus University.
• Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009. "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics 09/05, University of Canterbury, Department of Economics and Finance.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-based nonlinear quantile autoregression," CeMMAP working papers CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Peter Robinson, 2008. "Large-sample inference on spatial dependence," CeMMAP working papers CWP29/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Raymond Kan & Cesare Robotti, 2009. "A note on the estimation of asset pricing models using simple regression betas," FRB Atlanta Working Paper 2009-12, Federal Reserve Bank of Atlanta.
• Martin Burda & Matthew C. Harding & Jerry Hausman, 2008. "A Bayesian mixed logit-probit model for multinomial choice," CeMMAP working papers CWP23/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Concetta Rondinelli & Cheti Nicoletti, 2009. "The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study," Temi di discussione (Economic working papers) 705, Bank of Italy, Economic Research and International Relations Area.
• Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, Department of Economics and Business Economics, Aarhus University.
• G. Everaert, 2009. "Using Backward Means to Eliminate Individual Effects from Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/553, Ghent University, Faculty of Economics and Business Administration.
• Alva, Kenedy, 2009. "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," DES - Working Papers. Statistics and Econometrics. WS ws092809, Universidad Carlos III de Madrid. Departamento de Estadística.
• Drezner, Zvi & Turel, Ofir & Zerom, Dawit, 2008. "A modified Kolmogorov-Smirnov test for normality," MPRA Paper 14385, University Library of Munich, Germany, revised 30 Mar 2009.
• Mc CRORIE, J. Roderick, 2008. "The role of Skorokhod space in the development of the econometric analysis of time series," LIDAM Discussion Papers CORE 2008059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Wang, Shin-Huei & Hafner, Christian, 2008. "Estimating autocorrelations in the presence of deterministic trends," LIDAM Discussion Papers CORE 2008073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Journée, Michel & Nesterov, Yurii & Richtarik, Peter & Sepulchre, Rodolphe, 2008. "Generalized power method for sparse principal component analysis," LIDAM Discussion Papers CORE 2008070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• John Engberg & Dennis Epple & Jason Imbrogno & Holger Sieg & Ron Zimmer, 2009. "Estimation of Causal Effects in Experiments with Multiple Sources of Noncompliance," NBER Working Papers 14842, National Bureau of Economic Research, Inc.
• Manuela Maia & Paula Vicente, 2009. "INDIRECT SAMPLING in the CONTEXT of DUAL FRAME SURVEYS," Working Papers de Gestão (Management Working Papers) 08, Católica Porto Business School, Universidade Católica Portuguesa.
• Guillaume HORNY & Matteo PICCHIO, 2009. "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," LIDAM Discussion Papers IRES 2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University.
• Mauricio Sadinle, 2008. "On the Performance of Dual System Estimators of Population Size: A Simulation Study," Documentos de CERAC 5377, CERAC -Centro de Recursos para el Análisis de Conflictos.
• Panos, Sousounis, 2008. "State dependence in work-related training participation among British employees: A comparison of different random effects probit estimators," MPRA Paper 14261, University Library of Munich, Germany, revised Mar 2009.
• Daniel de Munnik & David Dupuis & Mark Illing, 2009. "Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey," Staff Working Papers 09-10, Bank of Canada.
• Item repec:ulb:ecoulb:info:hdl:2013/14571 is not listed on IDEAS anymore