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, University Library of Munich, Germany, number 14388, Mar.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009, "Poisson Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-12, Mar.
• Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009, "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/09, Mar.
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009, "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/05, Apr.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-based nonlinear quantile autoregression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/08, Oct.
• Peter Robinson, 2008, "Large-sample inference on spatial dependence," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/08, Oct.
• Raymond Kan & Cesare Robotti, 2009, "A note on the estimation of asset pricing models using simple regression betas," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-12.
• Martin Burda & Matthew C. Harding & Jerry Hausman, 2008, "A Bayesian mixed logit-probit model for multinomial choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/08, Aug.
• Andrew Chesher, 2008, "Instrumental variable models for discrete outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/08, Nov.
• 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), Bank of Italy, Economic Research and International Relations Area, number 705, Mar.
• Peter Reinhard Hansen & Guillaume Horel, 2009, "Quadratic Variation by Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-13, Mar.
• 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, Ghent University, Faculty of Economics and Business Administration, number 09/553, Jan.
• Alva, Kenedy & Romo, Juan & Ruiz Ortega, Esther, 2009, "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws092809, Mar.
• Drezner, Zvi & Turel, Ofir & Zerom, Dawit, 2008, "A modified Kolmogorov-Smirnov test for normality," MPRA Paper, University Library of Munich, Germany, number 14385, Oct, 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, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008059, Oct.
• Richard Blundell & Monica Costa Dias, 2008, "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/08, Oct.
• Wang, Shin-Huei & Hafner, Christian, 2008, "Estimating autocorrelations in the presence of deterministic trends," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008073, Dec.
• Journée, Michel & Nesterov, Yurii & Richtarik, Peter & Sepulchre, Rodolphe, 2008, "Generalized power method for sparse principal component analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008070, Nov.
• 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, National Bureau of Economic Research, Inc, number 14842, Apr.
• Manuela Maia & Paula Vicente, 2009, "INDIRECT SAMPLING in the CONTEXT of DUAL FRAME SURVEYS," Working Papers de Gestão (Management Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 08, Mar.
• Guillaume HORNY & Matteo PICCHIO, 2009, "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009001, Feb.
• Changhui Kang & Myoung-jae Lee, 2009, "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series, Institute of Economic Research, Korea University, number 0905.
• Mauricio Sadinle, 2008, "On the Performance of Dual System Estimators of Population Size: A Simulation Study," Documentos de CERAC, CERAC -Centro de Recursos para el Análisis de Conflictos, number 5377, Dec.
• Panos, Sousounis, 2008, "State dependence in work-related training participation among British employees: A comparison of different random effects probit estimators," MPRA Paper, University Library of Munich, Germany, number 14261, Jul, 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, Bank of Canada, number 09-10, DOI: 10.34989/swp-2009-10.
• Item repec:ulb:ecoulb:info:hdl:2013/14571 is not listed on IDEAS anymore

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: