Report NEP-ECM-2010-02-20

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:

• Patrick Kline & Andres Santos, 2010. "Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure," NBER Working Papers 15716, National Bureau of Economic Research, Inc.
• Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers 2010-07, Department of Economics and Business Economics, Aarhus University.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14469/ is not listed on IDEAS anymore

• Zdzis{l}aw Burda & Andrzej Jarosz & Maciej A. Nowak & Ma{l}gorzata Snarska, 2010. "A Random Matrix Approach to VARMA Processes," Papers 1002.0934, arXiv.org.
• Søren Johansen & Bent Nielsen, 2010. "Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli," CREATES Research Papers 2010-06, Department of Economics and Business Economics, Aarhus University.
• S. Bandyopadhyay & R. Baragona & U. Maulik, 2010. "Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization," Working Papers 028, COMISEF.
• Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
• Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
• Item repec:bep:unimip:1094 is not listed on IDEAS anymore

• MICHIELS, Frederik & DE SCHEPPER, Ann, 2009. "Understanding copula transforms: A review of dependence properties," Working Papers 2009012, University of Antwerp, Faculty of Business and Economics.
• Bennett T. McCallum, 2010. "Is the Spurious Regression Problem Spurious?," NBER Working Papers 15690, National Bureau of Economic Research, Inc.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14475/ is not listed on IDEAS anymore

• Lopez, Claude & Papell, David, 2010. "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," MPRA Paper 20585, University Library of Munich, Germany.
• Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
• Esmeralda A. Ramalho, & Joaquim J.S. Ramalho & Pedro D. Henriques, 2010. "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers 2010_01, University of Evora, CEFAGE-UE (Portugal).
• Item repec:bep:unimip:1089 is not listed on IDEAS anymore

• Valdez, Emiliano A., 2009. "On the Distortion of a Copula and its Margins," MPRA Paper 20524, University Library of Munich, Germany.
• John A. List & Sally Sadoff & Mathis Wagner, 2010. "So you want to run an experiment, now what? Some Simple Rules of Thumb for Optimal Experimental Design," NBER Working Papers 15701, National Bureau of Economic Research, Inc.
• ARNOUTS, Heidi & GOOS, Peter, 2009. "Design and analysis of industrial strip-plot experiments," Working Papers 2009007, University of Antwerp, Faculty of Business and Economics.
• Patrick Bajari & Jane Cooley & Kyoo il Kim & Christopher Timmins, 2010. "A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution," NBER Working Papers 15724, National Bureau of Economic Research, Inc.
• Flavio Cunha & James Heckman & Susanne Schennach, 2010. "Estimating the Technology of Cognitive and Noncognitive Skill Formation," NBER Working Papers 15664, National Bureau of Economic Research, Inc.