Report NEP-ECM-2010-06-11

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:

• Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros, 2010, "Moment-based estimation of smooth transition regression models with endogenous variables," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 571, Mar.
• Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-09, May.
• Item repec:bep:unimip:1101 is not listed on IDEAS anymore

• Francesco Audrino & Marcelo Cunha Medeiros, 2010, "Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 570, Mar.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping density-weighted average derivatives," Staff Reports, Federal Reserve Bank of New York, number 452.
• Søren Johansen & Morten Ørregaard Nielsen, 2010, "Likelihood inference for a fractionally cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-24, May.
• Degui Li & Jia Chen & Jiti Gao, 2010, "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-08, May.
• Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
• Tsunehiro Ishihara & Yasuhiro Omori, 2010, "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-746, May.
• Item repec:bep:unimip:1100 is not listed on IDEAS anymore

• Guido Imbens & Karthik Kalyanaraman, 2010, "Optimal bandwidth choice for the regression discontinuity estimator," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/10, Mar.
• Jia Chen & Jiti Gao & Degui Li, 2010, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-10, May.
• James Heckman & Sergio Urzua, 2010, "Comparing IV with structural models: what simple IV can and cannot identify," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/10, Apr.
• James Heckman & Daniel Schmierer & Sergio Urzua, 2010, "Testing the correlated random coefficient model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/10, Apr.
• Andrew Chesher & Konrad Smolinski, 2010, "Sharp identified sets for discrete variable IV models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/10, May.
• Nadezhda V. Baryshnikova, 2010, "Small Sample Improvements of the GEL Robust Tests for Linear IV Models and Applications," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-03, Apr.
• Item repec:eui:euiwps:eco2010/18 is not listed on IDEAS anymore

• Charles F. Manski, 2010, "Identification of treatment response with social interactions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/10, Feb.
• Maurice Bun & Frank Windmeijer, 2010, "A comparison of bias approximations for the 2SLS estimator," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/10, Apr.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
• Seungmoon Choi, 2010, "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-11, May.
• Alexander Strasak & Nikolaus Umlauf & Ruth Pfeiffer & Stefan Lang, 2010, "Comparing Penalized Splines and Fractional Polynomials for Flexible Modelling of the Effects of Continuous Predictor Variables," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-11, May.
• Item repec:eui:euiwps:eco2010/17 is not listed on IDEAS anymore

• Aedin Doris & Donal O'Neill & Olive Sweetman, 2010, "Identification of the Covariance Structure of Earnings using the GMM Estimator," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n208-10.pdf.
• Grant Hillier & Federico Martellosio, 2010, "Spatial circular matrices, with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/10, Mar.
• Abidoye, Babatunde & Herriges, Joseph A. & Tobias, Justin, 2010, "Controlling for Observed and Unobserved Site Characteristics in Rum Models of Recreation Demand," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31559, Sep.
• Calzolari, Giorgio & Di Pino, Antonino, 2009, "Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables," MPRA Paper, University Library of Munich, Germany, number 22984, Sep.
• Alessandro Andreoli & Francesco Caravenna & Paolo Dai Pra & Gustavo Posta, 2010, "Scaling and multiscaling in financial series: a simple model," Papers, arXiv.org, number 1006.0155, Jun, revised Apr 2012.
• ROMBOUTS, Jeroen J. K & STENTOFT, Lars, 2010, "Multivariate option pricing with time varying volatility and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010020, May.
• Melvin. J. Hinich & Phillip Wild & John Foster, 2010, "Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 408.
• DECANCQ, Koen, 2010, "Copula-based orderings of multivariate dependence," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010012, Mar.
• Evans, Keith & Herriges, Joseph A., 2010, "Rounding in Recreation Demand Models: A Latent Class Count Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31594, Jun.

Report NEP-ECM-2010-06-11

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: