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Report NEP-ECM-2010-07-03
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:
- Firpo, Sergio Pinheiro, 2010, "Identification and estimation of interventions using changes in inequality measures," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 214, Jun.
- Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper, University Library of Munich, Germany, number 23412, Jun.
- Phillips, Kerk L. & Spencer, David E., 2010, "Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions," MPRA Paper, University Library of Munich, Germany, number 23503, Feb.
- Eiji Kurozumi & Purevdorj Tuvaandorj, 2010, "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-144, Jun.
- Mitze, Timo, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper, University Library of Munich, Germany, number 23540, Jun.
- Michael McAleer & Les Oxley, 2010, "Ten Things We Should Know About Time Series," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/42, Jun.
- David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/26, May.
- Lillo Rodríguez, Rosa Elvira & Romo, Juan & Laniado Rodas, Henry, 2010, "Multivariate extremality measure," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws101908, Jun.
- Kyungchul Song, 2010, "Robust Estimation of Some Nonregular Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-020, Jun.
- Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2010, "Comparing quantile residual life functions by confidence bands," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103016, Jun.
- Patricia Cubí Mollá, 2010, "Scaling methods for categorical self-assessed health measures," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-01, Jan.
- López, Ángel & Romo, Juan, 2010, "Simplicial similarity and its application to hierarchical clustering," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws102915, Jun.
- Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010, "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper, University Library of Munich, Germany, number 23452, Apr.
- Okumura, Tsunao & 奥村, 綱雄 & オクムラ, ツナオ & Usui, Emiko & 臼井, 恵美子 & ウスイ, エミコ, 2010, "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 475, Jun.
- Juan Esteban Carranza & Salvador Navarro, 2010, "Estimating Dynamic Models with Aggregate Shocks And an Application to Mortgage Default in Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 7140, Jun.
- Sebastian Dohler, 2010, "Validation of credit default probabilities via multiple testing procedures," Papers, arXiv.org, number 1006.4968, Jun.
- Ole Bonnichsen & Jacob Ladenburg, 2010, "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/7, Jun.
- Escribano, Alvaro & Pena, Jorge & Guasch, J. Luis, 2010, "Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys," Policy Research Working Paper Series, The World Bank, number 5346, Jun.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2010, "Does capacity utilisation help estimating the TFP cycle?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 410, May.