Report NEP-ECM-2010-07-10

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:

• Item repec:dnb:dnbwpp:250 is not listed on IDEAS anymore

• J. Isaac Miller, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers, Department of Economics, University of Missouri, number 1001, Jan.
• Maciej Jakubowski, 2010, "Latent Variables and Propensity Score Matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-06.
• Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010, "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2010-07.
• Martin Huber, 2010, "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-18, Jun.
• Wanling Huang & Artem Prokhorov, 2010, "Bartlett-type Correction of Distance Metric Test," Working Papers, Concordia University, Department of Economics, number 10003, Jun.
• Rubio, Gonzalo & Lozano, Martin, 2009, "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper, University Library of Munich, Germany, number 23613, Sep.
• D.S. Poskitt & Arivalzahan Sengarapillai, 2010, "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/10, Jun.
• Martin Huber, 2010, "Identification of average treatment effects in social experiments under different forms of attrition," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-22, Jun.
• Aureo de Paula & Xun Tang, 2010, "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-021, Apr, revised 30 Jun 2010.
• De Graeve, Ferre & Karas, Alexei, 2010, "Identifying VARs through Heterogeneity: An Application to Bank Runs," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 244, Jul.
• Tom Engsted & Bent Nielsen, 2010, "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-25, Jun.
• Anna Conte & Peter G. Moffatt, 2010, "The econometric modeling of social Preferences," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-042, Jun.
• John Micklewright & Sylke V. Schnepf & Pedro N. Silva, 2010, "Peer effects and measurement error: the impact of sampling variation in school survey data," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-13, Jun.
• Firpo, Sergio Pinheiro & Ridder, Geert, 2010, "Bounds on functionals of the distribution treatment effects," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 201, Jun.
• Shu-Ping Shi, 2010, "Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-524, Jun.
• Michael C. Munnix & Rudi Schafer & Oliver Grothe, 2010, "Estimating correlation and covariance matrices by weighting of market similarity," Papers, arXiv.org, number 1006.5847, Jun.
• Michael Lechner & Markus Froelich, 2010, "Combining Matching and Nonparametric IV Estimation: Theory and an Application to the Evaluation of Active Labour Market Policies," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-21, Jun.
• Joshua D. Angrist & Jörn-Steffen Pischke, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0976, May.
• Marco Bardoscia & Roberto Bellotti, 2010, "A Dynamical Model for Forecasting Operational Losses," Papers, arXiv.org, number 1007.0026, Jun, revised Feb 2012.
• Andrea Cipollini & Iolanda Lo Cascio, 2010, "Testing for Contagion: a Time-Scale Decomposition," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 047, Jun.
• James D. Hamilton, 2010, "Calling Recessions in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16162, Jul.
• Giulio Bottazzi & Davide Pirino, 2010, "Measuring Industry Relatedness and Corporate Coherence," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/10, Aug.

Report NEP-ECM-2010-07-10

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: