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Report NEP-ECM-2010-08-14
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:
- Delgado, Miguel A. & Escanciano, Juan Carlos, 2010, "Testing conditional monotonicity in the absence of smoothness," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1017, Mar.
- Gareth W. Peters & Balakrishnan B. Kannan & Ben Lasscock & Chris Mellen & Simon Godsill, 2010, "Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation," Papers, arXiv.org, number 1008.0149, Aug.
- Daniele Pacifico, 2010, "Estimating nonparametric mixed logit models via EM algorithm," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0072, May.
- Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010, "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_06, Jul.
- Libero Monteforte & Gianluca Moretti, 2010, "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 767, Jul.
- Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf, 2010, "Modeling House Prices using Multilevel Structured Additive Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-19, Jul.
- Fosgerau, Mogens & McFadden, Daniel & Bierlaire, Michel, 2010, "Choice probability generating functions," MPRA Paper, University Library of Munich, Germany, number 24214.
- Michele Fratianni & Francesco Marchionne & Chang Hoon Oh, 2010, "The Gravity Equation in International Economics and International Business Research: A Note," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2010-08, Aug.
- James Heckman & Seong Hyeok Moon & Rodrigo Pinto & Peter Savelyev & Adam Yavitz, 2010, "Analyzing social experiments as implemented: evidence from the HighScope Perry Preschool Program," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/10, Aug.
- Daniele Pacifico, 2010, "On the role of unobserved preference heterogeneity in discrete choice models of labour supply," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0071, May.
- Dimitris Christelis & Anna Sanz-de-Galdeano, 2010, "Smoking persistence in Europe: A semi-parametric panel data analysis with selectivity," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_15.
- Riccardo DiCecio & Michael T. Owyang, 2010, "Identifying technology shocks in the frequency domain," Working Papers, Federal Reserve Bank of St. Louis, number 2010-025, DOI: 10.20955/wp.2010.025.