Report NEP-ECM-2010-11-13This 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.
The following items were announced in this report:
- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zenetti, German, 2010. "A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach," MPRA Paper 26449, University Library of Munich, Germany.
- Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," Centre for Growth and Business Cycle Research Discussion Paper Series 151, Economics, The Univeristy of Manchester.
- Søren Johansen & Katarina Juselius, 2010. "An invariance property of the common trends under linear transformations of the data," CREATES Research Papers 2010-72, Department of Economics and Business Economics, Aarhus University.
- George Kapetanios & James Mitchell & Yongcheol Shin, 2010. "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers 673, Queen Mary University of London, School of Economics and Finance.
- Marcet, Albert & Jarociński, Marek, 2010. "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series 1263, European Central Bank.
- GOOS, Peter & GILMOUR, Steven G., 2010. "Analyzing categorical data from split-plot and other multi-stratum experiments," Working Papers 2010021, University of Antwerp, Faculty of Business and Economics.
- Lombardo, Giovanni, 2010. "On approximating DSGE models by series expansions," Working Paper Series 1264, European Central Bank.
- Akter, Sonia & Bennett, Jeffrey W., 2010. "Testing construct validity of verbal versus numerical measures of preference uncertainty in contingent valuation," Research Reports 94942, Australian National University, Environmental Economics Research Hub.
- Franziska Schulze, 2010. "Spatial Dependencies in German Matching Functions," SFB 649 Discussion Papers SFB649DP2010-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.