Report NEP-ECM-2010-12-23

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:

• David E. Giles, 2010. "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers 1004, Department of Economics, University of Victoria.
• Andreas Steinhauer & Tobias Wuergler, 2010. "Leverage and covariance matrix estimation in finite-sample IV regressions," IEW - Working Papers 521, Institute for Empirical Research in Economics - University of Zurich.
• de Silva, Ashton J, 2010. "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper 27411, University Library of Munich, Germany.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010. "Alternative versions of the RESET test for binary response index models: a comparative study," CEFAGE-UE Working Papers 2010_09, University of Evora, CEFAGE-UE (Portugal).
• Vasco J. Gabriel & Luis F. Martins, 2010. "Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," NIPE Working Papers 28/2010, NIPE - Universidade do Minho.
• Urzúa, Carlos M., 2010. "Testing for Zipf’s Law: A Common Pitfall," EGAP Working Papers 2010-04, Tecnológico de Monterrey, Campus Ciudad de México.
• Vasco J. Gabriel & Pataaree Sangduan, 2010. "An Efficient Test of Fiscal Sustainability," NIPE Working Papers 32/2010, NIPE - Universidade do Minho.
• José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Maria Vittoria Levati & Topi Miettinen & Birendra K. Rai, 2010. "Context and Interpretation in Laboratory Experiments: The Case of Reciprocity," Jena Economics Research Papers 2010-090, Friedrich-Schiller-University Jena.
• Naoto Kunitomo & Seisho Sato, 2010. ""On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing" (in Japanese)," CIRJE J-Series CIRJE-J-230, CIRJE, Faculty of Economics, University of Tokyo.
• Kapsalis, Constantine, 2010. "Wage discrimination: The case for reverse regression," MPRA Paper 27331, University Library of Munich, Germany.
• Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010. "Spatial propagation of macroeconomic shocks in Europe," Working Papers of Department of Economics, Leuven ces10.12, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Lee C. Spector & Courtenay C. Stone, 2010. "Suspicious Estimates of Ex Ante Real Interest Rates: Evidence of Macroeconomic Malpractice?," Working Papers 201010, Ball State University, Department of Economics, revised Oct 2010.