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