Printed from https://ideas.repec.org/n/nep-ecm/2011-01-16.html
Report NEP-ECM-2011-01-16
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:
- Tao Chen & Gautam Tripathi, 2011, "Testing Conditional Symmetry Without Smoothing," Working papers, University of Connecticut, Department of Economics, number 2011-01, Jan.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
- Naoto Kunitomo & Kentaro Akashi, 2010, "An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-780, Dec.
- James G. MacKinnon & Russell Davidson, 2011, "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper, Economics Department, Queen's University, number 1257, Nov.
- Harald Oberhofer & Michael Pfaffermayr, 2011, "Testing the One-Part Fractional Response Model against an Alternative Two-Part Model," Working Papers in Economics, University of Salzburg, number 2011-1, Jan.
- Item repec:got:cegedp:116 is not listed on IDEAS anymore
- Ana Paula Martins, 2010, "Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_37, Aug.
- Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201032.
- Antonio Merlo & Aureo de Paula, 2010, "Identification and Estimation of Preference Distributions When Voters Are Ideological," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-001, Dec.
- Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
- Matthias Fengler & Helmut Herwartz & Christian Werner, 2010, "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 1132, Dec, revised Nov 2011.
- Nidhiya Menon & Mark M. Pitt, 2010, "Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia," Working Papers, Brandeis University, Department of Economics and International Business School, number 16, Sep.
- Gross, Marco, 2011, "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series, European Central Bank, number 1286, Jan.
- Sriram Shankar & Chris O'Donnell & John Quiggin, 2010, "Production Under Uncertainty: A Simulation Study," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR10_3, Dec.
- Giacomo Sbrana, 2010, "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers, Association Française de Cliométrie (AFC), number 10-08.
- Diewert, Erwin, 2011, "Alternative Approaches to Measuring House Price Inflation," Economics working papers, Vancouver School of Economics, number erwin_diewert-2011-1, Jan, revised 07 Jan 2011.