Printed from https://ideas.repec.org/n/nep-ecm/2011-01-23.html
Report NEP-ECM-2011-01-23
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Costantini, Mauro & Lupi, Claudio, 2011, "A Simple Panel-CADF Test for Unit Roots," Economics Series, Institute for Advanced Studies, number 261, Jan.
- Badi H. Baltagi & Long Liu, 2011, "Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 127, Jan.
- Peter C.B. Phillips, 2011, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1781, Jan.
- Chirok Han & Peter C.B. Phillips, 2011, "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1780, Jan.
- Qiying Wang & Peter C.B. Phillips, 2011, "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1779, Jan, revised Feb 2011.
- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011, "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1778, Jan.
- Lombardi, Marco J. & Nicoletti, Giulio, 2011, "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series, European Central Bank, number 1289, Jan.
- Batsidis, Apostolos & Martín, Nirian & Pardo, Leandro & Zografos, Konstantinos, 2011, "Change point for multinomial data using phi-divergence test statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws110101, Jan.
- Item repec:eca:wpaper:2013/73398 is not listed on IDEAS anymore
- Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.
- Koerselman, Kristian, 2011, "Bias from the use of mean-based methods on test scores," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 1/2011, Jan.
- Antonis Demos & Dimitra Kyriakopoulou, 2011, "Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model," DEOS Working Papers, Athens University of Economics and Business, number 1108, Jun.
- Item repec:eus:wpaper:ec0111 is not listed on IDEAS anymore
- Peter C.B. Phillips & Tassos Magdalinos, 2011, "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1777, Jan.
- Kastoryano, Stephen & van der Klaauw, Bas, 2011, "Dynamic Evaluation of Job Search Assistance," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5424, Jan.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
- Klein, Ingo, 2010, "Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics, number 86/2010.