Report NEP-ECM-2011-01-23This 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:
- Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics Series 261, Institute for Advanced Studies.
- Badi H. Baltagi & Long Liu, 2011. "Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects," Center for Policy Research Working Papers 127, Center for Policy Research, Maxwell School, Syracuse University.
- Peter C.B. Phillips, 2011. "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University.
- Chirok Han & Peter C.B. Phillips, 2011. "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University.
- Qiying Wang & Peter C.B. Phillips, 2011. "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011.
- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011. "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.
- Lombardi, Marco J. & Nicoletti, Giulio, 2011. "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series 1289, European Central Bank.
- Zografos, Konstantinos & Pardo, Leandro & Martín, Nirian & Batsidis, Apostolos, 2011. "Change point for multinomial data using phi-divergence test statistics," DES - Working Papers. Statistics and Econometrics. WS ws110101, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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 01/2011, NIPE - Universidade do Minho.
- Koerselman, Kristian, 2011. "Bias from the use of mean-based methods on test scores," Working Paper Series 1/2011, Swedish Institute for Social Research.
- Antonis Demos & Dimitra Kyriakopoulou, 2010. "Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model," DEOS Working Papers 1108, Athens University of Economics and Business.
- Yuriy Balagula & Yulia Abakumova, 2011. "Long memory in an oil market: a spectral approach," EUSP Department of Economics Working Paper Series Ec-01/11, European University at St. Petersburg, Department of Economics, revised 13 Jan 2011.
- Peter C.B. Phillips & Tassos Magdalinos, 2011. "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.
- Kastoryano, Stephen & van der Klaauw, Bas, 2011. "Dynamic Evaluation of Job Search Assistance," IZA Discussion Papers 5424, Institute for the Study of Labor (IZA).
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
- Klein, Ingo, 2010. "Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas," Discussion Papers 86/2010, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.