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Report NEP-ECM-2011-02-05
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:
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 09_11, Jan, revised Aug 2012.
- Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011, "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2011-01, Jan.
- Claudio Morana, 2010, "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 36-2010, Dec.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers, CIRANO, number 2011s-13, Jan.
- Stefan Hoderlein & Anne Vanhems, 2011, "Welfare analysis using nonseparable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/11, Jan.
- Item repec:dgr:umamet:2011002 is not listed on IDEAS anymore
- Luisa Corrado & Bernard Fingleton, 2011, "Where is the Economics in Spatial Econometrics?," Working Papers, University of Strathclyde Business School, Department of Economics, number 1101, Jan.
- Item repec:dgr:umamet:2011003 is not listed on IDEAS anymore
- Tatsuya Kubokawa & William E. Strawderman, 2011, "A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-786, Jan.
- Christian Kleiber & Achim Zeileis, 2011, "Reproducible Econometric Simulations," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-02, Feb.
- Sessi Topkavi, 2011, "Asset Allocation with Aversion to Parameter Uncertainty: A Minimax Regression Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-1.
- St'ephane Chr'etien & Juan-Pablo Ortega, 2011, "Multivariate GARCH estimation via a Bregman-proximal trust-region method," Papers, arXiv.org, number 1101.5475, Jan.
- Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," Working Papers, COMISEF, number 046, Jan.
- Carolin Strobl & Julia Kopf & Achim Zeileis, 2011, "A new method for detecting differential item functioning in the Rasch model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-01, Jan.
- Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
- Trifon I. Missov & Maxim S. Finkelstein, 2011, "Admissible mixing distributions for a general class of mixture survival models with known asymptotics," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2011-004, DOI: 10.4054/MPIDR-WP-2011-004.
- Edward P. Herbst & Frank Schorfheide, 2011, "Evaluating DSGE model forecasts of comovements," Working Papers, Federal Reserve Bank of Philadelphia, number 11-5.
- Rodrigo Peñaloza, 2011, "Dissimilarities between categorical variables," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 351, Jan.