Report NEP-ECM-2011-02-12

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling," PSE Working Papers hal-00492039, HAL.
• Badi H. Baltagi & Alain Pirotte, 2010. "Seemingly Unrelated Regressions with Spatial Error Components," Center for Policy Research Working Papers 125, Center for Policy Research, Maxwell School, Syracuse University.
• Victoria Zinde-Walsh & John W. Galbraith, 2011. "A test of singularity for distribution functions," CIRANO Working Papers 2011s-06, CIRANO.
• Item repec:ran:wpaper:824 is not listed on IDEAS anymore

• David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation.
• Jonsson, Robert, 2011. "Relative Efficiency of a Quantile Method for Estimating Parameters in Censored Two-Parameter Weibull Distributions," Research Reports 2010:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• David E. Giles, 2011. "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers 1101, Department of Economics, University of Victoria.
• Catalina M. Torres Figuerola & Nick Hanley & Sergio Colombo, 2011. "Incorrectly accounting for taste heterogeneity in choice experiments: Does it really matter for welfare measurement?," CRE Working Papers (Documents de treball del CRE) 2011/1, Centre de Recerca Econòmica (UIB ·"Sa Nostra").
• Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
• Isao Ishida & Michael McAleer & Kosuke Oya, 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," Working Papers in Economics 11/11, University of Canterbury, Department of Economics and Finance.
• Jonsson, Robert, 2011. "Simple conservative confidence intervals for comparing matched proportions," Research Reports 2011:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• GILLIS, Nicolas & GLINEUR, François, 2010. "A multilevel approach for nonnegative matrix factorization," LIDAM Discussion Papers CORE 2010047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• MANZI, Jorge & SAN MARTIN, Ernesto & VAN BELLEGEM, Sébastien, 2010. "School system evaluation by value-added analysis under endogeneity," LIDAM Discussion Papers CORE 2010046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Harley Frazis & Jay Stewart, 2010. "How to Think About Time-Use Data: What Inferences Can We Make About Long- and Short-Run Time Use from Time Diaries?," Working Papers 442, U.S. Bureau of Labor Statistics.