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Report NEP-ECM-2011-02-19
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:
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2011, "Identification-robust estimation and testing of the zero-beta CAPM," CIRANO Working Papers, CIRANO, number 2011s-21, Feb.
- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011, "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper, University Library of Munich, Germany, number 28721, Feb.
- Aslanidis, Nektarios & Casas, Isabel, 2011, "Modelling asset correlations: A nonparametric approach," Working Papers, University of Sydney, School of Economics, number 2011-01, Jan.
- Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
- Iacopo Mastromatteo & Matteo Marsili, 2011, "On the criticality of inferred models," Papers, arXiv.org, number 1102.1624, Feb, revised Sep 2011.
- Jennifer Castle & David Hendry, 2011, "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers, University of Oxford, Department of Economics, number 528, Feb.
- Juan Manuel Julio Rom�n, 2011, "Modeling Data Revisions," Borradores de Economia, Banco de la Republica, number 7929, Feb.
- Cecilia Frale & Libero Monteforte, 2011, "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 788, Jan.
- Kociecki, Andrzej, 2011, "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper, University Library of Munich, Germany, number 28731, Feb.
- David Hendry, 2011, "Empirical Economic Model Discovery and Theory Evaluation," Economics Series Working Papers, University of Oxford, Department of Economics, number 529, Feb.
- T. Kirk White & Jerome P. Reiter & Amil Petrin, 2011, "Plant-Level Productivity and Imputation of Missing Data in the Census of Manufactures," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 11-02, Jan.
- Aureo de Paula & Xun Tang, 2010, "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-003, Jun, revised 12 Feb 2011.
- Hanley, Nicholas & Riera, Antoni & Torres, Cati, 2010, "How wrong can you be? Implications of incorrect utility function specification for welfare measurement in choice experiments," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-12, Nov.
- Salois, Matthew & Balcombe, Kelvin, 2011, "Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 28745, Feb.
- Frisén, Marianne, 2011, "On multivariate control charts," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:2, Feb.
- Patuelli, Roberto & Schanne, Norbert & Griffith, Daniel A. & Nijkamp, Peter, 2011, "Persistence of regional unemployment : Application of a spatial filtering approach to local labour markets in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201103.
- Frisén, Marianne, 2011, "Methods and evaluations for surveillance in industry, business, finance, and public health," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:3, Feb.
- Taufemback, Cleiton & Da Silva, Sergio, 2011, "Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data," MPRA Paper, University Library of Munich, Germany, number 28720.
- T. R. Hurd & Zhuowei Zhou, 2011, "Statistical Inference for Time-changed Brownian Motion Credit Risk Models," Papers, arXiv.org, number 1102.2412, Feb.
- Michael C. Munnix & Rudi Schafer, 2011, "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers, arXiv.org, number 1102.1099, Feb, revised Mar 2011.
- Vladimír Benáček & Eva Michalíková, 2011, "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/06, Feb, revised Feb 2011.
- Item repec:dar:ddpeco:48892 is not listed on IDEAS anymore
- Satkartar K. Kinney & Jerome P. Reiter & Arnold P. Reznek & Javier Miranda & Ron S. Jarmin & John M. Abowd, 2011, "Towards Unrestricted Public Use Business Microdata: The Synthetic Longitudinal Business Database," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 11-04, Feb.
- Frank Schorfheide, 2011, "Estimation and evaluation of DSGE models: progress and challenges," Working Papers, Federal Reserve Bank of Philadelphia, number 11-7.
- David Hendry, 2011, "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers, University of Oxford, Department of Economics, number 530, Feb.
- Duan Wang & Boris Podobnik & Davor Horvati'c & H. Eugene Stanley, 2011, "Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices," Papers, arXiv.org, number 1102.2240, Feb.