Printed from https://ideas.repec.org/n/nep-ecm/2011-03-26.html
Report NEP-ECM-2011-03-26
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:
- Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
- Item repec:eui:euiwps:eco2011/03 is not listed on IDEAS anymore
- Amélie Charles & Olivier Darné & Jae H Kim, 2010, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University, number 2010.07, Nov.
- Dong Jin Lee, 2011, "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers, University of Connecticut, Department of Economics, number 2011-05, Mar.
- Raphael Studer & Rainer Winkelmann, 2011, "Specification and estimation of rating scale models - with an application to the determinants of life satisfaction," ECON - Working Papers, Department of Economics - University of Zurich, number 003, Jan.
- Item repec:dgr:uvatin:20110042 is not listed on IDEAS anymore
- Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2011, "A practical comparison of the bivariate probit and linear IV estimators," Policy Research Working Paper Series, The World Bank, number 5601, Mar.
- Márcio Laurini & Luiz Koodi Hotta, 2011, "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2011-01, Mar.
- Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.
- Antonietta Mira & Daniele Imparato, 2011, "Density estimators through Zero Variance Markov Chain Monte Carlo," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf1108, Mar.
- Antonietta Mira & Daniele Imparato & Reza Solgi, 2011, "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf1109, Mar.
- Item repec:dgr:uvatin:20110049 is not listed on IDEAS anymore
- Ivan Canay & Taisuke Otsu, 2011, "Hodges-Lehmann Optimality for Testing Moment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
- Item repec:dgr:eureri:1765022614 is not listed on IDEAS anymore
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
- Dlugosz, Stephan, 2011, "Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-013.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011, "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper, University Library of Munich, Germany, number 29648, Mar.
- Dlugosz, Stephan, 2011, "Clustering life trajectories: A new divisive hierarchical clustering algorithm for discrete-valued discrete time series," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-015.
- Masahiko Shibamoto & Yoshiro Tsutsui, 2011, "Note on the Interpretation of Convergence Speed in the Dynamic Panel Model," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2011-04, Jan.