Report NEP-ECM-2011-04-02This 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:
- Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011. "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers 1789, Cowles Foundation for Research in Economics, Yale University.
- Stanislav Anatolyev, 2012. "Instrumental variables estimation and inference in the presence of many exogenous regressors," Working Papers w0162, Center for Economic and Financial Research (CEFIR).
- Peter Robinson, 2011. "Asymptotic theory for nonparametric regression with spatial data," CeMMAP working papers CWP11/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jouchi Nakajima, 2011. "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series 11-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Valentyn Panchenko & Artem Prokhorov, 2011. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Working Papers 11001, Concordia University, Department of Economics.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Item repec:dgr:uvatin:20110057 is not listed on IDEAS anymore
- Peter Robinson, 2011. "Nonparametric trending regression with cross-sectional dependence," CeMMAP working papers CWP10/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ridder, Geert & Vikström, Johan, 2011. "Bounds On Treatment Effects On Transitions," Working Paper Series, Center for Labor Studies 2011:3, Uppsala University, Department of Economics.
- Conniffe, Denis & Kelly, Robert, 2011. "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers 4/RT/11, Central Bank of Ireland.
- Kasahara, Hiroyuki & Shimotsu, Katsumi, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, Graduate School of Economics, Hitotsubashi University.
- Jouchi Nakajima, 2011. "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," IMES Discussion Paper Series 11-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Herriges, Joseph A. & Bhattacharjee, Subhra & Kling, Catherine L., 2011. "Capturing Preferences Under Incomplete Scenarios Using Elicited Choice Probabilities," Staff General Research Papers 32626, Iowa State University, Department of Economics.
- Narayanan, Sridhar & Nair, Harikesh S., 2011. "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Research Papers 2076, Stanford University, Graduate School of Business.
- Filippo Domma & Sabrina Giordano & Mariangela Zenga, 2011. "The Fisher Information Matrix in Right Censored Data from the Dagum Distribution," Working Papers 201104, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
- Concepción Román & Juan Carlos Martín & Raquel Espino & Ana Isabel Arencibia, 2011. "Efficient Versus Non-Efficient Stated Choice Designs. A Comparison In A Mode Choice Context," Working Papers 0211, CREI Università degli Studi Roma Tre, revised 2011.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.