Printed from https://ideas.repec.org/n/nep-ecm/2011-05-14.html
Report NEP-ECM-2011-05-14
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:
- Giovanni Mellace & Roberto Rocci, 2011, "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper, Tor Vergata University, CEIS, number 194, May, revised 02 May 2011.
- David E. Giles, 2011, "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Econometrics Working Papers, Department of Economics, University of Victoria, number 1106, May.
- Jason R. Blevins, 2011, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers, Ohio State University, Department of Economics, number 11-01, May.
- Wolfgang Polasek, 2011, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series, Rimini Centre for Economic Analysis, number 25_11, May.
- BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien, 2011, "Nonparametric Beta kernel estimator for long memory time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011004, Jan.
- Kenneth G. Stewart, 2011, "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers, Department of Economics, University of Victoria, number 1107, May.
- Item repec:hal:wpaper:hal-00589696 is not listed on IDEAS anymore
- Joseph P. Romano & Michael Wolf, 2011, "Testing for monotonicity in expected asset returns," ECON - Working Papers, Department of Economics - University of Zurich, number 017, May, revised Jan 2013.
- Shin Kanaya & Taisuke Otsu, 2011, "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1798, May.
- Konstantopoulos, Spyros, 2011, "Fixed Effects and Variance Components Estimation in Three-Level Meta-Analysis," IZA Discussion Papers, IZA Network @ LISER, number 5678, Apr.
- Item repec:rcr:wpaper:03_11 is not listed on IDEAS anymore
- Doppelhofer, Gernot & Weeks, Melvyn, 2011, "Robust Growth Determinants," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 3/2011, Feb.