Report NEP-ECM-2011-05-24

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:

• Taisuke Otsu & Ke-Li Xu, 2011, "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1799, May.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Stefano Grassi & Paolo Santucci de Magistris, 2011, "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-14, May.
• Adolfson, Malin & Lindé, Jesper, 2011, "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 251, Apr.
• Toru Kitagawa, 2011, "Inference and decision for set identified parameters using posterior lower and upper probabilities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/11, May.
• Zhu, Ying & Ghosh, Sujit K., 2011, "A Robust Study of Regression Methods for Crop Yield Data," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103426, May, DOI: 10.22004/ag.econ.103426.
• Eric Gautier & Christiern Rose, 2021, "High-dimensional instrumental variables regression and confidence sets," Working Papers, HAL, number hal-00591732, Aug.
• Storm, Hugo & Heckelei, Thomas, , "Bayesian estimation of non-stationary Markov models combining micro and macro data," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103645, DOI: 10.22004/ag.econ.103645.
• Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011, "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/11, May.
• Lance Lochner & Enrico Moretti, 2011, "Estimating and Testing Models with Many Treatment Levels and Limited Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17039, May.
• Tom Engsted & Thomas Q. Pedersen, 2011, "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-18, May.
• Deb, P & Trivedi, P, 2011, "Finite Mixture for Panels with Fixed Effects," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/03, Apr.
• Massimiliano Caporin & Gabriel G. Velo, 2011, "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0128, Feb.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2011.
• Goodwin, Barry K. & Holt, Matthew T. & Onel, Gulcan & Prestemon, Jeffrey P., , "Copula-Based Nonlinear Models of Spatial Market Linkages," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103715, DOI: 10.22004/ag.econ.103715.
• Søren Johansen & Theis Lange, 2011, "Some econometric results for the Blanchard-Watson bubble model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-17, May.
• Nicoletti, Cheti & G. Best, Nicky, 2011, "Quantile regression with aggregated data," ISER Working Paper Series, Institute for Social and Economic Research, number 2011-12, May.
• Miguel, Victor de & Martín Utrera, Alberto & Nogales, Francisco J., 2011, "Calibration of shrinkage estimators for portfolio optimization," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws111510, May.
• Bergtold, Jason S. & Yeager, Elizabeth A. & Featherstone, Allen M., 2011, "Sample Size and Robustness of Inferences from Logistic Regression in the Presence of Nonlinearity and Multicollinearity," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103771, DOI: 10.22004/ag.econ.103771.
• Stefan Hoderlein & Yuya Sasaki, 2011, "On the role of time in nonseparable panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/11, May.
• Shigeru Iwata & Han Li, 2011, "Why are Trend Cycle Decompositions of Alternative Models So Different?," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-171, Mar.
• Espasa, Antoni & Mayo, Iván, 2012, "Forecasting aggregates and disaggregates with common features," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws110805, Aug.
• Donald W.K. Andrews, 2011, "Examples of L^2-Complete and Boundedly-Complete Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1801, May.
• Ghosh, Somali & Woodard, Joshua D. & Vedenov, Dmitry V., 2011, "Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103738, DOI: 10.22004/ag.econ.103738.
• Chen, Xuan & Goodwin, Barry K., 2011, "Spatio-Temporal Modeling of Southern Pine Beetle Outbreaks with a Block Bootstrapping Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103668, DOI: 10.22004/ag.econ.103668.
• Yang, Tsung Yu, 2011, "Measurement of Yield distribution: A Time-Varying Distribution Model," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103422, DOI: 10.22004/ag.econ.103422.
• Gibson, Fiona L. & Burton, Michael P., , "Determining the change in welfare estimates from introducing measurement error in non-linear choice models," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 103428, DOI: 10.22004/ag.econ.103428.
• Franke, Reiner & Westerhoff, Frank, 2011, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 78.
• Johnston, Robert J. & Ramachandran, Mahesh & Schultz, Eric T. & Segerson, Kathleen & Besedin, Elena Y., 2011, "Characterizing Spatial Pattern in Ecosystem Service Values when Distance Decay Doesn’t Apply: Choice Experiments and Local Indicators of Spatial Association," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103374, DOI: 10.22004/ag.econ.103374.
• Yoshitsugu Kitazawa, 2011, "Average elasticity in the framework of the fixed effects logit model," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 49, May.
• Ryota Yabe, 2011, "Limiting Distribution of the Score Statistic under Moderate Deviation from a Unit Root in MA(1)," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-170, Feb.
• Pudney, Stephen & Hernandez, Monica, 2011, "What you don’t see can’t hurt you? Panel data analysis and the dynamics of unobservable factors," ISER Working Paper Series, Institute for Social and Economic Research, number 2011-13, May.
• Luís Francisco Aguiar & Maria Joana Soares, 2011, "The Continuous Wavelet Transform: A Primer," NIPE Working Papers, NIPE - Universidade do Minho, number 16/2011.
• Chen, Min & Lupi, Frank, 2011, "First in Class? The Performance of Latent Class Model," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103449, DOI: 10.22004/ag.econ.103449.

Report NEP-ECM-2011-05-24

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: