Report NEP-ECM-2011-06-18

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:

• Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011, "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/11, May.
• Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011, "Conditional quantile processes based on series or many regressors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/11, May.
• Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011, "Inference for VARs identified with sign restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 11-20.
• Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011, "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/11, Jun.
• Item repec:hum:wpaper:sfb649dp2011-034 is not listed on IDEAS anymore

• Sebastian Fossati, 2011, "Covariate Unit Root Tests with Good Size and Power," Working Papers, University of Alberta, Department of Economics, number 2011-04, May.
• Item repec:hum:wpaper:sfb649dp2011-033 is not listed on IDEAS anymore

• Narayanan, Sridhar, 2011, "Bayesian Estimation of Discrete Games of Complete Information," Research Papers, Stanford University, Graduate School of Business, number 2079, May.
• Chen, Liang & Dolado, Juan Jose & Gonzalo, Jesus, 2011, "Detecting big structural breaks in large factor models," MPRA Paper, University Library of Munich, Germany, number 31344, Jun.
• Han Lin Shang, 2011, "A survey of functional principal component analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/11, May.
• Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011, "Nonparametric Rank Tests for Non-stationary Panels," Economics Series, Institute for Advanced Studies, number 270, Jun.
• Imene Mootamri, 2011, "Long Memory Process in Asset Returns with Multivariate GARCH innovations," Working Papers, HAL, number halshs-00599250, Jun.
• Sebastian Fossati, 2011, "Dating U.S. Business Cycles with Macro Factors," Working Papers, University of Alberta, Department of Economics, number 2011-05, May.
• Bijwaard, Govert, 2011, "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5748, May.
• Item repec:cms:2icb11:2011-137 is not listed on IDEAS anymore

• Item repec:kie:kieliw:1703 is not listed on IDEAS anymore

• Itkonen, Juha, 2011, "Causal misspecifications in econometric models," MPRA Paper, University Library of Munich, Germany, number 31397, May.

Report NEP-ECM-2011-06-18

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: