Report NEP-ECM-2011-08-02

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:

• Item repec:dgr:kubcen:2011082 is not listed on IDEAS anymore

• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Ley, Eduardo & Steel, Mark F.J., 2011, "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series, The World Bank, number 5732, Jul.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11042, Jul.
• Nilsen, Øivind Anti & Raknerud, Arvid & Skjerpen, Terje, 2011, "Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model: Application to a Wage Equation with Worker and Firm Heterogeneity," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5847, Jul.
• Massimiliano Bratti & Alfonso Miranda, 2011, "Endogenous treatment effects for count data models with endogenous participation or sample selection," Mexican Stata Users' Group Meetings 2011, Stata Users Group, number 05, Jul.
• Krenar Avdulaj, 2011, "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/26, Jul, revised Jul 2011.
• Gabriele La Spada & Fabrizio Lillo, 2011, "The effect of round-off error on long memory processes," Papers, arXiv.org, number 1107.4476, Jul, revised Mar 2013.
• E. Otranto, 2011, "Classification of Volatility in Presence of Changes in Model Parameters," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201113.
• Luis F. Martins, 2011, "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers, Banco de Portugal, Economics and Research Department, number w201116.
• Item repec:hum:wpaper:sfb649dp2011-045 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2113389 is not listed on IDEAS anymore

Report NEP-ECM-2011-08-02

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: