Printed from https://ideas.repec.org/n/nep-ecm/2011-08-22.html
Report NEP-ECM-2011-08-22
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:
- Jeremy T. Fox & Kyoo il Kim, 2011, "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17283, Aug.
- Tanaka, Katsuto & 田中, 勝人, 2011, "Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2011-07, Aug.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011, "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/19, Aug.
- Atsushi Inoue & Barbara Rossi, 2011, "Out-of-sample forecast tests robust to the choice of window size," Working Papers, Federal Reserve Bank of Philadelphia, number 11-31.
- Winston Wei Dou & David Pollard & Harrison H. Zhou, 2011, "Estimation in Functional Regression for General Exponential Families," Papers, arXiv.org, number 1108.3552, Aug.
- Fink, Günther & McConnell, Margaret & Vollmer, Sebastian, 2011, "Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-477, Jul.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2011, "The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/20, Aug.
- Toke, Ioane Muni & Pomponio, Fabrizio, 2011, "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-32.
- Item repec:cbt:econwp:11/30 is not listed on IDEAS anymore
- Tanaka, Katsuto & 田中, 勝人, 2011, "Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on a Martingale Approximation," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2011-06, Jun.
- A. Saichev & D. Sornette, 2011, "Time-Bridge Estimators of Integrated Variance," Papers, arXiv.org, number 1108.2611, Aug.
- Darrell Duffie & Yeneng Sun, 2011, "The Exact Law of Large Numbers for Independent Random Matching," NBER Working Papers, National Bureau of Economic Research, Inc, number 17280, Aug.