Report NEP-ECM-2011-08-22This 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.
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 17283, National Bureau of Economic Research, Inc.
- Tanaka, Katsuto, 2011. "Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck Process," Discussion Papers 2011-07, Graduate School of Economics, Hitotsubashi University.
- 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 E2011/19, Cardiff University, Cardiff Business School, Economics Section.
- Barbara Rossi & Atsushi Inoue, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
- Winston Wei Dou & David Pollard & Harrison H. Zhou, 2011. "Estimation in Functional Regression for General Exponential Families," Papers 1108.3552, arXiv.org.
- 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) dp-477, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- 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 E2011/20, Cardiff University, Cardiff Business School, Economics Section.
- Toke, Ioane Muni & Pomponio, Fabrizio, 2011. "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers 2011-32, Kiel Institute for the World Economy (IfW).
- Item repec:cbt:econwp:11/30 is not listed on IDEAS anymore
- Tanaka, Katsuto, 2011. "Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on a Martingale Approximation," Discussion Papers 2011-06, Graduate School of Economics, Hitotsubashi University.
- A. Saichev & D. Sornette, 2011. "Time-Bridge Estimators of Integrated Variance," Papers 1108.2611, arXiv.org.
- Darrell Duffie & Yeneng Sun, 2011. "The Exact Law of Large Numbers for Independent Random Matching," NBER Working Papers 17280, National Bureau of Economic Research, Inc.