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Report NEP-ECM-2011-10-01
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:
- Min Seong Kim & Yixiao Sun, 2011, "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers, Toronto Metropolitan University, Department of Economics, number 029, Aug.
- Jiti Gao & Peter C.B. Phillips, 2011, "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/11, Sep.
- Jiti Gao & Dag Tjøstheim & Jiying Yin, 2011, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/11, Sep.
- Heinen, Florian & Willert, Juliane, 2011, "Monitoring a change in persistence of a long range dependent time series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-479, Sep.
- Jia Chen & Jiti Gao & Degui Li, 2011, "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/11, Sep.
- Jiti Gao & Maxwell King, 2011, "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/11, Sep.
- Jiti Gao & Degui Li & Dag Tjøstheim, 2011, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/11, Sep.
- Alberto Abadie & Guido W. Imbens & Fanyin Zheng, 2011, "Robust Inference for Misspecified Models Conditional on Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 17442, Sep.
- Item repec:dgr:uvatin:20110131 is not listed on IDEAS anymore
- Chaohua Dong & Jiti Gao, 2011, "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/11, Sep.
- Prono, Todd, 2011, "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper, University Library of Munich, Germany, number 33593, Sep.
- Item repec:umc:wpaper:1110 is not listed on IDEAS anymore
- Degui Li & Zudi Lu & Oliver Linton, 2011, "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/11, Sep.
- Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2011, "Testing interval forecasts: a GMM-based approach," Working Papers, HAL, number halshs-00618467, Aug.
- Item repec:cuf:wpaper:516 is not listed on IDEAS anymore
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011, "When, where and how to perform efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 33467, Sep.
- Núñez-Antonio, Gabriel & Gutiérrez-Peña, Eduardo, 2011, "A Bayesian model for longitudinal circular data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws112720, Sep.
- Pipat Wongsaart & Jiti Gao, 2011, "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/11, Sep.
- Item repec:dgr:uvatin:20110132 is not listed on IDEAS anymore
- Item repec:eca:wpaper:2013/97304 is not listed on IDEAS anymore
- Calhoun, Gray, 2014, "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34313, Oct.
- Item repec:cuf:wpaper:515 is not listed on IDEAS anymore
- Adrian Pagan & Don Harding, 2011, "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-33, Sep.
- Chris Tofallis, 2011, "Investment Volatility: A Critique of Standard Beta Estimation and a Simple Way Forward," Papers, arXiv.org, number 1109.4422, Sep.
- Ravallion, Martin, 2011, "On the implications of essential heterogeneity for estimating causal impacts using social experiments," Policy Research Working Paper Series, The World Bank, number 5804, Sep.
- Item repec:eus:wpaper:ec0711 is not listed on IDEAS anymore
- Charles F. Manski & John V. Pepper, 2011, "Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections," NBER Working Papers, National Bureau of Economic Research, Inc, number 17455, Sep.
- Fengler, Matthias & Hin, Lin-Yee, 2011, "Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1136, Sep, revised May 2013.
- Igor Prünster & Matteo Ruggiero, 2011, "A Bayesian nonparametric approach to modeling market share dynamics," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 217.
- Item repec:unu:wpaper:wp2011-51 is not listed on IDEAS anymore
- Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2011, "Estimating US persistent and transitory monetary shocks: implications for monetary policy," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb113108, Sep.