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Report NEP-ECM-2011-11-01
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:
- Månsson, Kristofer & Kibria, B. M. Golam & Shukur, Ghazi, 2011, "On Liu Estimators for the Logit Regression Model," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 259, Oct.
- Ye Chen & Jun Yu, 2011, "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers, Singapore Management University, School of Economics, number 12-2011, Oct.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers, Department of Economics, University of Birmingham, number 11-16, Oct.
- Paulo M.M. Rodrigues & Antonio Rubia, 2011, "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201126.
- Item repec:rtr:wpaper:139 is not listed on IDEAS anymore
- Pietro Giorgio Lovaglio & Giuseppe Folloni, 2011, "The estimation of Human Capital in structural models with flexible specification," Working Papers, AlmaLaurea Inter-University Consortium, number 11, Sep.
- Andrew Gordon Wilson & David A. Knowles & Zoubin Ghahramani, 2011, "Gaussian Process Regression Networks," Papers, arXiv.org, number 1110.4411, Oct.
- Item repec:mis:wpaper:20111001 is not listed on IDEAS anymore
- Fabian Krüger & Ingmar Nolte, 2011, "Disagreement, Uncertainty and the True Predictive Density," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-43, Sep.
- Item repec:lic:licosd:28711 is not listed on IDEAS anymore
- van den Berg, Gerard J. & Drepper, Bettina, 2011, "Inference for Shared-Frailty Survival Models with Left-Truncated Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6031, Oct.
- Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011, "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series, The University of Melbourne, number 1129.
- Francisco Rubio & Xavier Mestre & Daniel P. Palomar, 2011, "Performance analysis and optimal selection of large mean-variance portfolios under estimation risk," Papers, arXiv.org, number 1110.3460, Oct.
- Taştan, Hüseyin, 2011, "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper, University Library of Munich, Germany, number 34302.
- Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2011, "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20117.
- Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011, "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers, Central Bank of Luxembourg, number 63, Oct.
- Marco Centoni & Gianluca Cubadda, 2011, "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper, Tor Vergata University, CEIS, number 215, Oct, revised 26 Oct 2011.
- Christoph Pamminger & Regina Tüchler, 2011, "A Bayesian Analysis of Female Wage Dynamics Using Markov Chain Clustering," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2011-04, Jul.
- Corinne Autant-Bernard, 2011, "Spatial econometrics of innovation : Recent contributions and research perspectives," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1120.