Printed from https://ideas.repec.org/n/nep-ecm/2011-11-21.html
Report NEP-ECM-2011-11-21
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:
- Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni, 2011, "A Permutation-based Combination of Sign Tests for Assessing Habitat Selection," Department of Economics University of Siena, Department of Economics, University of Siena, number 622, Oct.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2011, "Goodness of Fit: an axiomatic approach," Working Papers, HAL, number halshs-00639075, Nov.
- Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2011, "Extending the Hausman Test to Check for the presence of Outliers," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-036, Nov.
- Rothe, Christoph, 2011, "Partial Distributional Policy Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6076, Oct.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011, "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6084, Oct.
- Picchio, Matteo, 2011, "Lagged Duration Dependence in Mixed Proportional Hazard Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6089, Oct.
- John Mullahy, 2011, "Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 17588, Nov.
- Item repec:eca:wpaper:2013/102302 is not listed on IDEAS anymore
- Yacine Ait-Sahalia & Jianqing Fan & Yingying Li, 2011, "The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency," NBER Working Papers, National Bureau of Economic Research, Inc, number 17592, Nov.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-27549 is not listed on IDEAS anymore
- H. Evans & A. Basu, 2011, "Exploring comparative effect heterogeneity with instrumental variables: prehospital intubation and mortality," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/26, Aug.
- George Tauchen, 2011, "Levy Process Models for High Frequency Financial Data," Working Papers, Duke University, Department of Economics, number 11-22.
- Item repec:eca:wpaper:2013/102561 is not listed on IDEAS anymore
- Charles A. Fleischman & John M. Roberts, 2011, "From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-46.
- Jean-Sébastien Pentecôte, 2011, "Long-run identifying restrictions on VARs within the AS-AD framework," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201125, Nov.