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Report NEP-ECM-2011-11-28
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:
- Wolfgang Polasek, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 46_11, Nov, revised Jan 2012.
- Wolfgang Polasek, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series, Rimini Centre for Economic Analysis, number 45_11, Nov.
- Van Keilegom, Ingrid & Vanhems, Anne, 2011, "Semiparametric transformation model with endogeneity: a control function approach," TSE Working Papers, Toulouse School of Economics (TSE), number 11-243, May.
- Seongman Moon & Carlos Velasco, 2011, "Tests for m-dependence Based on Sample Splitting Methods," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1108, Aug.
- Seongman Moon & Carlos Velasco, 2011, "On the Properties of Regression Tests of Asset Return Predictability," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1111, Aug.
- Søren Johansen & Bent Nielsen, 2011, "Asymptotic theory for iterated one-step Huber-skip estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-40, Nov.
- Efang Kong & Oliver Linton & Yingcun Xia, 2011, "Global Bahadur representation for nonparametric censored regression quantiles and its applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/11, Nov.
- David E. Giles & Xiao Ling, 2011, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers, Department of Economics, University of Victoria, number 1111, Nov.
- Jiří Witzany, 2011, "Estimating Correlated Jumps and Stochastic Volatilities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/35, Nov, revised Nov 2011.
- Item repec:imf:imfwpa:11/235 is not listed on IDEAS anymore
- Gaurab Aryal & Maria F. Gabrielli, 2011, "Testing for Collusion in Asymmetric First-Price Auctions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-564, Nov.
- Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011, "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 34860, Oct.
- Andor, Mark & Hesse, Frederik, 2011, "A Monte Carlo simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 51.
- Kelly C. Bishop & Christopher Timmins, 2011, "Hedonic Prices and Implicit Markets: Estimating Marginal Willingness to Pay for Differentiated Products Without Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 17611, Nov.
- Jan Babecký & Tomáš Havránek & Jakub Matìjù & Marek Rusnák & Kateøina Šmídková & Boøek Vašíèek, 2011, "Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/36, Nov, revised Nov 2011.