Printed from https://ideas.repec.org/n/nep-ecm/2012-01-03.html
Report NEP-ECM-2012-01-03
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:
- Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840, Dec.
- Norets, Andriy & Pelenis, Justinas, 2011, "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series, Institute for Advanced Studies, number 282, Dec.
- Item repec:dgr:umamet:2011056 is not listed on IDEAS anymore
- Kleppe, Tore Selland & Liesenfeld, Roman, 2011, "Efficient high-dimensional importance sampling in mixture frameworks," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2011-11.
- Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity in sample selection models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1145, Dec.
- Jerry A. Hausman & Christopher J. Palmer, 2011, "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 17698, Dec.
- Qian, Hang, 2011, "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper, University Library of Munich, Germany, number 35561, Dec.
- Valentin Zelenyuk & Leopold Simar, 2011, "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP102011.
- Amisano, Gianni & Geweke, John, 2011, "Analysis of variance for bayesian inference," Working Paper Series, European Central Bank, number 1409, Dec.
- Paweł Strawiński, 2011, "Dynamic caliper matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2011-25.
- Pierre Perron & Tomoyoshi Yabu, 2011, "Testing for Trend in the Presence of Autoregressive Error: A Comment," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program, number 2011-024, Oct.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011, "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics, School of Economics, University of Kent, number 1125, Nov.
- Jones, A & Lomas, J & Rice, N, 2011, "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/31, Oct.
- Lof, Matthijs, 2011, "GMM estimation with noncausal instruments under rational expectations," MPRA Paper, University Library of Munich, Germany, number 35536, Dec.
- Dirk Tasche, 2011, "Bayesian estimation of probabilities of default for low default portfolios," Papers, arXiv.org, number 1112.5550, Dec, revised Aug 2013.
- Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011, "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE, CREATE, number 2011-4.
- Travaglini, Guido, 2011, "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper, University Library of Munich, Germany, number 35486, Oct.
- Item repec:dgr:umamet:2011053 is not listed on IDEAS anymore
- Item repec:bon:bonedp:bgse13_2012 is not listed on IDEAS anymore
- Cruces, Guillermo & Lanjouw, Peter & Lucchetti, Leonardo & Perova, Elizaveta & Vakis, Renos & Viollaz, Mariana, 2011, "Intra-generational mobility and repeated cross-sections : a three-country validation exercise," Policy Research Working Paper Series, The World Bank, number 5916, Dec.
- Luca Regis, 2011, "A Bayesian copula model for stochastic claims reserving," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 227.
- Cooke, Roger M. & Nieboer, Daan, 2011, "Heavy-Tailed Distributions: Data, Diagnostics, and New Developments," RFF Working Paper Series, Resources for the Future, number dp-11-19, Mar.
- Miguel Artiach, 2011, "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-27, Dec.
- Cristin Buescu & Michael Taksar & Fatoumata J. Kon'e, 2011, "An application of the method of moments to volatility estimation using daily high, low, opening and closing prices," Papers, arXiv.org, number 1112.4534, Dec.