Printed from https://ideas.repec.org/n/nep-ecm/2012-01-25.html
Report NEP-ECM-2012-01-25
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:
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659158, Nov.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011, "Estimation of treatment effects with high-dimensional controls," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/11, Dec.
- Delgado, Miguel A. & Escanciano, Juan Carlos, 2011, "Conditional stochastic dominance testing," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1138, Dec.
- Marco Avarucci & Eric Beutner & Paolo Zaffaroni, 2012, "On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2012/1, Jan.
- David E. Giles, 2012, "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers, Department of Economics, University of Victoria, number 1201, Jan.
- Tatsuya Kubokawa, 2012, "Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-832, Jan.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011, "Inference for high-dimensional sparse econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/11, Dec.
- Di Iorio, Francesca & Fachin, Stefano, 2012, "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-1.
- Item repec:syb:wpbsba:01/2012 is not listed on IDEAS anymore
- Tatiana V. Komarova & Denis Nekipelov & Evgeny Yakovlev, 2011, "Identification, data combination and the risk of disclosure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/11, Dec.
- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-002, Jan.
- Victor Chernozhukov & Ivan Fernandez-Val, 2011, "Inference for extremal conditional quantile models, with an application to market and birthweight risks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/11, Dec.
- Item repec:dgr:umamet:2011055 is not listed on IDEAS anymore
- Ladislav Kristoufek, 2012, "How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study," Papers, arXiv.org, number 1201.3511, Jan.
- Nayoung Lee & Hyungsik Roger Moon & Martin Weidner, 2011, "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/11, Dec.
- Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman, 2012, "Local Constant and Local Bilinear Multiple-Output Quantile Regression," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-003, Jan.
- Bruno Arpino & Elisabetta De Cao & Franco Peracchi, 2011, "Using panel data to partially identify HIV prevalence when HIV status is not missing at random," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1113, revised Aug 2011.
- Steven Kou & Tony Sit & Zhiliang Ying, 2012, "Parameter Estimation using Empirical Likelihood combined with Market Information," Papers, arXiv.org, number 1201.2899, Jan.
- Fernández-Avilés, G & Montero, JM & Mateu, J, 2011, "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper, University Library of Munich, Germany, number 35874.
- Item repec:syb:wpbsba:11/2011 is not listed on IDEAS anymore
- Item repec:syb:wpbsba:01/2011 is not listed on IDEAS anymore
- David I. Stern, 2011, "From Correlation to Granger Causality," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1113, Sep.