Report NEP-ECM-2012-05-22

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:

• Item repec:acb:camaaa:2012-18 is not listed on IDEAS anymore

• Eric Gautier & Alexandre Tsybakov, 2011, "High-Dimensional Instrumental Variables Regression and Confidence Sets," Working Papers, Center for Research in Economics and Statistics, number 2011-13, May.
• Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011, "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper, University Library of Munich, Germany, number 38697.
• Fan, Jianqing & Liao, Yuan, 2012, "Endogeneity in ultrahigh dimension," MPRA Paper, University Library of Munich, Germany, number 38698.
• Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne, 2012, "Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6544, May.
• Olga Klopp, 2012, "High Dimensional Matrix Estimation With Unknown Variance Of The Noise," Working Papers, Center for Research in Economics and Statistics, number 2012-05, Feb.
• Liao, Yuan & Jiang, Wenxin, 2011, "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper, University Library of Munich, Germany, number 38700.
• Pitarakis, Jean-Yves, 2012, "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper, University Library of Munich, Germany, number 38845, May.
• Claudia Tarantola & Ioannis Ntzoufras, 2012, "Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 172, May.
• Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012, "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/12, May.
• Pitarakis, Jean-Yves, 2012, "Functional cointegration: definition and nonparametric estimation," MPRA Paper, University Library of Munich, Germany, number 38846, May.
• Olga Klopp, 2012, "Noisy Low-rank Matrix Completion with General Sampling Distribution," Working Papers, Center for Research in Economics and Statistics, number 2012-06, Mar.
• Bartolucci, Francesco, 2011, "An alternative to the Baum-Welch recursions for hidden Markov models," MPRA Paper, University Library of Munich, Germany, number 38778, Dec.
• John K. Dagsvik, 2012, "Behavioral multistate duration models. What should they look like?," Discussion Papers, Statistics Norway, Research Department, number 688, May.
• Christian Francq & Jean-Michel Zakoïan, 2011, "Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions," Working Papers, Center for Research in Economics and Statistics, number 2011-30.
• Puzanova, Natalia, 2011, "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,16.
• Bell, Peter, 2012, "Goodness of fit test for the multifractal model of asset returns," MPRA Paper, University Library of Munich, Germany, number 38689, Apr.
• Eric Gautier & Stefan Soderlein, 2011, "Estimating the Distribution of Treatment Effects," Working Papers, Center for Research in Economics and Statistics, number 2011-25, Sep.
• Xavier d'Haultfoeuille & Philippe Février, 2011, "Identification of Nonseparable Modes with Endogeneity and Discrete Instruments," Working Papers, Center for Research in Economics and Statistics, number 2011-28, May.
• Item repec:rwi:repape:0333 is not listed on IDEAS anymore

• Huber, Martin & Mellace, Giovanni, 2012, "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1212, May.
• Huber, Martin, 2012, "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1213, May, revised May 2013.
• Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012, "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper, University Library of Munich, Germany, number 38757, Apr.
• Guglielmo D'Amico & Filippo Petroni, 2012, "Weighted-indexed semi-Markov models for modeling financial returns," Papers, arXiv.org, number 1205.2551, May, revised Jun 2012.
• Leppin, Julian Sebastian, 2012, "The estimation of reservation wages: A simulation-based comparison," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 124.
• Anirban Basu, 2012, "Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 18056, May.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-020, May.
• Julie Poirier, 2012, "How to Deal with Protest Bids and Preference for the Status Quo in Choice Experiments ?," Working Papers, Center for Research in Economics and Statistics, number 2012-02, Jan.
• Robert Novy-Marx, 2012, "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers, National Bureau of Economic Research, Inc, number 18063, May.
• Item repec:qut:auncer:2012_5 is not listed on IDEAS anymore

• Tack, Jesse B. & Harri, Ardian & Coble, Keith H., 2012, "More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 123330, DOI: 10.22004/ag.econ.123330.
• Alexander Jordan & Alex Lenkoski, 2012, "Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment," Papers, arXiv.org, number 1205.2501, May.

Report NEP-ECM-2012-05-22

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: