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Report NEP-ECM-2012-10-27
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:
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012, "Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 127, Oct.
- Bai, Jushan & Li, Kunpeng, 2012, "Maximum likelihood estimation and inference for approximate factor models of high dimension," MPRA Paper, University Library of Munich, Germany, number 42099, Jan, revised 19 Oct 2012.
- Javier Hualde, 2012, "A simple test for the equality of integration orders," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1206.
- Schwiebert, Jörg, 2012, "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-504, Oct.
- Tae-Hwan Kim, & Christophe Muller, 2012, "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1221, Jul.
- Schwiebert, Jörg, 2012, "Semiparametric Estimation of a Binary Choice Model with Sample Selection," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-505, Oct.
- Item repec:fip:fedcwp:12-19 is not listed on IDEAS anymore
- Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012, "Nonparametric estimation of Value-at-Risk," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2012-19, Oct, revised Oct 2012.
- Item repec:dgr:kubcen:2012080 is not listed on IDEAS anymore
- Matteo Richiardi & Ambra Poggi, 2012, "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 267.
- Item repec:dgr:uvatin:20120109 is not listed on IDEAS anymore
- Schwiebert, Jörg, 2012, "Analyzing the Composition of the Female Workforce - A Semiparametric Copula Approach," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-503, Oct.
- Schwiebert, Jörg, 2012, "A Detailed Decomposition for Limited Dependent Variable Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-506, Oct.
- Guido W. Imbens & Michal Kolesar, 2012, "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 18478, Oct.
- Gareth W. Peters & Alice X. D. Dong & Robert Kohn, 2012, "A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving," Papers, arXiv.org, number 1210.3849, Oct, revised Dec 2012.
- Cheng, Gang & Zervopoulos, Panagiotis, 2012, "A proxy approach to dealing with the infeasibility problem in super-efficiency data envelopment analysis," MPRA Paper, University Library of Munich, Germany, number 42064, Jun.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Arnold F. Shapiro & Michel Terraza, 2012, "Capital asset pricing model with fuzzy returns and hypothesis testing," Working Papers, LAMETA, Universtiy of Montpellier, number 12-33, Oct, revised Sep 2012.
- Elena Rusticelli, 2012, "Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts," OECD Economics Department Working Papers, OECD Publishing, number 979, Jul, DOI: 10.1787/5k94kq50b2jd-en.
- Blazej Mazur & Mateusz Pipien, 2012, "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers, Narodowy Bank Polski, number 124.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.
- Tomasz Gerard Czekaj & Arne Henningsen, 2012, "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2012/12, Oct.
- Item repec:dgr:kubcen:2012017 is not listed on IDEAS anymore
- Robert Brooks & Mark N. Harris & Christopher Spencer, 2012, "Inflated Ordered Outcomes," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_09, Oct, revised Oct 2012.