Report NEP-ECM-2012-12-22

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Stephen G. Donald & Yu-Chin Hsu, 2012, "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A016, Dec.
• Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012, "An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7054, Nov.
• Xu Cheng & Zhipeng Liao, 2012, "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-045, Nov.
• Kleiber, Christian, 2012, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers, Faculty of Business and Economics - University of Basel, number 2012/15.
• Martin Burda & Artem Prokhorov, 2012, "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers, Concordia University, Department of Economics, number 12012, Dec.
• Xu Cheng & Bruce E. Hansen, 2012, "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-046, Oct.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A015, Dec, revised Jun 2013.
• Gaurab Aryal & Maria F. Gabrielli, 2012, "Estimating Revenue Under Collusion-Proof Auctions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-597, Dec.
• Kaufmann, Sylvia & Schumacher, Christian, 2012, "Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results," Discussion Papers, Deutsche Bundesbank, number 29/2012.
• M. Fort, 2012, "Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp857, Dec.
• Yoshitsugu Kitazawa, 2012, "An improved theoretical ground for the linear feedback model and a new indicator," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 58, Dec.