Report NEP-ECM-2013-01-12

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:

• Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina, 2012. "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62072, Verein für Socialpolitik / German Economic Association.
• Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca, 2012. "Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator," MPRA Paper 43430, University Library of Munich, Germany.
• Delis, Manthos D & Iosifidi, Maria & Tsionas, Efthymios, 2012. "On the estimation of marginal cost," MPRA Paper 43514, University Library of Munich, Germany.
• Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari, 2012. "A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping," Working Papers 67-2012, Macerata University, Department of Finance and Economic Sciences, revised Nov 2012.
• Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
• Baumöhl, Eduard & Lyócsa, Štefan, 2012. "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper 43431, University Library of Munich, Germany.
• Joshua Angrist & Miikka Rokkanen, 2012. "Wanna Get Away? RD Identification Away from the Cutoff," NBER Working Papers 18662, National Bureau of Economic Research, Inc.
• Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo, 2012. "Fast nonparametric classification based on data depth," Discussion Papers in Econometrics and Statistics 1/12, University of Cologne, Institute of Econometrics and Statistics.
• Heinlein, Reinhold & Krolzig, Hans-Martin, 2012. "On the construction of two-country cointegrated VAR models with an application to the UK and US," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62310, Verein für Socialpolitik / German Economic Association.
• Drepper, Bettina & Effraimidis, Georgios, 2012. "Nonparametric identification of dynamic treatment effects in competing risks models," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66060, Verein für Socialpolitik / German Economic Association.
• Winkelried, Diego, 2012. "Predicting quarterly aggregates with monthly indicators," Working Papers 2012-023, Banco Central de Reserva del Perú.