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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, Verein für Socialpolitik / German Economic Association, number 62072.
- 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, University Library of Munich, Germany, number 43430, Oct.
- Delis, Manthos D & Iosifidi, Maria & Tsionas, Efthymios, 2012, "On the estimation of marginal cost," MPRA Paper, University Library of Munich, Germany, number 43514, Dec.
- Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari, 2012, "A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 67-2012, Nov, revised Nov 2012.
- Halkos, George & Tsilika, Kyriaki, 2012, "Programming identification criteria in simultaneous equation models," MPRA Paper, University Library of Munich, Germany, number 43467.
- Baumöhl, Eduard & Lyócsa, Štefan, 2012, "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper, University Library of Munich, Germany, number 43431, Dec.
- Joshua Angrist & Miikka Rokkanen, 2012, "Wanna Get Away? RD Identification Away from the Cutoff," NBER Working Papers, National Bureau of Economic Research, Inc, number 18662, Dec.
- Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo, 2012, "Fast nonparametric classification based on data depth," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/12.
- 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, Verein für Socialpolitik / German Economic Association, number 62310.
- 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, Verein für Socialpolitik / German Economic Association, number 66060.
- Winkelried, Diego, 2012, "Predicting quarterly aggregates with monthly indicators," Working Papers, Banco Central de Reserva del Perú, number 2012-023, Dec.