Report NEP-ECM-2013-02-03

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:

• Bibinger, Markus & Mykland, Per A., 2013. "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers 2013-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan, 2013. "Analysis of discrete dependent variable models with spatial correlation," Economics Working Papers 2013-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
• Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Otávio Bartalotti, 2013. "Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach," Working Papers 1302, Tulane University, Department of Economics, revised Nov 2013.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers CWP44/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
• A. Talha Yalta, 2013. "Small Sample Bootstrap Inference of Level Relationships in the Presence of Autocorrelated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Working Papers 1301, TOBB University of Economics and Technology, Department of Economics.
• Paola Cerchiello & Paolo Giudici, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
• Wikström, Daniel, 2012. "The fixed effects estimator of technical efficiency," Department of Economics publications 9101, Swedish University of Agricultural Sciences, Department of Economics.
• M. Ballings & D. Van Den Poel, 2012. "Kernel Factory: An Ensemble of Kernel Machines," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/825, Ghent University, Faculty of Economics and Business Administration.