Report NEP-ECM-2013-04-20

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:

• Chen, Songxi, 2012, "Estimation in semiparametric models with missing data," MPRA Paper, University Library of Munich, Germany, number 46216, Dec.
• Masahiro Kojima & Tatsuya Kubokawa, 2013, "Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-884, Apr.
• Qiu, Yumou & Chen, Songxi, 2012, "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper, University Library of Munich, Germany, number 46242.
• Chen, Songxi & Peng, Liang & Yu, Cindy, 2013, "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions," MPRA Paper, University Library of Munich, Germany, number 46273.
• Chen, Songxi, 2013, "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper, University Library of Munich, Germany, number 46239, Jan.
• Hendrik Kaufmannz & Robinson Kruse, 2013, "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-10, 04.
• Huber, Martin, 2013, "A simple test for the ignorability of non-compliance in experiments," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1312, Apr.
• Das, Arabinda, 2013, "Estimation of Inefficiency using a Firm-specific Frontier Model," MPRA Paper, University Library of Munich, Germany, number 46168, Apr.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2013, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers, European University Institute, number 2013/13, Mar.
• Tinkl, Fabian, 2013, "Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 03/2013, revised 2013.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013, "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-11, Nov.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5904974 is not listed on IDEAS anymore

• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201302, Apr, revised Apr 2013.
• Item repec:pdn:wpaper:59 is not listed on IDEAS anymore

• Atwood, Joseph A. & Bittinger, Alison & Smith, Vincent H., 2013, "Developing Consistent Marginal Effect Estimates in a Simultaneous Equation Model with Limited Dependent Variables," Staff Papers, University of Minnesota, Department of Applied Economics, number 146790, Mar, DOI: 10.22004/ag.econ.146790.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013, "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper, University Library of Munich, Germany, number 46250.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-12, Nov.
• Wolfgang Polasek, 2013, "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series, Institute for Advanced Studies, number 295, Apr.
• Garland Durham & John Geweke, 2013, "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 9, Apr.
• Masuhara, Hiroaki, 2013, "Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 597, Mar.
• El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013, "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 46226, Apr.
• Sam Schulhofer-Wohl, 2012, "The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models," 2012 Meeting Papers, Society for Economic Dynamics, number 575.
• Joseph W. Sakshaug & Trivellore E. Raghunathan, 2013, "Synthetic Data For Small Area Estimation In The American Community Survey," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 13-19, Apr.
• Sloczynski, Tymon, 2013, "Population Average Gender Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7315, Mar.

Report NEP-ECM-2013-04-20

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: