Report NEP-ECM-2009-08-02

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:

• Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
• Item repec:hal:journl:halshs-00368340_v1 is not listed on IDEAS anymore

• Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Post-Print halshs-00375531, HAL.
• Item repec:hal:journl:halshs-00377485_v1 is not listed on IDEAS anymore

• Dominique Guegan & Jing Zhang, 2010. "Change analysis of a dynamic copula for measuring dependence in multivariate financial data," Post-Print halshs-00368334, HAL.
• Simona Delle Chiaie, 2009. "The sensitivity of DSGE models’ results to data detrending," Working Papers 157, Oesterreichische Nationalbank (Austrian Central Bank).
• Sylvia Frühwirth-Schnatter & Christoph Pamminger, 2009. "Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models," NRN working papers 2009-07, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
• Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany.
• Item repec:hal:journl:halshs-00390636_v1 is not listed on IDEAS anymore

• Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, Institute of Labor Economics (IZA).
• Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application," Discussion Papers 09-13, University of Copenhagen. Department of Economics.
• Maurus Rischatsch, 2009. "Simulating WTP Values from Random-Coefficient Models," SOI - Working Papers 0912, Socioeconomic Institute - University of Zurich.
• Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
• Michael Greenacre, 2009. "Contribution biplots," Economics Working Papers 1162, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2011.
• Kevin J. Denny, 2009. "Very simple marginal effects in some discrete choice models," Working Papers 200921, Geary Institute, University College Dublin.
• James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
• Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2009. "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," NBER Working Papers 15211, National Bureau of Economic Research, Inc.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Cahiers de Recherches Economiques du Département d'économie 09.08, Université de Lausanne, Faculté des HEC, Département d’économie.
• Partha Deb & Pravin K. Trivedi & David M. Zimmer, 2009. "Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model," NBER Working Papers 15191, National Bureau of Economic Research, Inc.
• Weili Ding & Steven F. Lehrer, 2009. "Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions," NBER Working Papers 15200, National Bureau of Economic Research, Inc.
• Richard G. Anderson & Jane M. Binner & Barry E. Jones & Graham Kendall & Jonathan Tepper & Peter Tino, 2009. "Does money matter in inflation forecasting?," Working Papers 2009-030, Federal Reserve Bank of St. Louis.
• Armstrong, J. Scott & Graefe, Andreas, 2009. "Predicting Elections from Biographical Information about Candidates," MPRA Paper 16461, University Library of Munich, Germany.
• Jochen Hartwig, 2009. "A panel Granger-causality test of endogenous vs. exogenous growth," KOF Working papers 09-231, KOF Swiss Economic Institute, ETH Zurich.