Report NEP-ECM-2010-07-31

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:

• Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," IDEI Working Papers 613, Institut d'Économie Industrielle (IDEI), Toulouse.
• Paulo M.M. Rodrigues & Antonio Rubia, 2010. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers w201011, Banco de Portugal, Economics and Research Department.
• Florens, Jean-Pierre, 2010. "Non Parametric Models with Instrumental Variables," IDEI Working Papers 618, Institut d'Économie Industrielle (IDEI), Toulouse.
• António Alberto Santos, 2010. "MCMC, likelihood estimation and identifiability problems in DLM models," GEMF Working Papers 2010-12, GEMF, Faculty of Economics, University of Coimbra.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010. "Further results on the limiting distribution of GMM sample moment conditions," FRB Atlanta Working Paper 2010-11, Federal Reserve Bank of Atlanta.
• David Vincent, 2010. "Bootstrap LM Test for the Box CoxTobit Model," BOS10 Stata Conference 9, Stata Users Group.
• Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
• Dominique Guegan & Zhiping Lu, 2010. "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne 10059, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• António Rua & Miguel de Carvalho, 2010. "Nonstationary Extremes and the US Business Cycle," Working Papers w201003, Banco de Portugal, Economics and Research Department.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2009. "Regularization of Nonparametric Frontier Estimators," IDEI Working Papers 614, Institut d'Économie Industrielle (IDEI), Toulouse.
• Sojourner, Aaron, 2010. "Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life," IZA Discussion Papers 5066, Institute of Labor Economics (IZA).
• Antonis Demos & Stelios Arvanitis, 2010. "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers 1023, Athens University of Economics and Business.
• Maximiano Pinheiro, 2010. "Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables," Working Papers w201013, Banco de Portugal, Economics and Research Department.
• António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
• Austin Nichols, 2010. "Regression for nonnegative skewed dependent variables," BOS10 Stata Conference 2, Stata Users Group.
• Wojciech Maliszewski, 2010. "Vietnam; Bayesian Estimation of Output Gap," IMF Working Papers 10/149, International Monetary Fund.
• António Rua, 2010. "Measuring comovement in the time-frequency space," Working Papers w201001, Banco de Portugal, Economics and Research Department.
• António Rua & Miguel de Carvalho, 2010. "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers w201009, Banco de Portugal, Economics and Research Department.
• Florens, Jean-Pierre & Simon, Guillaume, 2010. "Endogeneity and Instrumental Variables in Dynamic Models," IDEI Working Papers 624, Institut d'Économie Industrielle (IDEI), Toulouse.
• Cazals, Catherine & Dudley, Paul & Florens, Jean-Pierre & Jones, Michael, 2010. "The Effect of Unobserved Heterogeneity in Stochastic Frontier Estimation: Comparison of Cross Section and Panel with Simulated Data for The Postal Sector," IDEI Working Papers 619, Institut d'Économie Industrielle (IDEI), Toulouse.
• António Rua & Miguel de Carvalho, 2010. "Extremal Dependence in International Output Growth: Tales from the Tails," Working Papers w201008, Banco de Portugal, Economics and Research Department.