Report NEP-ECM-2010-09-11

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:

• Stefan Holst Bache, 2010. "Minimax Regression Quantiles," CREATES Research Papers 2010-54, Department of Economics and Business Economics, Aarhus University.
• Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, Department of Economics and Business Economics, Aarhus University.
• Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
• Naoto Kunitomo & Seisho Sato, 2010. "On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CARF F-Series CARF-F-228, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Item repec:eca:wpaper:2013/61441 is not listed on IDEAS anymore

• Christos Ntantamis, 2010. "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers 2010-52, Department of Economics and Business Economics, Aarhus University.
• Millimet, Daniel L., 2010. "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," IZA Discussion Papers 5140, Institute of Labor Economics (IZA).
• Item repec:cdl:ucsdec:1257043 is not listed on IDEAS anymore

• Item repec:cdl:agrebk:1387327 is not listed on IDEAS anymore

• W. Robert Reed & Rachel Webb, 2010. "The PCSE Estimator is Good -- Just Not as Good as You Think," Working Papers in Economics 10/53, University of Canterbury, Department of Economics and Finance.
• Item repec:dgr:uvatin:20100083 is not listed on IDEAS anymore

• Harvey, A., 2010. "Exponential Conditional Volatility Models," Cambridge Working Papers in Economics 1040, Faculty of Economics, University of Cambridge.
• Item repec:cdl:ucsdec:1088027 is not listed on IDEAS anymore

• Item repec:ner:tilbur:urn:nbn:nl:ui:12-4205923 is not listed on IDEAS anymore

• Item repec:cdl:agrebk:1119684 is not listed on IDEAS anymore

• Kruse, Robinson & Sibbertsen, Philipp, 2010. "Long memory and changing persistence," Hannover Economic Papers (HEP) dp-455, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
• Bratti, M. & Miranda, A, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," Health, Econometrics and Data Group (HEDG) Working Papers 10/19, HEDG, c/o Department of Economics, University of York.
• Item repec:cdl:ucsdec:654028 is not listed on IDEAS anymore

• Norbert Christopeit & Michael Massmann, 2010. "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 10-077/4, Tinbergen Institute.
• Berthold R. Haag & Stefan Hoderlein & Sonya Mihaleva, 2009. "Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence," Boston College Working Papers in Economics 749, Boston College Department of Economics.
• Christian Proano, 2010. "Recession Forecasting with Dynamic Probit Models under Real Time Conditions," IMK Working Paper 10-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Agostino Tarsitano & Marianna Falcone, 2010. "Missing-Values Adjustment For Mixed-Type Data," Working Papers 201015, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Bar, H & Lillard, D, 2010. "A Heap of Trouble? Accounting for Mismatch Bias in Retrospectively Collected Data on Smoking," Health, Econometrics and Data Group (HEDG) Working Papers 10/20, HEDG, c/o Department of Economics, University of York.
• Zhaosong Lu & Yong Zhang, 2010. "Penalty Decomposition Methods for Rank Minimization," Papers 1008.5373, arXiv.org, revised May 2012.
• Steffen Andersen & John Fountain & Glenn W. Harrison & E. Elisabet Rutström, 2010. "Estimating Subjective Probabilities," Experimental Economics Center Working Paper Series 2010-08, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• John Strauss & Nayoung Lee & Geert Ridder, 2010. "Estimation of Poverty Transition Matrices with Noisy Data," Working Papers id:2796, eSocialSciences.
• Christos Ntantamis, 2010. "Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models," CREATES Research Papers 2010-53, Department of Economics and Business Economics, Aarhus University.
• Item repec:hal:cesptp:halshs-00511995_v1 is not listed on IDEAS anymore

• Eduardo Fé, 2010. "An application of local linear regression with asymmetric kernels to regression discontinuity designs," Economics Discussion Paper Series 1016, Economics, The University of Manchester.
• Item repec:acb:camaaa:2010-25 is not listed on IDEAS anymore

• Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.