Report NEP-ECM-2011-01-16

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:

• Tao Chen & Gautam Tripathi, 2011. "Testing Conditional Symmetry Without Smoothing," Working papers 2011-01, University of Connecticut, Department of Economics.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
• Naoto Kunitomo & Kentaro Akashi, 2010. "An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity," CIRJE F-Series CIRJE-F-780, CIRJE, Faculty of Economics, University of Tokyo.
• James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
• Oberhofer, Harald & Pfaffermayr, Michael, 2011. "Testing the One-Part Fractional Response Model against an Alternative Two-Part Model," Working Papers in Economics 2011-1, University of Salzburg.
• Item repec:got:cegedp:116 is not listed on IDEAS anymore

• Ana Paula Martins, 2010. "Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments," EERI Research Paper Series EERI_RP_2010_37, Economics and Econometrics Research Institute (EERI), Brussels.
• Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers w201032, Banco de Portugal, Economics and Research Department.
• Antonio Merlo & Aureo de Paula, 2010. "Identification and Estimation of Preference Distributions When Voters Are Ideological," PIER Working Paper Archive 11-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
• Matthias Fengler & Helmut Herwartz & Christian Werner, 2010. "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010 1132, Department of Economics, University of St. Gallen, revised Nov 2011.
• Nidhiya Menon & Mark M. Pitt, 2010. "Spatial Decentralization and Program Evaluation: Theory and an Example from Indonesia," Working Papers 16, Brandeis University, Department of Economics and International Business School.
• Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
• Sriram Shankar & Chris O'Donnell & John Quiggin, 2010. "Production Under Uncertainty: A Simulation Study," Risk & Uncertainty Working Papers WPR10_3, Risk and Sustainable Management Group, University of Queensland.
• Giacomo Sbrana, 2010. "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers 10-08, Association Française de Cliométrie (AFC).
• Diewert, Erwin, 2011. "Alternative Approaches to Measuring House Price Inflation," Economics working papers erwin_diewert-2011-1, Vancouver School of Economics, revised 07 Jan 2011.