Report NEP-ECM-2011-02-19

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:

• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2011. "Identification-robust estimation and testing of the zero-beta CAPM," CIRANO Working Papers 2011s-21, CIRANO.
• Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011. "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper 28721, University Library of Munich, Germany.
• Aslanidis, Nektarios & Casas, Isabel, 2011. "Modelling asset correlations: A nonparametric approach," Working Papers 2011-01, University of Sydney, School of Economics.
• Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
• Iacopo Mastromatteo & Matteo Marsili, 2011. "On the criticality of inferred models," Papers 1102.1624, arXiv.org, revised Sep 2011.
• Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
• Juan Manuel Julio Román, 2011. "Modeling Data Revisions," Borradores de Economia 7929, Banco de la Republica.
• Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
• Kociecki, Andrzej, 2011. "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper 28731, University Library of Munich, Germany.
• David Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Economics Series Working Papers 529, University of Oxford, Department of Economics.
• T. Kirk White & Jerome P. Reiter & Amil Petrin, 2011. "Plant-Level Productivity and Imputation of Missing Data in the Census of Manufactures," Working Papers 11-02, Center for Economic Studies, U.S. Census Bureau.
• Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive 11-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 12 Feb 2011.
• Hanley, Nicholas & Riera, Antoni & Torres, Cati, 2010. "How wrong can you be? Implications of incorrect utility function specification for welfare measurement in choice experiments," Stirling Economics Discussion Papers 2010-12, University of Stirling, Division of Economics.
• Salois, Matthew & Balcombe, Kelvin, 2011. "Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity," MPRA Paper 28745, University Library of Munich, Germany.
• Frisén, Marianne, 2011. "On multivariate control charts," Research Reports 2011:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• Patuelli, Roberto & Schanne, Norbert & Griffith, Daniel A. & Nijkamp, Peter, 2011. "Persistence of regional unemployment : Application of a spatial filtering approach to local labour markets in Germany," IAB-Discussion Paper 201103, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Frisén, Marianne, 2011. "Methods and evaluations for surveillance in industry, business, finance, and public health," Research Reports 2011:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• Taufemback, Cleiton & Da Silva, Sergio, 2011. "Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data," MPRA Paper 28720, University Library of Munich, Germany.
• T. R. Hurd & Zhuowei Zhou, 2011. "Statistical Inference for Time-changed Brownian Motion Credit Risk Models," Papers 1102.2412, arXiv.org.
• Michael C. Munnix & Rudi Schafer, 2011. "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers 1102.1099, arXiv.org, revised Mar 2011.
• Vladimír Benáček & Eva Michalíková, 2011. "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES 2011/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2011.
• Item repec:dar:ddpeco:48892 is not listed on IDEAS anymore

• Satkartar K. Kinney & Jerome P. Reiter & Arnold P. Reznek & Javier Miranda & Ron S. Jarmin & John M. Abowd, 2011. "Towards Unrestricted Public Use Business Microdata: The Synthetic Longitudinal Business Database," Working Papers 11-04, Center for Economic Studies, U.S. Census Bureau.
• Frank Schorfheide, 2011. "Estimation and evaluation of DSGE models: progress and challenges," Working Papers 11-7, Federal Reserve Bank of Philadelphia.
• David Hendry, 2011. "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers 530, University of Oxford, Department of Economics.
• Duan Wang & Boris Podobnik & Davor Horvati'c & H. Eugene Stanley, 2011. "Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices," Papers 1102.2240, arXiv.org.