Report NEP-ECM-2011-02-26

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:

• Jan G. de Gooijer & Ao Yuan, 2011. "Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data," Tinbergen Institute Discussion Papers 11-011/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20110007 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2010/551 is not listed on IDEAS anymore

• Jacob Schwartz & David E. Giles, 2011. "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers 1102, Department of Economics, University of Victoria.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
• Toshio Honda, 2010. "Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.
• Item repec:dgr:uvatin:20110003 is not listed on IDEAS anymore

• Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP06/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Drew Creal & Siem Jan Koopman & André Lucas, 2010. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers 10-032/2, Tinbergen Institute.
• Matteo Pelagatti & Pranab Sen, 2010. "A KPSS better than KPSS. Rank tests for short memory stationarity," Working Papers 20110201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Item repec:cep:stiecm:/2010/550 is not listed on IDEAS anymore

• David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010. "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers 10-059/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20100044 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2010/549 is not listed on IDEAS anymore

• Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011. "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers 11-004/4, Tinbergen Institute.
• Olfa Zaafrane & Anouar Ben Mabrouk, 2011. "A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation," Papers 1102.3702, arXiv.org.
• Item repec:dgr:umamet:2011011 is not listed on IDEAS anymore

• Charles S. Bos & Siem Jan Koopman, 2010. "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers 10-017/4, Tinbergen Institute.
• Shiko Maruyama, 2010. "Estimation of Finite Sequential Games," Discussion Papers 2010-22, School of Economics, The University of New South Wales.
• Item repec:cep:stiecm:/2010/552 is not listed on IDEAS anymore

• Pesaran, M. Hashem & Chudik, Alexander, 2011. "Aggregation in Large Dynamic Panels," IZA Discussion Papers 5478, Institute of Labor Economics (IZA).
• Item repec:dgr:umamet:2011012 is not listed on IDEAS anymore

• Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers 1/11, Monash University, Department of Econometrics and Business Statistics.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
• Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 7956, Banco de la Republica.
• Item repec:dgr:uvatin:20110012 is not listed on IDEAS anymore

• Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A., 2011. "Common intraday periodicity," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Patrick M. Kline & Andres Santos, 2011. "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers 16793, National Bureau of Economic Research, Inc.
• Christian Bach & Bent Jesper Christensen, 2011. "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers 2010-61, Department of Economics and Business Economics, Aarhus University.
• Marine Carrasco & Rachidi Kotchoni, 2011. "Adaptive Realized Kernels," CIRANO Working Papers 2011s-29, CIRANO.
• Item repec:dgr:uvatin:20110002 is not listed on IDEAS anymore

• Pudney, Stephen, 2011. "Factor rotation with non-negativity constraints," ISER Working Paper Series 2011-05, Institute for Social and Economic Research.
• Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20100014 is not listed on IDEAS anymore

• Lorenzo Masiero & John M. Rose, 2011. "The role of the reference alternative in the specification of asymmetric discrete choice models," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 1104, USI Università della Svizzera italiana.
• Wasel Shadat & Chris Orme, 2011. "An investigation of parametric tests of CCC assumption," Economics Discussion Paper Series 1109, Economics, The University of Manchester.
• Jef Boeckx, 2011. "Estimating monetary policy reaction functions : A discrete choice approach," Working Paper Research 210, National Bank of Belgium.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-4501005 is not listed on IDEAS anymore

• Hubbard, Timothy P. & Li, Tong & Paarsch, Harry J., 2011. "Semiparametric Estimation in Models of First-Price, Sealed-Bid Auctions with Affiliation," CEI Working Paper Series 2010-10, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.