Report NEP-ECM-2011-03-12

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:

• Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers 2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Mohamed Boutahar, 2011. "Testing for change in mean of heteroskedastic time series," Papers 1102.5431, arXiv.org.
• Xiaolin Luo & Pavel V. Shevchenko, 2011. "Bayesian Model Choice of Grouped t-copula," Papers 1103.0606, arXiv.org.
• Gregor Wergen & Miro Bogner & Joachim Krug, 2011. "Record statistics for biased random walks, with an application to financial data," Papers 1103.0893, arXiv.org.
• Luisa Corrado & Bernard Fingleton, 2011. "Multilevel Modelling with Spatial Effects," Working Papers 1105, University of Strathclyde Business School, Department of Economics.
• Tiziano Squartini & Diego Garlaschelli, 2011. "Exact maximum-likelihood method to detect patterns in real networks," LEM Papers Series 2011/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Jennifer Castle & David Hendry, 2011. "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers 538, University of Oxford, Department of Economics.
• C.J. O’Donnell, 2011. "Econometric Estimation of Distance Functions and Associated Measures of Productivity and Efficiency Change," CEPA Working Papers Series WP012011, School of Economics, University of Queensland, Australia.
• Lechner, Michael & Wunsch, Conny, 2011. "Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables," IZA Discussion Papers 5553, Institute of Labor Economics (IZA).
• Cristina Conflitti, 2010. "Measuring Uncertainty and Disagreement in the European Survey and Professional Forecasters," Working Papers ECARES ECARES 2010-034, ULB -- Universite Libre de Bruxelles.
• Don Harding & Adrian Pagan, 2010. "Can We Predict Recessions?," NCER Working Paper Series 69, National Centre for Econometric Research.
• Olena Nizalova & Irina Murtazashvili, 2011. "Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term," Discussion Papers 37, Kyiv School of Economics.