Report NEP-ECM-2011-05-14

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:

• Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper 194, Tor Vergata University, CEIS, revised 02 May 2011.
• David E. Giles, 2011. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Econometrics Working Papers 1106, Department of Economics, University of Victoria.
• Jason R. Blevins, 2011. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers 11-01, Ohio State University, Department of Economics.
• Wolfgang Polasek, 2011. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series 25_11, Rimini Centre for Economic Analysis.
• BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien, 2011. "Nonparametric Beta kernel estimator for long memory time series," LIDAM Discussion Papers CORE 2011004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Kenneth G. Stewart, 2011. "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers 1107, Department of Economics, University of Victoria.
• Armelle Guillou & Stéphane Loisel & Gilles Stupfler, 2011. "Estimation of the parameters of a Markov-modulated loss process in insurance," Working Papers hal-00589696, HAL.
• Joseph P. Romano & Michael Wolf, 2011. "Testing for monotonicity in expected asset returns," ECON - Working Papers 017, Department of Economics - University of Zurich, revised Jan 2013.
• Shin Kanaya & Taisuke Otsu, 2011. "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers 1798, Cowles Foundation for Research in Economics, Yale University.
• Konstantopoulos, Spyros, 2011. "Fixed Effects and Variance Components Estimation in Three-Level Meta-Analysis," IZA Discussion Papers 5678, Institute of Labor Economics (IZA).
• Edoardo Marcucci & Valerio Gatta, 2011. "Dissecting Preference Heterogeneity In Consumer Stated Choices," Working Papers 0311, CREI Università degli Studi Roma Tre, revised 2011.
• Doppelhofer, Gernot & Weeks, Melvyn, 2011. "Robust Growth Determinants," Discussion Paper Series in Economics 3/2011, Norwegian School of Economics, Department of Economics.