Report NEP-ECM-2011-07-13

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:

• Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.
• Fabio Busetti & Silvestro di Sanzo, 2011. "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers) 799, Bank of Italy, Economic Research and International Relations Area.
• T. De Groote & G. Everaert, 2011. "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/723, Ghent University, Faculty of Economics and Business Administration.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2011. "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper 31882, University Library of Munich, Germany.
• David E. Giles & Ryan T. Godwin, 2011. "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers 1110, Department of Economics, University of Victoria.
• Vijverberg, Wim P., 2011. "Testing for IIA with the Hausman-McFadden Test," IZA Discussion Papers 5826, Institute of Labor Economics (IZA).
• Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
• Item repec:ner:carlos:info:hdl:10016/5817 is not listed on IDEAS anymore

• Gerkman, Linda & Ahlgren, Niklas, 2011. "Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices," Working Papers 555, Hanken School of Economics.
• Martin Burda & John Maheu, 2011. "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers tecipa-438, University of Toronto, Department of Economics.
• Ham, John C. & Woutersen, Tiemen, 2011. "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers 5816, Institute of Labor Economics (IZA).
• Temel, Tugrul, 2011. "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper 31880, University Library of Munich, Germany.
• Item repec:ner:carlos:info:hdl:10016/2770 is not listed on IDEAS anymore

• Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
• Item repec:pav:wpaper:259 is not listed on IDEAS anymore

• Andersson, Fredrik N. G., 2011. "Band Spectrum Regressions using Wavelet Analysis," Working Papers 2011:22, Lund University, Department of Economics.
• Lena Cleanthous & Pany Karamanou, 2011. "The ECB Monetary Policy and the Current Financial Crisis," Working Papers 2011-1, Central Bank of Cyprus.
• Postel-Vinay, Fabien & Jolivet, Grégory & Borowczyk-Martins, Daniel, 2011. "Accounting For Endogenous Search Behavior in Matching Function Estimation," CEPR Discussion Papers 8471, C.E.P.R. Discussion Papers.
• Item repec:pav:wpaper:255 is not listed on IDEAS anymore

• Michèle Chavoix-Mannato, 2011. "Working Party on Financial Statistics: Proceedings of the Workshop on Securitisation," OECD Statistics Working Papers 2011/3, OECD Publishing.
• Doucouliagos, Hristos (Chris), 2011. "How large is large? Preliminary and relative guidelines for interpreting partial correlations in economics," Working Papers eco_2011_5, Deakin University, Department of Economics.