Report NEP-ECM-2011-11-21

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:

• Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni, 2011. "A Permutation-based Combination of Sign Tests for Assessing Habitat Selection," Department of Economics University of Siena 622, Department of Economics, University of Siena.
• Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2011. "Goodness of Fit: an axiomatic approach," Working Papers halshs-00639075, HAL.
• Xibin Zhang & Maxwell L. King, 2011. "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers 24/11, Monash University, Department of Econometrics and Business Statistics.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2011. "Extending the Hausman Test to Check for the presence of Outliers," Working Papers ECARES ECARES 2011-036, ULB -- Universite Libre de Bruxelles.
• Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute of Labor Economics (IZA).
• Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
• Picchio, Matteo, 2011. "Lagged Duration Dependence in Mixed Proportional Hazard Models," IZA Discussion Papers 6089, Institute of Labor Economics (IZA).
• John Mullahy, 2011. "Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics," NBER Working Papers 17588, National Bureau of Economic Research, Inc.
• Item repec:eca:wpaper:2013/102302 is not listed on IDEAS anymore

• Yacine Ait-Sahalia & Jianqing Fan & Yingying Li, 2011. "The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency," NBER Working Papers 17592, National Bureau of Economic Research, Inc.
• Item repec:ner:maastr:urn:nbn:nl:ui:27-27549 is not listed on IDEAS anymore

• H. Evans & A. Basu, 2011. "Exploring comparative effect heterogeneity with instrumental variables: prehospital intubation and mortality," Health, Econometrics and Data Group (HEDG) Working Papers 11/26, HEDG, c/o Department of Economics, University of York.
• George Tauchen, 2011. "Levy Process Models for High Frequency Financial Data," Working Papers 11-22, Duke University, Department of Economics.
• Item repec:eca:wpaper:2013/102561 is not listed on IDEAS anymore

• Charles A. Fleischman & John M. Roberts, 2011. "From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model," Finance and Economics Discussion Series 2011-46, Board of Governors of the Federal Reserve System (U.S.).
• Jean-Sébastien Pentecôte, 2011. "Long-run identifying restrictions on VARs within the AS-AD framework," Economics Working Paper Archive (University of Rennes & University of Caen) 201125, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.