Report NEP-ECM-2012-01-03

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:

• Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University.
• Norets, Andriy & Pelenis, Justinas, 2011. "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series 282, Institute for Advanced Studies.
• Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011. "Lag length selection for unit root tests in the presence of nonstationary volatility," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Kleppe, Tore Selland & Liesenfeld, Roman, 2011. "Efficient high-dimensional importance sampling in mixture frameworks," Economics Working Papers 2011-11, Christian-Albrechts-University of Kiel, Department of Economics.
• Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
• Jerry A. Hausman & Christopher J. Palmer, 2011. "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers 17698, National Bureau of Economic Research, Inc.
• Qian, Hang, 2011. "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper 35561, University Library of Munich, Germany.
• Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
• Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
• Paweł Strawiński, 2011. "Dynamic caliper matching," Working Papers 2011-25, Faculty of Economic Sciences, University of Warsaw.
• Pierre Perron & Tomoyoshi Yabu, 2011. "Testing for Trend in the Presence of Autoregressive Error: A Comment," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program.
• Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011. "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics 1125, School of Economics, University of Kent.
• Jones, A & Lomas, J & Rice, N, 2011. "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers 11/31, HEDG, c/o Department of Economics, University of York.
• Lof, Matthijs, 2011. "GMM estimation with noncausal instruments under rational expectations," MPRA Paper 35536, University Library of Munich, Germany.
• Dirk Tasche, 2011. "Bayesian estimation of probabilities of default for low default portfolios," Papers 1112.5550, arXiv.org, revised Aug 2013.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
• Travaglini, Guido, 2011. "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper 35486, University Library of Munich, Germany.
• Item repec:dgr:umamet:2011053 is not listed on IDEAS anymore

• Harun Mirza & Lidia Storjohann, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers bgse13_2012, University of Bonn, Germany.
• Cruces, Guillermo & Lanjouw, Peter & Lucchetti, Leonardo & Perova, Elizaveta & Vakis, Renos & Viollaz, Mariana, 2011. "Intra-generational mobility and repeated cross-sections : a three-country validation exercise," Policy Research Working Paper Series 5916, The World Bank.
• Luca Regis, 2011. "A Bayesian copula model for stochastic claims reserving," Carlo Alberto Notebooks 227, Collegio Carlo Alberto.
• Cooke, Roger M. & Nieboer, Daan, 2011. "Heavy-Tailed Distributions: Data, Diagnostics, and New Developments," RFF Working Paper Series dp-11-19, Resources for the Future.
• Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Cristin Buescu & Michael Taksar & Fatoumata J. Kon'e, 2011. "An application of the method of moments to volatility estimation using daily high, low, opening and closing prices," Papers 1112.4534, arXiv.org.