Report NEP-ECM-2012-05-22

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:

• Joshua C C Chan & Eric Eisenstat, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers 2012-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Eric Gautier & Alexandre Tsybakov, 2011. "High-Dimensional Instrumental Variables Regression and Confidence Sets," Working Papers 2011-13, Center for Research in Economics and Statistics.
• Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
• Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
• Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne, 2012. "Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models," IZA Discussion Papers 6544, Institute of Labor Economics (IZA).
• Olga Klopp, 2012. "High Dimensional Matrix Estimation With Unknown Variance Of The Noise," Working Papers 2012-05, Center for Research in Economics and Statistics.
• Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
• Pitarakis, Jean-Yves, 2012. "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper 38845, University Library of Munich, Germany.
• Claudia Tarantola & Ioannis Ntzoufras, 2012. "Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables," Quaderni di Dipartimento 172, University of Pavia, Department of Economics and Quantitative Methods.
• Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012. "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers 12/12, Monash University, Department of Econometrics and Business Statistics.
• Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
• Olga Klopp, 2012. "Noisy Low-rank Matrix Completion with General Sampling Distribution," Working Papers 2012-06, Center for Research in Economics and Statistics.
• Bartolucci, Francesco, 2011. "An alternative to the Baum-Welch recursions for hidden Markov models," MPRA Paper 38778, University Library of Munich, Germany.
• John K. Dagsvik, 2012. "Behavioral multistate duration models. What should they look like?," Discussion Papers 688, Statistics Norway, Research Department.
• Christian Francq & Jean-Michel Zakoïan, 2011. "Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions," Working Papers 2011-30, Center for Research in Economics and Statistics.
• Puzanova, Natalia, 2011. "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies 2011,16, Deutsche Bundesbank.
• Bell, Peter, 2012. "Goodness of fit test for the multifractal model of asset returns," MPRA Paper 38689, University Library of Munich, Germany.
• Eric Gautier & Stefan Soderlein, 2011. "Estimating the Distribution of Treatment Effects," Working Papers 2011-25, Center for Research in Economics and Statistics.
• Xavier d'Haultfoeuille & Philippe Février, 2011. "Identification of Nonseparable Modes with Endogeneity and Discrete Instruments," Working Papers 2011-28, Center for Research in Economics and Statistics.
• Michael Fertig & Katja Görlitz, 2012. "Item Nonresponse in Wages: Testing for Biased Estimates in Wage Equations," Ruhr Economic Papers 0333, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
• Huber, Martin, 2012. "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series 1213, University of St. Gallen, School of Economics and Political Science, revised May 2013.
• Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012. "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper 38757, University Library of Munich, Germany.
• Guglielmo D'Amico & Filippo Petroni, 2012. "Weighted-indexed semi-Markov models for modeling financial returns," Papers 1205.2551, arXiv.org, revised Jun 2012.
• Leppin, Julian Sebastian, 2012. "The estimation of reservation wages: A simulation-based comparison," HWWI Research Papers 124, Hamburg Institute of International Economics (HWWI).
• Anirban Basu, 2012. "Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables," NBER Working Papers 18056, National Bureau of Economic Research, Inc.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Julie Poirier, 2012. "How to Deal with Protest Bids and Preference for the Status Quo in Choice Experiments ?," Working Papers 2012-02, Center for Research in Economics and Statistics.
• Robert Novy-Marx, 2012. "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers 18063, National Bureau of Economic Research, Inc.
• Item repec:qut:auncer:2012_5 is not listed on IDEAS anymore

• Tack, Jesse B. & Harri, Ardian & Coble, Keith H., 2012. "More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123330, Agricultural and Applied Economics Association.
• Alexander Jordan & Alex Lenkoski, 2012. "Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment," Papers 1205.2501, arXiv.org.