Report NEP-ECM-2012-07-29

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:

• Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
• Gregori Baetschmann, 2011. "Identification and estimation of thresholds in the fixed effects ordered logit model," ECON - Working Papers 046, Department of Economics - University of Zurich.
• Matthias Koch, 2011. "The Estimation of Spatial Autoregressive Models with Missing data of the Dependent Variables," ERSA conference papers ersa10p173, European Regional Science Association.
• Giovanni Millo, 2011. "Testing Tobler's law in spatial panels: a test for spatial dependence robust against common factors," ERSA conference papers ersa10p752, European Regional Science Association.
• Esteban Fernandez-Vazquez, 2011. "Estimating spatial weighting matrices in cross-regressive models by entropy techniques," ERSA conference papers ersa10p503, European Regional Science Association.
• Takahisa Yokoi, 2011. "Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances," ERSA conference papers ersa10p536, European Regional Science Association.
• Håvard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers 699, Statistics Norway, Research Department.
• Kenneth D. West, 2012. "Econometric Analysis of Present Value Models When the Discount Factor Is near One," NBER Working Papers 18247, National Bureau of Economic Research, Inc.
• Doko Tchatoka, Firmin, 2012. "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper 40184, University Library of Munich, Germany.
• Belzil, Christian & Hansen, Jörgen, 2012. "The Timing of Earnings Sampling over the Life-Cycle and IV Identification of the Return to Schooling," IZA Discussion Papers 6724, Institute of Labor Economics (IZA).
• Stamatis Kalogirou, 2011. "Testing local versions of correlation coefficients," ERSA conference papers ersa10p529, European Regional Science Association.
• Pablo Pincheira & Carlos Medel, 2012. "Forecasting Inflation With a Random Walk," Working Papers Central Bank of Chile 669, Central Bank of Chile.
• Leisen, Fabrizio & Lijoi, Antonio & Spanó, Dario, 2012. "A vector of Dirichlet processes," DES - Working Papers. Statistics and Econometrics. WS ws122115, Universidad Carlos III de Madrid. Departamento de Estadística.
• Faustino Prieto & Josè Maria Sarabia, 2011. "Estimation of power laws for city size data: An optimal methodology," ERSA conference papers ersa10p581, European Regional Science Association.
• Dan Wunderli, 2012. "Controlling the danger of false discoveries in estimating multiple treatment effects," ECON - Working Papers 060, Department of Economics - University of Zurich.
• Sigal Kaplan & Yoram Shiftan & Shlomo Bekhor, 2011. "A Semi-Compensatory Residential Choice Model With Flexible Error Structure," ERSA conference papers ersa10p65, European Regional Science Association.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012. "The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns," NBER Working Papers 18231, National Bureau of Economic Research, Inc.
• Leon Wegge, 2012. "ARMAX(p,r,q) Parameter Identifiability Without Coprimeness," Working Papers 1217, University of California, Davis, Department of Economics.