Report NEP-ECM-2012-09-30

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:

• Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers CWP23/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
• Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
• Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
• Startz, Richard, 2012. "Bayesian Heteroskedasticity-Robust Standard Errors," University of California at Santa Barbara, Economics Working Paper Series qt69c4x8m9, Department of Economics, UC Santa Barbara.
• Michael Vogt, 2012. "Nonparametric regression for locally stationary time series," CeMMAP working papers CWP22/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
• H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012. "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," CREATES Research Papers 2012-39, Department of Economics and Business Economics, Aarhus University.
• Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute of Labor Economics (IZA).
• Mika Meitz & Pentti Saikkonen, 2012. "Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity," Koç University-TUSIAD Economic Research Forum Working Papers 1226, Koc University-TUSIAD Economic Research Forum.
• Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012. "Garch models without positivity constraints: exponential or log garch?," MPRA Paper 41373, University Library of Munich, Germany.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012. "A nonparametric test of the leverage hypothesis," CeMMAP working papers CWP24/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.
• Rulon D. Pope & Jeffrey LaFrance, 2012. "Robust Error Specification in a Production System," Monash Economics Working Papers 17-12, Monash University, Department of Economics.
• Behaghel, Luc & Crépon, Bruno & Gurgand, Marc & Le Barbanchon, Thomas, 2012. "Please Call Again: Correcting Non-Response Bias in Treatment Effect Models," IZA Discussion Papers 6751, Institute of Labor Economics (IZA).
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012. "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper 41408, University Library of Munich, Germany.
• Christopher F. Parmeter & Jaren C. Pope, 2012. "Quasi-Experiments and Hedonic Property Value Methods," Working Papers 2012-7, University of Miami, Department of Economics.
• Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan, 2012. "The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods," Health, Econometrics and Data Group (HEDG) Working Papers 12/24, HEDG, c/o Department of Economics, University of York.