Report NEP-ECM-2012-11-11

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:

• Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Testing the Number of Components in Finite Mixture Models," CIRJE F-Series CIRJE-F-867, CIRJE, Faculty of Economics, University of Tokyo.
• Mette Asmild & Jens Leth Hougaard & Dorte Kronborg, 2012. "Do efficiency scores depend on input mix? A statistical test and empirical illustration," MSAP Working Paper Series 05_2012, University of Copenhagen, Department of Food and Resource Economics.
• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2012. "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series 002, University of Pavia, Department of Economics and Management.
• Medel, Carlos A. & Salgado, Sergio C., 2012. "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper 42235, University Library of Munich, Germany.
• Poncela, Pilar, 2012. "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS ws122317, Universidad Carlos III de Madrid. Departamento de Estadística.
• Michael W. McCracken & Giorgio Valente, 2012. "Asymptotic Inference for Performance Fees and the Predictability of Asset Returns," Working Papers 2012-049, Federal Reserve Bank of St. Louis.
• Steigerwald, Douglas G & Bostwick, Valerie K, 2012. "Obtaining Critical Values for Test of Markov Regime Switching," University of California at Santa Barbara, Economics Working Paper Series qt3685g3qr, Department of Economics, UC Santa Barbara.
• J. Martin van Zyl, 2012. "Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables," Papers 1210.7642, arXiv.org, revised Dec 2012.
• Naccarato, Alessia & Zurlo, Davide & Pieraccini, Luciano, 2012. "Least Orthogonal Distance Estimator and Total Least Square," MPRA Paper 42365, University Library of Munich, Germany.
• Daniela Marella & Paola Vicard, 2012. "Object-oriented bayesian networks for modelling the respondent measurement error," Departmental Working Papers of Economics - University 'Roma Tre' 0167, Department of Economics - University Roma Tre.
• Reza C. Daniels, 2012. "Univariate Multiple Imputation for Coarse Employee Income Data," SALDRU Working Papers 88, Southern Africa Labour and Development Research Unit, University of Cape Town.
• Aslanidis, Nektarios & Martínez Ibáñez, Óscar, 2012. "Modelling world investment markets using threshold conditional correlation models," Working Papers 2072/203167, Universitat Rovira i Virgili, Department of Economics.
• Eric R. Sims, 2012. "News, Non-Invertibility, and Structural VARs," Working Papers 013, University of Notre Dame, Department of Economics, revised Jun 2012.
• Stéphane Goutte, 2012. "Conditional Markov regime switching model applied to economic modelling," Working Papers hal-00747479, HAL.
• Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2012. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Economics Discussion Paper Series 1228, Economics, The University of Manchester.
• Item repec:esx:essedp:721 is not listed on IDEAS anymore

• Meulders, Michel & Tuerlinckx, Francis & Vanpaemel, Wolf, 2012. "Constrained multilevel latent class models for the analysis of three-way three-mode binary data," Working Papers 2012/38, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
• Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
• Joan del castillo & Jalila Daoudi & Isabel Serra, 2012. "The full-tails gamma distribution applied to model extreme values," Papers 1211.0130, arXiv.org.