Report NEP-ECM-2013-04-20

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:

• Chen, Songxi, 2012. "Estimation in semiparametric models with missing data," MPRA Paper 46216, University Library of Munich, Germany.
• Masahiro Kojima & Tatsuya Kubokawa, 2013. "Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices," CIRJE F-Series CIRJE-F-884, CIRJE, Faculty of Economics, University of Tokyo.
• Qiu, Yumou & Chen, Songxi, 2012. "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper 46242, University Library of Munich, Germany.
• Chen, Songxi & Peng, Liang & Yu, Cindy, 2013. "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions," MPRA Paper 46273, University Library of Munich, Germany.
• Chen, Songxi, 2013. "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper 46239, University Library of Munich, Germany.
• Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
• Huber, Martin, 2013. "A simple test for the ignorability of non-compliance in experiments," Economics Working Paper Series 1312, University of St. Gallen, School of Economics and Political Science.
• Das, Arabinda, 2013. "Estimation of Inefficiency using a Firm-specific Frontier Model," MPRA Paper 46168, University Library of Munich, Germany.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2013. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers 2013/13, European University Institute.
• Tinkl, Fabian, 2013. "Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models," FAU Discussion Papers in Economics 03/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2013.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5904974 is not listed on IDEAS anymore

• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013. "“GLS based unit root tests for bounded processes”," AQR Working Papers 201302, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2013.
• Item repec:pdn:wpaper:59 is not listed on IDEAS anymore

• Atwood, Joseph A. & Bittinger, Alison & Smith, Vincent H., 2013. "Developing Consistent Marginal Effect Estimates in a Simultaneous Equation Model with Limited Dependent Variables," Staff Papers 146790, University of Minnesota, Department of Applied Economics.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
• Wolfgang Polasek, 2013. "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series 295, Institute for Advanced Studies.
• Garland Durham & John Geweke, 2013. "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series 9, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Masuhara, Hiroaki, 2013. "Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays," CIS Discussion paper series 597, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013. "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper 46226, University Library of Munich, Germany.
• Sam Schulhofer-Wohl, 2012. "The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models," 2012 Meeting Papers 575, Society for Economic Dynamics.
• Joseph W. Sakshaug & Trivellore E. Raghunathan, 2013. "Synthetic Data For Small Area Estimation In The American Community Survey," Working Papers 13-19, Center for Economic Studies, U.S. Census Bureau.
• Sloczynski, Tymon, 2013. "Population Average Gender Effects," IZA Discussion Papers 7315, Institute of Labor Economics (IZA).