Report NEP-ECM-2013-06-09

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:

• Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013. "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series 1312, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
• Susanne M. Schennach, 2013. "Regressions with Berkson errors in covariates - a nonparametric approach," CeMMAP working papers CWP22/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Nadja Klein & Thomas Kneib & Stefan Lang, 2013. "Bayesian generalized additive models for location, scale and shape for zero-inflated and overdispersed count data," Working Papers 2013-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Härdle, Wolfgang Karl & Huang, Li-shan, 2013. "Analysis of deviance in generalized partial linear models," SFB 649 Discussion Papers 2013-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Matteo Pelagatti, 2013. "Nonparametric tests for event studies under cross-sectional dependence," Working Papers 244, University of Milano-Bicocca, Department of Economics, revised May 2013.
• Maican, Florin G. & Sweeney, Richard J., 2013. "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics 568, University of Gothenburg, Department of Economics.
• Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Item repec:oxf:wpaper:2013-w05 is not listed on IDEAS anymore

• Stephen Bazen & Xavier Joutard, 2013. "The Taylor Decomposition: A Unified Generalization of the Oaxaca Method to Nonlinear Models," Working Papers halshs-00828790, HAL.
• Sylvain Corlay, 2013. "B-spline techniques for volatility modeling," Papers 1306.0995, arXiv.org, revised Jun 2015.
• Biørn, Erik, 2013. "Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence," Memorandum 08/2013, Oslo University, Department of Economics.
• Berliant, Marcus & Weiss, Adam, 2013. "Measuring Economic Growth from Outer Space: A Comment," MPRA Paper 47340, University Library of Munich, Germany.
• Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.
• Tim Robinson, 2013. "Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies," RBA Research Discussion Papers rdp2013-06, Reserve Bank of Australia.
• Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013. "Trend-cycle decomposition: implications from an exact structural identification," Working Papers 13-22, Federal Reserve Bank of Philadelphia.