Report NEP-ECM-2013-06-24

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:

• Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013. "A generalized goodness-of-functional form test for binary and fractional regression models," CEFAGE-UE Working Papers 2013_09, University of Evora, CEFAGE-UE (Portugal).
• Enrique Moral-Benito & Luis Serven, 2013. "Testing weak exogeneity in cointegrated panels," Working Papers 1307, Banco de España.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2013. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41A, School of Economics, The University of New South Wales.
• Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013. "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers 2013:13, Department of Economics, University of Venice "Ca' Foscari".
• Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.
• Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
• Paulo Manuel Marques Rodrigues, 2013. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers 2013_11, University of Evora, CEFAGE-UE (Portugal).
• Burcu Kapar & William Pouliot, 2013. "Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes," Discussion Papers 13-13, Department of Economics, University of Birmingham.
• Kociecki, Andrzej, 2013. "Towards Understanding the Normalization in Structural VAR Models," MPRA Paper 47645, University Library of Munich, Germany.
• Artuc, Erhan, 2013. "PPML estimation of dynamic discrete choice models with aggregate shocks," Policy Research Working Paper Series 6480, The World Bank.
• Antonio Lijoi & Bernardo Nipoti & Igor Prünster, 2013. "Dependent mixture models: clustering and borrowing information," DEM Working Papers Series 046, University of Pavia, Department of Economics and Management.
• Gedikoglu, Haluk & Parcell, Joseph L., 2013. "Implications of Survey Sampling Design for Missing Data Imputation," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149679, Agricultural and Applied Economics Association.
• Francesco Andreoli, 2013. "Inference for Inverse Stochastic Dominance," Working Papers 295, ECINEQ, Society for the Study of Economic Inequality.
• Ryan Greenaway-McGrevy, 2013. "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers 0100, Bureau of Economic Analysis.
• Chiara Perricone, 2013. "Clustering Macroeconomic Variables," CEIS Research Paper 283, Tor Vergata University, CEIS, revised 11 Jun 2013.
• Raoul Golan & Austin Gerig, 2013. "A Stochastic Feedback Model for Volatility," Papers 1306.4975, arXiv.org, revised Nov 2013.
• McIntosh, Christopher S. & Mittelhammer, Ron C. & Middleton, Jonathan N., 2013. "Listen to Your Data: Econometric Model Specification through Sonification," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150702, Agricultural and Applied Economics Association.
• Chavas, Jean-Paul & Kim, Kwansoo, 2013. "Nonparametric Analysis of Technology and Productivity under Non-Convexity," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149684, Agricultural and Applied Economics Association.
• Tobias Scholl & Thomas Brenner, 2013. "Optimizing Distance-Based Methods for Big Data Analysis," Working Papers on Innovation and Space 2013-09, Philipps University Marburg, Department of Geography.