Report NEP-ECM-2013-09-13

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:

• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013. "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers 2013-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:hal:wpaper:hal-00858174 is not listed on IDEAS anymore

• Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
• Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Papers (Old Series) 1310, Federal Reserve Bank of Cleveland.
• Aki-Hiro Sato & Hideki Takayasu, 2013. "Segmentation procedure based on Fisher's exact test and its application to foreign exchange rates," Papers 1309.0602, arXiv.org.
• Tomás del Barrio Casto & William Nilsson & Andrés J. Picazo-Tadeo, 2013. "How wrong can you be, without noticing? Further evidence on speci?cation errors in the Conditional Logit," Working Papers 1318, Department of Applied Economics II, Universidad de Valencia.
• Nicky Grant, 2013. "Identification Robust Inference with Singular Variance," Economics Discussion Paper Series 1315, Economics, The University of Manchester.
• Daziano, Ricardo A. & Achtnicht, Martin, 2013. "Accounting for uncertainty in willingness to pay for environmental benefits," ZEW Discussion Papers 13-059, ZEW - Leibniz Centre for European Economic Research.
• Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
• Halina Kowalczyk, 2013. "Inflation fan charts and different dimensions of uncertainty. What if macroeconomic uncertainty is high?," NBP Working Papers 157, Narodowy Bank Polski.
• Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Elbers, Chris & Gunning, Jan Willem, 2013. "Evaluation of development programs : randomized controlled trials or regressions ?," Policy Research Working Paper Series 6587, The World Bank.
• Radovan Parrák, 2013. "The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach," Working Papers IES 2013/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2013.