Report NEP-ECM-2013-11-29

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:

• Item repec:hhs:bofrdp:2013_026 is not listed on IDEAS anymore

• James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
• Xiaohu Wang & Jun Yu, 2013. "Limit Theory for an Explosive Autoregressive Process," Working Papers 08-2013, Singapore Management University, School of Economics.
• Anton Skrobotov, 2013. "Local Structural Trend Break in Stationarity Testing," Working Papers 0074, Gaidar Institute for Economic Policy, revised 2013.
• Item repec:cep:stiecm:/2013/567 is not listed on IDEAS anymore

• Brewer, Mike & Crossley, Thomas F. & Joyce, Robert, 2013. "Inference with Difference-in-Differences Revisited," IZA Discussion Papers 7742, Institute of Labor Economics (IZA).
• Jason R. Blevins, 2013. "Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data," Working Papers 13-01, Ohio State University, Department of Economics.
• Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013. "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper 51570, University Library of Munich, Germany.
• Eleanor Sanderson & Frank Windmeijer, 2013. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP58/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Item repec:ner:leuven:urn:hdl:123456789/425563 is not listed on IDEAS anymore

• Anton Skrobotov, 2013. "On GLS-detrending for deterministic seasonality testing," Working Papers 0073, Gaidar Institute for Economic Policy, revised 2014.
• Item repec:ner:leuven:urn:hdl:123456789/425555 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2013/566 is not listed on IDEAS anymore

• Item repec:ner:leuven:urn:hdl:123456789/425573 is not listed on IDEAS anymore

• Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Chorus, Caspar, 2013. "A Generalized Random Regret Minimization Model," MPRA Paper 51637, University Library of Munich, Germany.
• Kyungsub Lee, 2013. "Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data," Papers 1311.5036, arXiv.org, revised Jul 2015.
• Antonio Lijoi & Bernardo Nipoti, 2013. "A class of hazard rate mixtures for combining survival data from different experiments," DEM Working Papers Series 059, University of Pavia, Department of Economics and Management.
• Ando, Michihito, 2013. "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Center for Fiscal Studies 2013:15, Uppsala University, Department of Economics.
• Harding, Matthew & Lamarche, Carlos, 2013. "Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences," IZA Discussion Papers 7741, Institute of Labor Economics (IZA).
• Geon Ho Choe & Kyungsub Lee, 2013. "Conditional correlation in asset return and GARCH intensity model," Papers 1311.4977, arXiv.org.
• Christoph Aistleitner & Markus Hofer & Robert Tichy, 2013. "A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing," Papers 1311.4698, arXiv.org.
• Andreas Ortman & Le Zhang, 2013. "Exploring the Meaning of Significance in Experimental Economics," Discussion Papers 2013-32, School of Economics, The University of New South Wales.
• R'emy Chicheportiche & Anirban Chakraborti, 2013. "Copulas and time series with long-ranged dependences," Papers 1311.5101, arXiv.org.
• Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013. "Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models," Cambridge Working Papers in Economics 1350, Faculty of Economics, University of Cambridge.