Report NEP-ECM-2010-07-03

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:

• Firpo, Sergio Pinheiro, 2010. "Identification and estimation of interventions using changes in inequality measures," Textos para discussão 214, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper 23412, University Library of Munich, Germany.
• Phillips, Kerk L. & Spencer, David E., 2010. "Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions," MPRA Paper 23503, University Library of Munich, Germany.
• Eiji Kurozumi & Purevdorj Tuvaandorj, 2010. "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series gd10-144, Institute of Economic Research, Hitotsubashi University.
• Mitze, Timo, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper 23540, University Library of Munich, Germany.
• Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," Working Papers in Economics 10/42, University of Canterbury, Department of Economics and Finance.
• David E. Allen & Michael McAleer & Marcel Scharth, 2010. "Realized Volatility Risk," Working Papers in Economics 10/26, University of Canterbury, Department of Economics and Finance.
• Laniado Rodas, Henry, 2010. "Multivariate extremality measure," DES - Working Papers. Statistics and Econometrics. WS ws101908, Universidad Carlos III de Madrid. Departamento de Estadística.
• Kyungchul Song, 2010. "Robust Estimation of Some Nonregular Parameters," PIER Working Paper Archive 10-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Item repec:cte:wsrepe:ws103016 is not listed on IDEAS anymore

• Patricia Cubí Mollá, 2010. "Scaling methods for categorical self-assessed health measures," Working Papers. Serie AD 2010-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• López, Ángel, 2010. "Simplicial similarity and its application to hierarchical clustering," DES - Working Papers. Statistics and Econometrics. WS ws102915, Universidad Carlos III de Madrid. Departamento de Estadística.
• Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010. "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper 23452, University Library of Munich, Germany.
• Okumura, Tsunao & 奥村, 綱雄 & オクムラ, ツナオ & Usui, Emiko & 臼井, 恵美子 & ウスイ, エミコ, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper 475, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Juan Esteban Carranza & Salvador Navarro, 2010. "Estimating Dynamic Models with Aggregate Shocks And an Application to Mortgage Default in Colombia," Borradores de Economía y Finanzas 7140, Universidad Icesi.
• Sebastian Dohler, 2010. "Validation of credit default probabilities via multiple testing procedures," Papers 1006.4968, arXiv.org.
• Ole Bonnichsen & Jacob Ladenburg, 2010. "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper 2010/7, University of Copenhagen, Department of Food and Resource Economics.
• Escribano, Alvaro & Pena, Jorge & Guasch, J. Luis, 2010. "Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys," Policy Research Working Paper Series 5346, The World Bank.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2010. "Does capacity utilisation help estimating the TFP cycle?," European Economy - Economic Papers 2008 - 2015 410, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.