Report NEP-ECM-2010-04-04

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:

• Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
• Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Karl Schlag & Olivier Gossner, 2010. "Finite sample nonparametric tests for linear regressions," Economics Working Papers 1212, Department of Economics and Business, Universitat Pompeu Fabra.
• Smeekes, S. & Taylor, A.M.R., 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Breusch, Trevor & Ward, Michael B & Nguyen, Hoa & Kompas, Tom, 2010. "On the fixed-effects vector decomposition," MPRA Paper 21452, University Library of Munich, Germany.
• Manuel Frondel & Colin Vance, 2010. "Fixed, Random, or Something in Between? – A Variant of HAUSMAN’s Specifi cation Test for Panel Data Estimators," Ruhr Economic Papers 0160, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Nikita Perevalov & Philipp Maier, 2010. "On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment," Staff Working Papers 10-10, Bank of Canada.
• Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
• Luís Alberto Godinho Coelho & Andreia Teixeira Marques Dionísio & Cesaltina Maria Pacheco Pires, 2010. "GME versus OLS - Which is the best to estimate utility functions?," CEFAGE-UE Working Papers 2010_02, University of Evora, CEFAGE-UE (Portugal).
• Fischer, Matthias J. & Gao, Yang & Herrmann, Klaus, 2010. "Volatility models with innovations from new maximum entropy densities at work," FAU Discussion Papers in Economics 03/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Torbjørn Skardhamar & Tore Schweder & Simen Gan Schweder, 2010. "Modelling 'crime-proneness'. A comparison of models for repeated count outcomes," Discussion Papers 611, Statistics Norway, Research Department.
• Ludwig von Auer & Mark Trede, 2010. "The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market," CQE Working Papers 1210, Center for Quantitative Economics (CQE), University of Muenster.
• Item repec:crd:wpaper:09010 is not listed on IDEAS anymore

• Javier Mencía, 2010. "Testing non-linear dependence in the hedge fund industry," Working Papers 1007, Banco de España.
• Proietti, Tommaso, 2010. "Trend Estimation," MPRA Paper 21607, University Library of Munich, Germany.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Robin Hogarth & Emre Soyer, 2010. "Econometrics and decision making: Effects of presentation mode," Economics Working Papers 1204, Department of Economics and Business, Universitat Pompeu Fabra.
• Peter B. Dixon & Maureen T. Rimmer, 2009. "Forecasting with a CGE model: does it work?," Centre of Policy Studies/IMPACT Centre Working Papers g-197, Victoria University, Centre of Policy Studies/IMPACT Centre.