Report NEP-ECM-2010-08-06

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:

• Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, The Centre for Market and Public Organisation, University of Bristol, UK.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• James G. MacKinnon & Morten Ø. Nielsen, 2010. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
• Sokbae (Simon) Lee & Arthur Lewbel, 2010. "Nonparametric identification of accelerated failure time competing risks models," CeMMAP working papers CWP14/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Tatsuya Kubokawa, 2010. "On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy," CIRJE F-Series CIRJE-F-754, CIRJE, Faculty of Economics, University of Tokyo.
• Alexandre Belloni & Victor Chernozhukov, 2010. "Post-l1-penalized estimators in high-dimensional linear regression models," CeMMAP working papers CWP13/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2010. "Is it different for zeros? Discriminating between models for non-negative data with many zeros," CeMMAP working papers CWP20/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Schluter, Christian & Trede, Mark, 2010. "Estimating continuous-time income models," Discussion Paper Series In Economics And Econometrics 1014, Economics Division, School of Social Sciences, University of Southampton.
• Theodore W Anderson, 2010. "Optimal significance tests in simultaneous equation models," CeMMAP working papers CWP18/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ariel Pakes, 2010. "Alternative models for moment inequalities," CeMMAP working papers CWP21/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
• Nicholas Christakis & James Fowler & Guido Imbens & Karthik Kalyanaraman, 2010. "An empirical model for strategic network formation," CeMMAP working papers CWP16/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Vollmer, Sebastian & Holzmann, Hajo & Schwaiger, Florian, 2010. "Peaks vs. Components," Hannover Economic Papers (HEP) dp-452, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Alfarano, Simone & Eva, Camacho & Josep, Domènech, 2010. "Estimation of a simple genetic algorithm applied to a laboratory experiment," MPRA Paper 24138, University Library of Munich, Germany.
• James J. Heckman & Seong Hyeok Moon & Rodrigo Pinto & Peter A. Savelyev & Adam Yavitz, 2010. "Analyzing Social Experiments as Implemented: A Reexamination of the Evidence From the HighScope Perry Preschool Program," Working Papers 201034, Geary Institute, University College Dublin.
• Ludlow, Jorge, 2010. "Backward and forward closed solutions of multivariate models," MPRA Paper 24139, University Library of Munich, Germany.
• Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
• Hospido, Laura, 2010. "Job Changes and Individual-Job Specific Wage Dynamics," IZA Discussion Papers 5088, Institute of Labor Economics (IZA).
• Buss, Ginters, 2010. "Seasonal decomposition with a modified Hodrick-Prescott filter," MPRA Paper 24133, University Library of Munich, Germany.