Report NEP-ECM-2010-10-30

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:

• Anastasia Semykina & Jeffrey M. Woodridge, 2010. "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers wp2010_10_01, Department of Economics, Florida State University.
• Eric Hillebrand & Marcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
• Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010. "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers 18/10, Monash University, Department of Econometrics and Business Statistics.
• Monteiro, André A., 2010. "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS ws103418, Universidad Carlos III de Madrid. Departamento de Estadística.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2010. "Modeling Conditional Densities Using Finite Smooth Mixtures," Working Paper Series 245, Sveriges Riksbank (Central Bank of Sweden).
• Søren Johansen, 2010. "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers 10-28, University of Copenhagen. Department of Economics.
• Martin Huber & Michael Lechner & Conny Wunsch, 2010. "How to control for many covariates? Reliable estimators based on the propensity score," University of St. Gallen Department of Economics working paper series 2010 2010-30, Department of Economics, University of St. Gallen.
• Søren Johansen, 2010. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers 10-27, University of Copenhagen. Department of Economics.
• David Pitt & Montserrat Guillén, 2010. "An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions," Working Papers XREAP2010-03, Xarxa de Referència en Economia Aplicada (XREAP), revised Mar 2010.
• Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010. "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series 247, Sveriges Riksbank (Central Bank of Sweden).
• Lluís Bermúdez & Dimitris Karlis, 2010. "Modelling dependence in a ratemaking procedure with multivariate Poisson regression models," Working Papers XREAP2010-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Apr 2010.
• Amélie Charles & Olivier Darné & Fabien Tripier, 2010. "Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?," Working Papers hal-00527122, HAL.
• Timo Mitze, 2010. "Network Dependency in Migration Flows – A Space-time Analysis for Germany since Re-unification," Ruhr Economic Papers 0205, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Chanont Banternghansa & Michael W. McCracken, 2010. "Real-time forecast averaging with ALFRED," Working Papers 2010-033, Federal Reserve Bank of St. Louis.
• Yaakov Malinovsky & Yosef Rinott, 2010. "Best Invariant and Minimax Estimation of Quantiles in Finite Populations," Discussion Paper Series dp553, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Larry Goldstein & Yosef Rinott & Marco Scarsini, 2010. "Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators," Discussion Paper Series dp556, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• David Azriel & Micha Mandel & Yosef Rinott, 2010. "The Treatment Versus Experimentation Dilemma in Dose-finding Studies," Discussion Paper Series dp559, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
• Stephen B. Billings & Erik B. Johnson, 2010. "A nonparametric test for industrial specialization," Working Papers 2010/40, Institut d'Economia de Barcelona (IEB).
• Christiaensen, Luc & Lanjouw, Peter & Luoto, Jill & Stifel, David, 2010. "The Reliability of Small Area Estimation Prediction Methods to Track Poverty," WIDER Working Paper Series 099, World Institute for Development Economic Research (UNU-WIDER).
• Oualid Bada & Alois Kneip, 2010. "Panel Data Models with Unobserved Multiple Time - Varying Effects to Estimate Risk Premium of Corporate Bonds," Bonn Econ Discussion Papers bgse19_2010, University of Bonn, Germany.
• Morten Ø. Nielsen & S Johansen, 2010. "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Working Paper 1244, Economics Department, Queen's University.
• Stefan Hlawatsch & Peter Reichling, 2010. "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers 100016, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.