Report NEP-ECM-2009-05-02

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:

• Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen.
• David Roodman, 2009. "Estimating Fully Observed Recursive Mixed-Process Models with cmp," Working Papers 168, Center for Global Development.
• Arnab Bhattacharjee, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," Discussion Paper Series, School of Economics and Finance 200904, School of Economics and Finance, University of St Andrews.
• Roy Cerqueti & Paolo Falbo & Cristian Pelizzari, 2009. "Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping," Working Papers 53-2009, Macerata University, Department of Finance and Economic Sciences, revised Apr 2009.
• Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
• Marcin Owczarczuk, 2009. "Maximum Score Type Estimators," Working Papers 30, Department of Applied Econometrics, Warsaw School of Economics.
• Leech, Dennis & Leech, Robert & Simmonds, Anna, 2009. "Parametric inference for functional information mapping," The Warwick Economics Research Paper Series (TWERPS) 899, University of Warwick, Department of Economics.
• Michael Greenacre, 2009. "Canonical correspondence analysis in social science research," Economics Working Papers 1154, Department of Economics and Business, Universitat Pompeu Fabra.
• Monika Oleksiak, 2009. "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers 34, Department of Applied Econometrics, Warsaw School of Economics.
• Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "The Random Coefficients Logit Model Is Identified," NBER Working Papers 14934, National Bureau of Economic Research, Inc.
• Cho, Seong-Hoon & Lambert, Dayton M. & Kim, Seung Gyu & Jung, Suhyun, 2009. "Extreme coefficients in Geographically Weighted Regression and their effects on mapping," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49117, Agricultural and Applied Economics Association.
• Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Working Papers 32, Department of Applied Econometrics, Warsaw School of Economics.
• Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
• Mark Craddock & Eckhard Platen, 2009. "On Explicit Probability Laws for Classes of Scalar Diffusions," Research Paper Series 246, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ghislain Yanou, 2008. "Extension of random matrix theory to the L-moments for robust portfolio allocation," Documents de travail du Centre d'Economie de la Sorbonne bla08103, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guegan & Pierre-André Maugis, 2008. "New prospects on vines," Documents de travail du Centre d'Economie de la Sorbonne b08095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2010.
• Balakrishna, B S, 2008. "Levy Density Based Intensity Modeling of the Correlation Smile," MPRA Paper 14922, University Library of Munich, Germany, revised 06 Apr 2009.
• Agostino Tarsitano, 2009. "Comparing The Effectiveness Of Rank Correlation Statistics," Working Papers 200906, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.