Report NEP-ECM-2011-08-15

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:

• Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2011. "Asymptotic Power of Sphericity Tests for High-Dimensional Data," Working Papers ECARES ECARES 2011-018, ULB -- Universite Libre de Bruxelles.
• Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
• Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
• Item repec:umc:wpaper:1107 is not listed on IDEAS anymore

• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," Working Papers ECARES ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
• Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
• Juan Carlos Aquino & Gabriel Rodríguez, 2011. "Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change," Documentos de Trabajo / Working Papers 2011-319, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Johan H.L. Oud & Henk Folmer & Roberto Patuelli & Peter Nijkamp, 2011. "Continuous-Time Modelling with Spatial Dependence," Tinbergen Institute Discussion Papers 11-117/3, Tinbergen Institute.
• Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
• Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.
• Wagstaff, Adam & Wang, L. Choon, 2011. "A hybrid approach to efficiency measurement with empirical illustrations from education and health," Policy Research Working Paper Series 5751, The World Bank.
• Mroz, T. & Picone, G., 2011. "A Multiple State Duration Model with Endogenous Treatment," Health, Econometrics and Data Group (HEDG) Working Papers 11/19, HEDG, c/o Department of Economics, University of York.
• Bilger M. & Manning W.G, 2011. "Measuring overfitting and mispecification in nonlinear models," Health, Econometrics and Data Group (HEDG) Working Papers 11/25, HEDG, c/o Department of Economics, University of York.