Report NEP-ECM-2011-03-19

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:

• Peter Robinson & Supachoke Thawornkaiwong, 2011. "Statistical inference on regression with spatial dependence," CeMMAP working papers CWP08/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Peter Robinson, 2011. "Inference on power law spatial trends," CeMMAP working papers CWP09/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Pitarakis, Jean-Yves, 2011. "Joint Detection of Structural Change and Nonstationarity in Autoregressions," MPRA Paper 29189, University Library of Munich, Germany.
• José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF, Faculty of Economics, University of Coimbra.
• Xavier d'Haultfoeuille & Philippe Fevrier, 2010. "Identification of Mixture Models Using Support Variations," Working Papers 2010-12, Center for Research in Economics and Statistics.
• Steven T. Berry & Philip A. Haile, 2011. "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers 1787, Cowles Foundation for Research in Economics, Yale University.
• Yu-chin Chen & Wen-Jen Tsay, 2011. "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research 11-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised May 2011.
• Xavier d'Haultfoeuille & Arnaud Maurel, 2010. "Another Look at the Identification at Infinity of Sample Section Models," Working Papers 2010-10, Center for Research in Economics and Statistics.
• Borchani, Anis, 2010. "Statistiques des valeurs extrêmes dans le cas de lois discrètes," ESSEC Working Papers DR 10009, ESSEC Research Center, ESSEC Business School.
• Sven Schreiber, 2011. "The estimation uncertainty of permanent-transitory decompositions in cointegrated systems," IMK Working Paper 3-2011, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010. "Forecasting the Intermittent Demand for Slow-Moving Items," Working Papers 2010-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
• Item repec:ecu:wpaper:2010-05 is not listed on IDEAS anymore

• Krivonozhko, Vladimir & R. Førsund, Finn & V. Lychev, Andrey, 2011. "Terminal units in DEA: Definition and Determination," Memorandum 04/2011, Oslo University, Department of Economics.
• David Azriel & Micha Mandel & Yosef Rinott, 2011. "On optimal allocation in binary response trials; is adaptive design really necessary?," Discussion Paper Series dp568, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Item repec:bot:quadip:105 is not listed on IDEAS anymore

• Klein, Ingo & Fischer, Matthias J. & Pleier, Thomas, 2011. "Weighted power mean copulas: Theory and application," FAU Discussion Papers in Economics 01/2011, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2011.
• Cristina Davino, Rosaria Romano, 2011. "Sensitivity Analysis of Composite Indicators through Mixed Model Anova," Working Papers 32-2011, Macerata University, Department of Studies on Economic Development (DiSSE), revised Mar 2011.
• Jos'e Bento & Morteza Ibrahimi & Andrea Montanari, 2011. "Information Theoretic Limits on Learning Stochastic Differential Equations," Papers 1103.1689, arXiv.org.
• R. Førsund, Finn, 2011. "Weight Restrictions in DEA:Misplaced Emphasis?," Memorandum 05/2011, Oslo University, Department of Economics.