Report NEP-ECM-2013-09-24

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 C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
• Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
• Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers 2013-28, Department of Economics and Business Economics, Aarhus University.
• Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
• Haiqing Xu, "undated". "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.
• Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013. "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS ws132925, Universidad Carlos III de Madrid. Departamento de Estadística.
• Fadaei Oshyani, Masoud & Sundberg, Marcus & Karlström, Anders, 2013. "Estimating flexible route choice models using sparse data," Working papers in Transport Economics 2013:11, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013. "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers 19457, National Bureau of Economic Research, Inc.
• Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, 2013. "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
• James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," Working Papers 2013-008, Human Capital and Economic Opportunity Working Group.
• Hans Haller & Hans Gersbach & Hideo Konishi, 2013. "Household Formation and Markets," Working Papers e07-37, Virginia Polytechnic Institute and State University, Department of Economics.
• Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers 19355, National Bureau of Economic Research, Inc.
• Jonathan Bartlett, 2013. "Multiple imputation of covariates in the presence of interactions and nonlinearities," United Kingdom Stata Users' Group Meetings 2013 03, Stata Users Group.
• Jean Dubé & Diègo Legros, 2013. "(VF)Économétrie spatiale et données spatiales empilées dans le temps : Proposition d'une modélisation adaptée.(VA)Spatial Econometric and Spatial Data Pooled over Time: Towards an adapted modelling ap," LEG - Document de travail - Economie 2013-01, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
• Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli, 2013. "A note on dummies for policies in gravity models: a Montecarlo experiment," Departmental Working Papers of Economics - University 'Roma Tre' 0180, Department of Economics - University Roma Tre.
• Òscar Jordà & Alan M. Taylor, 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," NBER Working Papers 19414, National Bureau of Economic Research, Inc.
• Ray C. Fair, 2013. "Reflections on Macroeconometric Modeling," Cowles Foundation Discussion Papers 1908, Cowles Foundation for Research in Economics, Yale University, revised Mar 2014.