Econométrie: working papers (RePEc, 31/08/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Bayes estimators of log-normal means with finite quadratic expected loss

Date:

2011

By:

Enrico Fabrizi (Univeristà di Bologna)
Carlo Trivisano (Univeristà di Bologna)

URL:

http://d.repec.org/n?u=RePEc:bot:quadip:110&r=ecm
 

Keywords:

Bayes estimators, generalized hyperbolic distribution, generalized inverse gamma distribution, Bessel functions. Stimatori bayesiani, distribuzione iperbolica generalizzata, distribuzione gamma inversa generalizzata,funzioni di Bessel
  1. Sharp bounds on causal effects under sample selection

Date:

2011-08

By:

Huber, Martin
Mellace, Giovanni

URL:

http://d.repec.org/n?u=RePEc:usg:econwp:2011:34&r=ecm
 

Keywords:

Causal inference, principal stratification, nonparametric bounds, sample selection

JEL:

C14
  1. Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices

Date:

2011-08-18

By:

Yin Liao
Heather M. Anderson

URL:

http://d.repec.org/n?u=RePEc:msh:ebswps:2011-9&r=ecm
 

Keywords:

Covariance, Co-jumps, High-frequency data, First-High-Low-Last price, Microstructure bias, Nonsynchronous trades, Realized covariance, Realized co-range.

JEL:

C12
  1. Sensitivity analysis of efficiency rankings to distributional assumptions: applications to Japanese water utilities

Date:

2011

By:

Yane, Shinji
Berg, Sanford

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:32892&r=ecm
 

Keywords:

stochastic production frontier models; Japanese water utilities; heteroscedasticity

JEL:

L95
  1. Nowcasting Irish GDP

Date:

2011

By:

D’Agostino, Antonello
McQuinn, Kieran
O’Brien, Derry

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:32941&r=ecm
 

Keywords:

GDP; Forecasting; Factors

JEL:

C53
  1. Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series

Date:

2011-07

By:

Agustín Maravall Herrero (Banco de España)
Domingo Pérez Cañete (Banco de España)

URL:

http://d.repec.org/n?u=RePEc:bde:wpaper:1116&r=ecm
 

Keywords:

Time series analysis, Seasonal adjustment, Regression-ARIMA models, Filtering and smoothing, program TSW

JEL:

C22
  1. Being Focused: When the Purpose of Inference Matters for Model Selection

Date:

2011-06

By:

Peter Behl
Holger Dette
Manuel Frondel
Harald Tauchmann

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0264&r=ecm
 

Keywords:

Information Criteria; translog cost function; cross-price elasticities

JEL:

C3
  1. The empirical content of models with multiple equilibria in economies with social interactions

Date:

2011

By:

Alberto Bisin
Andrea Moro
Giorgio Topa

URL:

http://d.repec.org/n?u=RePEc:fip:fednsr:504&r=ecm
 

Keywords:

Human behavior ; Social choice ; Health
  1. The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization

Date:

2011

By:

Majo, M.C.
Soest, A.H.O. van (Tilburg University, Center for Economic Research)

URL:

http://d.repec.org/n?u=RePEc:dgr:kubcen:2011083&r=ecm
 

Keywords:

Count Data;Zero-In ated Poisson Model;Fixed-effects;SHARE.

JEL:

J14
  1. Default, liquidity and crises: an econometric framework

Date:

2011

By:

Monfort, A.
Renne, J-P.

URL:

http://d.repec.org/n?u=RePEc:bfr:banfra:340&r=ecm
 

Keywords:

credit risk, liquidity risk, term structure, affine model, regime switching, Car process.

JEL:

E43
  1. Three New Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous

Date:

2011-08

By:

Millimet, Daniel L. (Southern Methodist University)
Roy, Jayjit (Appalachian State University)

URL:

http://d.repec.org/n?u=RePEc:iza:izadps:dp5911&r=ecm
 

Keywords:

foreign direct investment, environmental regulation, spillovers, instrumental variables, control function, heteroskedasticity

JEL:

C31
  1. A Review and Bibliography of Early Warning Models

Date:

2011-08-18

By:

Yucel, Eray

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:32893&r=ecm
 

Keywords:

Early warning systems; bibliometric analysis

JEL:

C00

Laisser un commentaire

Entrez vos coordonnées ci-dessous ou cliquez sur une icône pour vous connecter:

Logo WordPress.com

Vous commentez à l'aide de votre compte WordPress.com. Déconnexion / Changer )

Image Twitter

Vous commentez à l'aide de votre compte Twitter. Déconnexion / Changer )

Photo Facebook

Vous commentez à l'aide de votre compte Facebook. Déconnexion / Changer )

Photo Google+

Vous commentez à l'aide de votre compte Google+. Déconnexion / Changer )

Connexion à %s