Report NEP-ECM-2009-06-17

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics. [Downloadable!]
• Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation, Yale University. [Downloadable!]
• Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation, Yale University. [Downloadable!]
• Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation, Yale University. [Downloadable!]
• Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper Series 11-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009. [Downloadable!]
• Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation, Yale University. [Downloadable!]
• Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation, Yale University. [Downloadable!]
• Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2009. "Spatial Filtering And Eigenvector Stability: Space-Time Models For German Unemployment Data," Working Paper Series 02-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation, Yale University. [Downloadable!]
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009. "Bayesian Methods For Completing Data In Space-Time Panel Models," Working Paper Series 05-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Don Harding & Adrian Pagan, 2009. "An Econometric Analysis Of Some Models For Constructed Binary Time Series," CAMA Working Papers 2009-08, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2009. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers 2009_10, University of Evora, CEFAGE-UE (Portugal). [Downloadable!]
• Wolfgang Härdle & Ostap Okhrin, 2009. "De copulis non est disputandum - Copulae: An Overview," SFB 649 Discussion Papers SFB649DP2009-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Hui Feng & David E. Giles, 2009. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0903, Department of Economics, University of Victoria. [Downloadable!]
• Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany. [Downloadable!]
• J. M. C. Santos Silva & Silvana Tenreyro, 2009. "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers dp0932, Centre for Economic Performance, LSE. [Downloadable!]
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Silvia SALINI & Ron S. KENETT, 2007. "Bayesian networks of customer satisfaction survey data," Departemental Working Papers 2007-33, Department of Economics University of Milan Italy. [Downloadable!]
• Caiado, Jorge & Crato, Nuno, 2009. "Identifying common dynamic features in stock returns," MPRA Paper 15240, University Library of Munich, Germany. [Downloadable!]
• J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers dp0933, Centre for Economic Performance, LSE. [Downloadable!]
• Cinzia COLAPINTO & Matteo FINI & Herb E. KUNZE & Jelena LONCAR, 2008. "Parameter estimation for differential equations using fractal-based methods and applications to economics," Departemental Working Papers 2008-07, Department of Economics University of Milan Italy. [Downloadable!]
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models : from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne 09036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Proietti, Tommaso & Luati, Alessandra, 2009. "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper 15510, University Library of Munich, Germany. [Downloadable!]
• Herb E. KUNZE & Davide LA TORRE & Edward R. VRSCAY, 2007. "Solving inverse problems for random equations and applications," Departemental Working Papers 2007-44, Department of Economics University of Milan Italy. [Downloadable!]
• Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008. "Methodological overview of Rasch model and application in customer satisfaction survey data," Departemental Working Papers 2008-04, Department of Economics University of Milan Italy. [Downloadable!]
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne 09033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Francesco Audrino & Kameliya Filipova, 2009. "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009 2009-10, Department of Economics, University of St. Gallen. [Downloadable!]
• Vincenzo CAPASSO & Herb E. KUNZE & Davide LA TORRE & Edward R. VRSCAY, 2008. "Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations," Departemental Working Papers 2008-08, Department of Economics University of Milan Italy. [Downloadable!]
• Mishra, SK, 2009. "A note on positive semi-definiteness of some non-pearsonian correlation matrices," MPRA Paper 15725, University Library of Munich, Germany. [Downloadable!]

This page was last updated on 2009-11-22.