Report NEP-ECM-2009-08-16This 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.
The following items were announced in this report:
- Nickl, Richard & Pötscher, Benedikt M., 2009. "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper 16608, University Library of Munich, Germany.
- Emma M. Iglesias & Oliver Linton, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," Economics Working Papers we094726, Universidad Carlos III, Departamento de Economía.
- Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank.
- Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
- Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
- Item repec:bep:unimip:1083 is not listed on IDEAS anymore
- Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany.
- Tatsuya Kubokawa, 2009. "Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models," CIRJE F-Series CIRJE-F-632, CIRJE, Faculty of Economics, University of Tokyo.
- Eduardo Rossi & Paolo Santucci de Magistris, 2009. "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers 2009-31, School of Economics and Management, University of Aarhus.
- Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
- Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2009. "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series CIRJE-F-631, CIRJE, Faculty of Economics, University of Tokyo.
- Anisha Ghosh & Oliver Linton, 2009. "Consistent estimation of the risk-return tradeoff in the presence of measurement error," Economics Working Papers we094928, Universidad Carlos III, Departamento de Economía.
- Paul Clarke & Frank Windmeijer, 2009. "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation 09/217, Department of Economics, University of Bristol, UK.
- Richard Harris & Victoria Kravtsova, 2009. "In Search of W," SERC Discussion Papers 0017, Spatial Economics Research Centre, LSE.
- John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.
- Jennifer Mason, 2009. "Six Strategies for Mixing Methods and Linking Data in Social Science Research," Working Papers id:2168, eSocialSciences.