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 & PÃ¶tscher, 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 EconomÃa.
- Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper, Norges Bank 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, Faculty of Economics, University of Tokyo 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, Cowles Foundation for Research in Economics, Yale University 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, Faculty of Economics, University of Tokyo 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 EconomÃa.
- 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, Spatial Economics Research Centre, LSE 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.