Report NEP-ECM-2010-02-27This 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:
- Daniel PREVE & Anders ERIKSSON & Jun YU, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers 22-2009, Singapore Management University, School of Economics.
- Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010. "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," Working Paper Series in Economics and Finance 724, Stockholm School of Economics.
- Boehmke, Frederick J. & Meissner, Christopher M., 2009. "Modeling Sample Selection for Durations with Time-Varying Covariates, with an Application to the Duration of Exchange Rate Regimes," Working Papers 09-22, University of California at Davis, Department of Economics.
- Martin Wittenberg, 2009. "Sample Survey Calibration: An Informationtheoretic perspective," SALDRU Working Papers 41, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Jun YU, 2009. "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers 21-2009, Singapore Management University, School of Economics.
- Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin, 2010. "Time varying Hierarchical Archimedean Copulae," SFB 649 Discussion Papers SFB649DP2010-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lee, Wang-Sheng & Suardi, Sandy, 2010. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," IZA Discussion Papers 4748, Institute for the Study of Labor (IZA).
- Jiří Witzany & Michal Rychnovský & Pavel Charamza, 2010. "Survival Analysis in LGD Modeling," Working Papers IES 2010/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2010.
- Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010. "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach," CIRJE F-Series CIRJE-F-717, CIRJE, Faculty of Economics, University of Tokyo.
- Jesse Naidoo, 2009. "Finite-Sample Bias and Inconsistency in the Estimation of Poverty Maps," SALDRU Working Papers 36, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Fragetta, Matteo, 2010. "Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective," MPRA Paper 20616, University Library of Munich, Germany.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/16157/ is not listed on IDEAS anymore
- Drechsler, Jörg, 2010. "Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel," IAB Discussion Paper 201006, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Justine Burns & Malcolm Kewsell & Rebecca Thornton, 2009. "Evaluating the Impact of Health Programmes," SALDRU Working Papers 40, Southern Africa Labour and Development Research Unit, University of Cape Town.