Report NEP-ECM-2010-10-16This 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:
- Donald W.K. Andrews & Xu Cheng, 2010. "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers 1773, Cowles Foundation for Research in Economics, Yale University.
- Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper 24981, University Library of Munich, Germany.
- Croux, Christophe & Gijbels, Irène & Prosdocimi, Ilaria, 2010. "Robust estimation of mean and dispersion functions in extended generalized additive models," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/277060, Katholieke Universiteit Leuven.
- Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
- Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010. "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00523371, HAL.
- Andrew Harvey, 2010. "Exponential conditional volatility models," Statistics and Econometrics Working Papers ws103620, Universidad Carlos III, Departamento de Estadística y Econometría.
- Croux, Christophe & Fried, R. & Gijbels, Irène & Mahieu, Koen, 2010. "Robust forecasting of non-stationary time series," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/277099, Katholieke Universiteit Leuven.
- Vansteelandt, Stijn & Bekaert, Maarten & Claeskens, Gerda, 2010. "On model selection and model misspecification in causal inference," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/277522, Katholieke Universiteit Leuven.
- Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics 10/60, University of Canterbury, Department of Economics and Finance.
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2010. "Long-run Identification in a Fractionally Integrated System," University of Regensburg Working Papers in Business, Economics and Management Information Systems 447, University of Regensburg, Department of Economics.
- Shinya Sugawara & Yasuhiro Omori, 2010. "Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game," CIRJE F-Series CIRJE-F-763, CIRJE, Faculty of Economics, University of Tokyo.
- Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
- Buchen, Teresa & Wohlrabe, Klaus, 2010. "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics 11788, University of Munich, Department of Economics.