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Report NEP-ECM-2008-03-08
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1644, Mar.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Working Paper, Economics Department, Queen's University, number 1156, Mar.
- Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0801.
- Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-006, Feb.
- Kyungchul Song, 2008, "Testing Distributional Inequalities and Asymptotic Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-005, Feb.
- Mohamed CHAOUCH & Ali GANNOUN & Jérôme SARACCO, 2008, "Conditional Spatial Quantile: Characterization and Nonparametric Estimation," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-10.
- Schlicht, Ekkehart, 2008, "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 2127, Feb.
- Alain Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan, 2008, "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," BIS Working Papers, Bank for International Settlements, number 249, Feb.
- Jaap Abbring & James Heckman, 2008, "Dynamic policy analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/08, Feb.
- M. Bigeco & E. Grosso & E. Otranto, 2008, "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200803.
- Andrew J. Patton & Kevin Sheppard, 2008, "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe22.
- Andrew J. Patton, 2008, "Copula-Based Models for Financial Time Series," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe21.
- Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008, "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/08, Feb.
- Bo Honore & Aureo de Paula, 2008, "Interdependent Durations," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-007, Feb.
- Michel, TENENHAUS, 2007, "Structural Equation Modelling for small samples," HEC Research Papers Series, HEC Paris, number 885, Dec.
- Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007, "Spatial Spillovers in the Development of Institutions," Electronic Working Papers, University of Maryland, Department of Economics, number 07-001, Nov.