Printed from https://ideas.repec.org/n/nep-ecm/2008-10-21.html
Report NEP-ECM-2008-10-21
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:
- Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
- Item repec:hal:wpaper:halshs-00329495_v1 is not listed on IDEAS anymore
- Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1679, Oct.
- Item repec:knz:cofedp:0806 is not listed on IDEAS anymore
- Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
- Item repec:bep:unimip:1078 is not listed on IDEAS anymore
- Marc Hallin & Roman Liska, 2008, "Dynamic Factors in the Presence of Block Structure," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_012.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008, "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper, Economics Department, Queen's University, number 1181, Oct.
- Roger Hammersland, 2008, "Classical identification: A viable road for data to inform structural modeling," Discussion Papers, Statistics Norway, Research Department, number 562, Oct.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2008, "A New Hausmann Type Test to Detect the Presence of Influential Outliers," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_006.
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008, "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-14, Oct, revised 28 Sep 2011.
- Item repec:bep:unimip:1076 is not listed on IDEAS anymore
- Item repec:eca:wpaper:2008_001 is not listed on IDEAS anymore
- Li, Minqiang, 2008, "A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation," MPRA Paper, University Library of Munich, Germany, number 11185, Jul.
- Matsuki, Takashi & Usami, Ryoichi, 2007, "China's Regional Convergence in Panels with Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 10167, Mar, revised 17 May 2008.
- Christophe Croux & Catherine Dehon, 2008, "Robustness versus Efficiency for Nonparametric Correlation Measures," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_002.
- Ramírez Cobo, Josefa & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter, 2008, "On identifiability of MAP processes," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws084613, Sep.
- Seymen, Atilim, 2008, "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-065.
- Item repec:eca:wpaper:2008_008 is not listed on IDEAS anymore
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
- Michal Franta & Branislav Saxa & Katerina Smidkova, 2008, "Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/25, Oct, revised Oct 2008.
- Erich Gundlach & Martin Paldam, 2008, "Income and Democracy: A Comment on Acemoglu, Johnson, Robinson, and Yared (2008)," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2008-13, Oct.
- Campbell, Danny, 2007, "Combining mixed logit models and random effects models to identify the determinants of willingness to pay for rural landscape improvements," 81st Annual Conference, April 2-4, 2007, Reading University, UK, Agricultural Economics Society, number 7975, DOI: 10.22004/ag.econ.7975.
- Astrid Mathiassen, 2008, "The predictive ability of poverty models. Empirical Evidence from Uganda," Discussion Papers, Statistics Norway, Research Department, number 560, Oct.
- Item repec:bep:unimip:1077 is not listed on IDEAS anymore