Report NEP-ECM-2009-05-16

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:

• Boubacar Mainassara, Yacouba & Francq, Christian, 2009, "Estimating structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 15141.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_08.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper, University Library of Munich, Germany, number 15147.
• John Galbraith & Dongming Zhu, 2009, "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers, McGill University, Department of Economics, number 2009-02, Apr.
• Amendola, Alessandra & Christian, Francq, 2009, "Concepts and tools for nonlinear time series modelling," MPRA Paper, University Library of Munich, Germany, number 15140.
• Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009, "Nonparametric vs parametric binary choice models: An empirical investigation," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49286, May, DOI: 10.22004/ag.econ.49286.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009, "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper, University Library of Munich, Germany, number 15143.
• Item repec:cte:wsrepe:ws092910 is not listed on IDEAS anymore

• Mynbaev, Kairat, 2009, "OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version," MPRA Paper, University Library of Munich, Germany, number 15153, May.
• Perevodchikov, Evgeniy V., 2009, "Information Theoretic Estimators of the First-Order Spatial Autoregressive Model," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49491, DOI: 10.22004/ag.econ.49491.
• Pedro Duarte Silva, 2009, "LINEAR DISCRIMINANT RULES for HIGH-DIMENSIONAL CORRELATED DATA: ASYMPTOTIC and FINITE SAMPLE RESULTS," Working Papers de Gestão (Management Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 09, May.
• Domanski, Adam, 2009, "Estimating Mixed Logit Recreation Demand Models With Large Choice Sets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49413, DOI: 10.22004/ag.econ.49413.
• Brown, Zachary S. & Bellemare, Marc F., , "The Structural Estimation of Principal-Agent Models by Least Squares: Evidence from Land Tenancy in Madagascar," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49368, DOI: 10.22004/ag.econ.49368.
• Luati, Alessandra & Proietti, Tommaso, 2009, "Hyper-spherical and Elliptical Stochastic Cycles," MPRA Paper, University Library of Munich, Germany, number 15169, May.
• Marco Bee & Roberto Benedetti & Giuseppe Espa, 2009, "A note on maximum likelihood estimation of a Pareto mixture," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0903.
• Jorge Caiado, 2009, "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0903, May.
• Douglas James Hodgson, 2009, "A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada," CIRANO Working Papers, CIRANO, number 2009s-14, Apr.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," CIRANO Working Papers, CIRANO, number 2009s-17, May.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• Marcin Owczarczuk, 2009, "Support vector machines with two support vectors," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 35, May.
• Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
• Tejeda, Hernan A. & Goodwin, Barry K. & Pelletier, Denis, 2009, "A State Dependent Regime Switching Model of Dynamic Correlations," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49370, DOI: 10.22004/ag.econ.49370.
• Tom Engsted, 2009, "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-17, May.
• Kopecky, Karen A. & Suen, Richard M. H., 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper, University Library of Munich, Germany, number 15122, May.
• Paudel, Krishna P. & Poudel, Biswo N. & Dunn, Michael A. & Pandit, Mahesh, 2009, "An Analysis of Rank Ordered Data," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49518, DOI: 10.22004/ag.econ.49518.
• John Galbraith & Simon van Norden, 2008, "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers, McGill University, Department of Economics, number 2008-05, Nov.
• Carrion-Flores, Carmen E. & Flores-Lagunes, Alfonso & Guci, Ledia, 2009, "Land Use Change: A Spatial Multinomial Choice Analysis," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49403, DOI: 10.22004/ag.econ.49403.
• Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers, CIRANO, number 2009s-18, May.
• Klaiber, H. Allen & Smith, V. Kerry, 2009, "Sufficient Statistics for Measuring the Value of Changes in Local Public Goods: Does Chetty’s Framework Inform Lind?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49596, DOI: 10.22004/ag.econ.49596.
• Holt, Matthew T. & Goodwin, Barry K., 2009, "The Almost Ideal and Translog Demand Systems," MPRA Paper, University Library of Munich, Germany, number 15092, Mar.
• Taylor, Mykel R. & Phaneuf, Daniel J., 2009, "Bayesian Estimation of The Impacts of Food Safety Information on Household Demand for Meat and Poultry," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49214, DOI: 10.22004/ag.econ.49214.
• Arnade, Carlos Anthony & Calvin, Linda & Kuchler, Fred, 2009, "Food Safety and Spinach Demand: A Shock Correction Model," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49208, DOI: 10.22004/ag.econ.49208.
• Keith R. McLaren & Xueyan Zhao, 2009, "The Econometric Specification of Input Demand Systems Implied by Cost Function Representations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/09, Apr.

Report NEP-ECM-2009-05-16

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: