Printed from https://ideas.repec.org/n/nep-ecm/2009-06-17.html
Report NEP-ECM-2009-06-17
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:
- Zhenlin Yang & Liangjun Su, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 05-2007, Aug.
- Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
- Ioannis Kasparis & Peter C.B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1700, Jun.
- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
- Item repec:rim:rimwps:11-09 is not listed on IDEAS anymore
- Sowell, Fallaw, 2009, "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper, University Library of Munich, Germany, number 15494, Feb, revised May 2009.
- Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
- Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
- Item repec:rim:rimwps:02-09 is not listed on IDEAS anymore
- Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
- Item repec:rim:rimwps:05-09 is not listed on IDEAS anymore
- Item repec:acb:camaaa:2009-08 is not listed on IDEAS anymore
- Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_10.
- Item repec:hum:wpaper:sfb649dp2009-031 is not listed on IDEAS anymore
- Hui Feng & David E. Giles, 2009, "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0903, Jun.
- Chen, Pian & Velamuri, Malathi, 2009, "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper, University Library of Munich, Germany, number 15722, May.
- J. M. C. Santos Silva & Silvana Tenreyro, 2009, "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0932, May.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
- Silvia SALINI & Ron S. KENETT, 2007, "Bayesian networks of customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-33, Oct.
- Item repec:pra:mprapa:15240 is not listed on IDEAS anymore
- J. M. C. Santos Silva & Silvana Tenreyro, 2009, "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0933, May.
- Cinzia COLAPINTO & Matteo FINI & Herb E. KUNZE & Jelena LONCAR, 2008, "Parameter estimation for differential equations using fractal-based methods and applications to economics," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-07, Apr.
- Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009, "Volatility Models: from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09036, May.
- Proietti, Tommaso & Luati, Alessandra, 2009, "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper, University Library of Munich, Germany, number 15510, Jun.
- Herb E. KUNZE & Davide LA TORRE & Edward R. VRSCAY, 2007, "Solving inverse problems for random equations and applications," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-44, Dec.
- Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008, "Methodological overview of Rasch model and application in customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-04, Feb.
- Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
- Francesco Audrino & Kameliya Filipova, 2009, "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-10, May.
- Vincenzo CAPASSO & Herb E. KUNZE & Davide LA TORRE & Edward R. VRSCAY, 2008, "Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-08, Apr.
- Mishra, SK, 2009, "A note on positive semi-definiteness of some non-pearsonian correlation matrices," MPRA Paper, University Library of Munich, Germany, number 15725, Jun.