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Report NEP-ECM-2009-08-16
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:
- Nickl, Richard & Pötscher, Benedikt M., 2009, "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper, University Library of Munich, Germany, number 16608, Mar.
- Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we094726, Jun.
- Christian Kascha & Carsten Trenkler, 2009, "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper, Norges Bank, number 2009/12, Aug.
- Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009, "Non Parametric Estimation of a Polarization Measure," Working Papers, University of Toronto, Department of Economics, number tecipa-363, Jul.
- Qian Chen & David E. Giles, 2009, "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers, Department of Economics, University of Victoria, number 0906, Aug.
- Item repec:bep:unimip:1083 is not listed on IDEAS anymore
- Francq, Christian & Zakoian, Jean-Michel, 2008, "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper, University Library of Munich, Germany, number 16672.
- Tatsuya Kubokawa, 2009, "Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-632, Aug.
- Eduardo Rossi & Paolo Santucci de Magistris, 2009, "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-31, Jul.
- Steven T. Berry & Philip A. Haile, 2009, "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1718, Sep, revised Mar 2010.
- Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2009, "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-631, Aug.
- Ghosh, Anisha & Linton, Oliver, 2009, "Consistent estimation of the risk-return tradeoff in the presence of measurement error," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we094928, Jul.
- Paul Clarke & Frank Windmeijer, 2009, "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/217, Jun.
- Richard Harris & Victoria Kravtsova, 2009, "In Search of W," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0017, Mar.
- John M Maheu & Thomas H McCurdy & Yong Song, 2009, "Extracting bull and bear markets from stock returns," Working Papers, University of Toronto, Department of Economics, number tecipa-369, Aug.
- Jennifer Mason, 2009, "Six Strategies for Mixing Methods and Linking Data in Social Science Research," Working Papers, eSocialSciences, number id:2168.