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Report NEP-ECM-2009-12-05
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:
- Tue Gørgens & Allan Würtz, 2009, "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-54, Jan.
- Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-55, Nov.
- Manfred Gilli & Enrico Schumann, 2009, "Robust regression with optimisation heuristics," Working Papers, COMISEF, number 011, Jul.
- Francesco Battaglia & Mattheos Protopapas, 2009, "Time-varying Multi-regime Models Fitting by Genetic Algorithms," Working Papers, COMISEF, number 009, Feb.
- Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers, Bank of Canada, number 09-31, DOI: 10.34989/swp-2009-31.
- Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009, "Forecasting long memory time series under a break in persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-53, Nov.
- Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
- Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009, "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper, Norges Bank, number 2009/19, Nov.
- Valeri Voev, 2009, "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-56, Nov.
- Marmer, Vadim & Shneyerov, Artyom, 2009, "Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2009-61, Nov, revised 09 Sep 2010.
- Padilla Alberto, 2009, "An Unbiased Estimator of the Variance of Simple Random Sampling Using Mixed Random-Systematic Sampling," Working Papers, Banco de México, number 2009-13, Nov.
- Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
- Sebastien TERRA, 2009, "Zipf's Law for Cities: On a New Testing Procedure," Working Papers, CERDI, number 200920.
- W. Robert Reed & Rachel S. Webb, 2009, "Estimating Standard Errors For The Parks Model: Can Jackknifing Help?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/18, Nov.
- Sergey S. Stepanov, 2009, "Resilience of Volatility," Papers, arXiv.org, number 0911.5048, Nov.
- Bago d'Uva T & Lindeboom M & O'Donnell O & van Doorslaer E, 2009, "Slipping Anchor? Testing the Vignettes Approach to Identification and Correction of Reporting Heterogeneity," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/30, Oct.