Report NEP-ECM-2010-01-10

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:

• Helmut Herwartz & Helmut Luetkepohl, 2009, "Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity," Economics Working Papers, European University Institute, number ECO2009/42.
• Fuchun Li & Greg Tkacz, 2009, "A Consistent Test for Multivariate Conditional Distributions," Staff Working Papers, Bank of Canada, number 09-34, DOI: 10.34989/swp-2009-34.
• Alysha M De Livera & Rob J Hyndman, 2009, "Forecasting time series with complex seasonal patterns using exponential smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/09, Dec.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2009, "Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration," Working Paper, Economics Department, Queen's University, number 1226, Dec.
• Anna Staszewska-Bystrova, 2009, "Bootstrap Confidence Bands for Forecast Paths," Working Papers, COMISEF, number 024, Dec.
• Arvid Raknerud & Øivind Skare, 2009, "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers, Statistics Norway, Research Department, number 601, Dec.
• Karlsson, Maria & Cantoni, Eva & de Luna, Xavier, 2009, "Local polynomial regression with truncated or censored response," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:25, Dec.
• Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
• Nunzio Cappuccio & Diego Lubian, 2009, "The Fragility of the KPSS Stationarity Test," Working Papers, University of Verona, Department of Economics, number 67/2009, Dec.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2009, "Block Structure Multivariate Stochastic Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-699, Dec.
• D. Sornette & L. Lin & Ren R.E., 2009, "A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00002, May.
• Bo E. Honore & Luojia Hu, 2009, "Estimation of a transformation model with truncation, interval observation and time-varying covariates," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-16.
• Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel, 2009, "Time series segmentation by Cusum, AutoSLEX and AutoPARM methods," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws098025, Dec.
• Christian N. Brinch, 2009, "Non-parametric identication of the mixed proportional hazards model with interval-censored durations," Discussion Papers, Statistics Norway, Research Department, number 600, Dec.
• Alexander Kriwoluzky & Christian A. Stoltenberg, 2009, "Nested models and model uncertainty," Economics Working Papers, European University Institute, number ECO2009/37.
• Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009, "A Volatility Targeting GARCH model with Time-Varying Coefficients," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-08.
• Gundersen, Craig & Kreider, Brent & Pepper, John V., 2009, "The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13148, Dec.
• Item repec:eid:wpaper:2/09 is not listed on IDEAS anymore

• Barrios, Erniel B. & Mina, Christian D., 2009, "Profiling Poverty with Multivariate Adaptive Regression Splines," Discussion Papers, Philippine Institute for Development Studies, number DP 2009-29, DOI: https://doi.org/10.62986/dp2009.29.
• Stefan Boes, 2009, "Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0918, Dec.
• Roberto Patuelli & Norbert Schanne & Daniel A. Griffith & Peter Nijkamp, 2010, "Persistent Disparities in Regional Unemployment: Application of a Spatial Filtering Approach to Local Labour Markets in Germany," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 1001, Jan.
• Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009, "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Paper Series, European Central Bank, number 1132, Dec.
• Monteiro, André A., 2009, "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws097924, Dec.

Report NEP-ECM-2010-01-10

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: