Report NEP-ECM-2010-01-16

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:

• Item repec:inu:caeprp:2009-023 is not listed on IDEAS anymore

• Item repec:inu:caeprp:2009-019 is not listed on IDEAS anymore

• Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series, Institute of Economic Research, Korea University, number 0917.
• Item repec:hal:cesptp:halshs-00423871_v2 is not listed on IDEAS anymore

• David E. Giles & Hui Feng, 2009, "Almost Unbiased Estimation of the Poisson Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 0909, Dec.
• Mancino Maria Elvira & Simona Sanfelici, 2009, "Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2009-09, Dec.
• Duchesne, Pierre & Francq, Christian, 2010, "On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses," MPRA Paper, University Library of Munich, Germany, number 19740, Jan.
• Ramses H. Mena & Matteo Ruggiero & Stephen G. Walker, 2009, "Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 26-2009, Dec.
• Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.
• Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
• Jouchi Nakajima & Yasuhiro Omori, 2009, "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-701, Dec.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2009-18, Nov.
• Item repec:hal:wpaper:halshs-00443561_v1 is not listed on IDEAS anymore

• Item repec:hal:wpaper:halshs-00442713_v1 is not listed on IDEAS anymore

• Toshio Honda, 2009, "Nonparametric regression for dependent data in the errors-in-variables problem," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-092, Nov.
• Item repec:bep:unimip:1084 is not listed on IDEAS anymore

• Tsunehiro Ishihara & Yasuhiro Omori, 2009, "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-700, Dec.
• Item repec:hal:wpaper:halshs-00443550_v1 is not listed on IDEAS anymore

• Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
• Molina, Isabel & Peña, Daniel & Pérez, Betsabé, 2009, "Robust estimation in linear regression models with fixed effects," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws098827, Dec.
• Item repec:hum:wpaper:sfb649dp2010-002 is not listed on IDEAS anymore

• Franz Buscha & Anna Conte, 2009, "A Bivariate Ordered Probit Estimator with Mixed Effects," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-103, Dec.
• Ramses H. Mena & Stephen G. Walker, 2009, "On a Construction of Markov Models in Continuous Time," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 25-2009, Dec.
• Item repec:hal:wpaper:halshs-00443553_v1 is not listed on IDEAS anymore

• Tatsuya Kubokawa, 2009, "A Review of Linear Mixed Models and Small Area Estimation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-702, Dec.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "Some problems in the testing of DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/31, Dec.
• James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
• Item repec:hum:wpaper:sfb649dp2010-003 is not listed on IDEAS anymore

• Stefan Boes, 2009, "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0920, Dec.
• Daniel Berkowitz & Mehmet Caner & Ying Fang, 2009, "The Validity of Instruments Revisited," Working Paper, Department of Economics, University of Pittsburgh, number 386, Dec, revised Dec 2009.
• Item repec:hal:wpaper:halshs-00442693_v1 is not listed on IDEAS anymore

• Item repec:hal:wpaper:halshs-00443564_v1 is not listed on IDEAS anymore

• Item repec:cte:werepe:we09448 is not listed on IDEAS anymore

• Item repec:hal:wpaper:halshs-00443560_v1 is not listed on IDEAS anymore

• Tetsuya Takaishi, 2009, "Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo," Papers, arXiv.org, number 1001.0024, Dec.
• Item repec:hal:wpaper:halshs-00443556_v1 is not listed on IDEAS anymore

• Zisimos Koustas & Jean-Francois Lamarche, 2009, "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers, Brock University, Department of Economics, number 0909, Dec, revised Jul 2010.
• Item repec:hal:wpaper:halshs-00442692_v1 is not listed on IDEAS anymore

• Maria Nieswand & Astrid Cullmann & Anne Neumann, 2009, "Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 962.
• Item repec:hal:wpaper:halshs-00443552_v1 is not listed on IDEAS anymore

• Arthur M. Berd, 2009, "Dynamic Estimation of Credit Rating Transition Probabilities," Papers, arXiv.org, number 0912.4621, Dec.
• Antonio Lijoi & Igor Pruenster, 2009, "Models beyond the Dirichlet process," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 23-2009, Dec.
• Emanuel Moench & Serena Ng & Simon M. Potter, 2009, "Dynamic hierarchical factor models," Staff Reports, Federal Reserve Bank of New York, number 412.
• Michelle L. Barnes & Fabia Gumbau-Brisa & Denny Lie & Giovanni P. Olivei, 2009, "Closed-form estimates of the New Keynesian Phillips curve with time-varying trend inflation," Working Papers, Federal Reserve Bank of Boston, number 09-15.
• Antonio Lijoi & Igor Pruenster, 2009, "Distributional Properties of means of Random Probability Measures," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 22-2009, Dec.
• Silvia Loriga & Paolo Naticchioni, 2010, "Short and long term evaluations of Public Employment Services in Italy," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 10-DEISFOL, revised 2010.
• Patrizia Berti & Michele Gori & Pietro Rigo, 2009, "A note on the law of large numbers in economics," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2009-10, Dec, revised Nov 2010.
• D. Sornette & A. Saichev & V. Filimonov, 2009, "Most Efficient Homogeneous Volatility Estimators," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00007, Oct.
• Item repec:pra:mprapa:19485 is not listed on IDEAS anymore

• Albarrán, Pedro & Ortuño, Ignacio & Ruiz-Castillo, Javier, 2009, "The measurement of low- and high-impact in citation distributions : technical results," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we095735, Dec.

Report NEP-ECM-2010-01-16

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: