Printed from https://ideas.repec.org/n/nep-ecm/2010-01-23.html
Report NEP-ECM-2010-01-23
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:brk:wpaper:0911 is not listed on IDEAS anymore
- Todd, Prono, 2009, "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper, University Library of Munich, Germany, number 20032, Sep.
- Ardelean, Vlad, 2009, "The impacts of outliers on different estimators for GARCH processes: an empirical study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 06/2009.
- Todd, Prono, 2010, "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 20034, Jan.
- Item repec:sca:scaewp:0905 is not listed on IDEAS anymore
- Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0915, Dec.
- E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
- F. Crudu, 2009, "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200912.
- Item repec:hum:wpaper:sfb649dp2010-004 is not listed on IDEAS anymore
- Ingo, Klein & Christian, Köck & Fabian, Tinkl, 2009, "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 11/2009.
- Todd, Prono, 2009, "Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique," MPRA Paper, University Library of Munich, Germany, number 20031, Sep.
- Thomas Steenburgh & Andrew Ainslie, 2010, "Substitution Patterns of the Random Coefficients Logit," Harvard Business School Working Papers, Harvard Business School, number 10-053, Jan.
- Martin Paldam & Laurent Callot, 2010, "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009, "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper, University Library of Munich, Germany, number 19963.
- Schlüter, Stephan, 2009, "Constructing a quasilinear moving average using the scaling function," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 12/2009.
- Herrmann, Klaus, 2009, "Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 07/2009.
- Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009, "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers, Banco de España, number 0935, Dec.
- Gordon Anderson & Ian Crawford & Andrew Leicester, 2010, "Welfare Rankings From Multivariate Data, A Non-Parametric Approach," Working Papers, University of Toronto, Department of Economics, number tecipa-386, Jan.
- Schlüter, Stephan & Fischer, Matthias J., 2009, "A tail quantile approximation formula for the student t and the symmetric generalized hyperbolic distribution," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2009.
- Cohen-Zada, Danny & Gradstein, Mark & Reuven, Ehud, 2009, "Class Size and the Regression Discontinuity Design: The Case of Public Schools," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4679, Dec.