Printed from https://ideas.repec.org/n/nep-ecm/2010-02-13.html
Report NEP-ECM-2010-02-13
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:
- Monica Billio & Roberto Casarin, 2010, "Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis," Working Papers, University of Brescia, Department of Economics, number 1002.
- Mogstad, Magne & Wiswall, Matthew, 2010, "Instrumental Variables Estimation with Partially Missing Instruments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4689, Jan.
- Sarafidis, Vasilis & Wansbeek, Tom, 2010, "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 20367, Feb.
- Rodríguez, Alejandro & Ruiz Ortega, Esther, 2010, "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws100301, Jan.
- Hospido, Laura, 2010, "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4712, Jan.
- Willert, Juliane, 2010, "Mean Shift detection under long-range dependencies with ART," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-437, Feb.
- Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-713, Feb.
- Peng-Hsuan Ke & Wen-Jen Tsay, 2010, "A Computationally Efficient Analytic Procedure for the Random Effects Probit Model," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 10-A001, Jan.
- Boucher, Vincent & Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2010, "Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4723, Jan.
- Russell Cooper & John Haltiwanger & Jonathan Willis, 2010, "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 10-02, Jan.
- Yélé Maweki Batana & Jean-Yves Duclos, 2010, "Testing for Mobility Dominance," Cahiers de recherche, CIRPEE, number 1002.
- Item repec:hal:wpaper:halshs-00450050_v1 is not listed on IDEAS anymore
- Miquel Montero & Javier Villarroel, 2010, "Exit times in non-Markovian drifting continuous-time random walk processes," Papers, arXiv.org, number 1002.0571, Feb, revised Jun 2010.
- Biørn, Erik, 2009, "Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables," Memorandum, Oslo University, Department of Economics, number 26/2009, Dec.
- Costa-Gomes, Miguel A. & Huck, Steffen & Weizsäcker, Georg, 2010, "Beliefs and Actions in the Trust Game: Creating Instrumental Variables to Estimate the Causal Effect," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4709, Jan.
- Schlotter, Martin & Schwerdt, Guido & Woessmann, Ludger, 2010, "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4725, Jan.
- Paul M. Voutier, 2010, "A New Approximation to the Normal Distribution Quantile Function," Papers, arXiv.org, number 1002.0567, Feb, revised Feb 2010.
- Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2010, "Treatment Evaluation in the Case of Interactions within Markets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4700, Jan.
- Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Cross-Correlation Dynamics in Financial Time Series," Papers, arXiv.org, number 1002.0321, Feb.
- Alghalith, Moawia, 2010, "New methods of estimating stochastic volatility and the stock return," MPRA Paper, University Library of Munich, Germany, number 20303, Jan.
- Jie-Jun Tseng & Sai-Ping Li, 2010, "Asset returns and volatility clustering in financial time series," Papers, arXiv.org, number 1002.0284, Feb, revised Apr 2011.