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Report NEP-ECM-2010-03-28
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:
- Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers, University of Copenhagen. Department of Economics, number 10-10, Mar.
- BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
- Joanne S. Ercolani, 2010, "On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter," Discussion Papers, Department of Economics, University of Birmingham, number 10-09, Mar.
- Davide Ferrari & Sandra Paterlini, 2010, "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0623, Feb.
- Delphine Cassart & Marc Hallin & Davy Paindaveine, 2010, "On the estimation of cross-information quantities in rank-based inference," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-010, Mar.
- S. Bordignon & D. Raggi, 2010, "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 694, Feb.
- Item repec:eca:wpaper:2010_008 is not listed on IDEAS anymore
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
- HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
- ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
- Wang, Yafeng & Graham, Brett, 2009, "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper, University Library of Munich, Germany, number 21331, Dec.
- Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
- Ivan Faiella, 2010, "The use of survey weights in regression analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 739, Jan.
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
- Antonio Merlo & Xun Tang, 2009, "Identification of Stochastic Sequential Bargaining Models, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-008, Oct, revised 01 Mar 2010.
- Item repec:imf:imfwpa:10/56 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00462454_v1 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00463877_v1 is not listed on IDEAS anymore
- Dong Heon Kim, 2010, "What is an oil shock? Panel data evidence," Discussion Paper Series, Institute of Economic Research, Korea University, number 1007.
- SBRANA, Giacomo & SILVESTRINI, Andrea, 2009, "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009020, Mar.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010, "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4800, Mar.