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Report NEP-ECM-2010-05-08
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:
- Francq, Christian & Zakoian, Jean-Michel, 2010, "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper, University Library of Munich, Germany, number 22414, Apr.
- Heitor Almeida & Murillo Campello & Antonio F. Galvao Jr., 2010, "Measurement Errors in Investment Equations," NBER Working Papers, National Bureau of Economic Research, Inc, number 15951, Apr.
- Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-16, Apr.
- Giovanni De Luca & Giampiero Gallo, 2010, "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_03, Apr.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-18, Apr.
- Sinha, Pankaj & Jayaraman, Prabha, 2010, "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper, University Library of Munich, Germany, number 22416, Apr.
- Claudia Miani & Stefano Siviero, 2010, "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 758, Apr.
- Stefan Bender & Joachim Möller, 2009, "Labor Market I. Data from the German Federal Employment Services," RatSWD Working Papers, German Data Forum (RatSWD), number 96.