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Report NEP-ECM-2010-05-15
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:dgr:uvatin:20090104 is not listed on IDEAS anymore
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010, "Forecasting with DSGE models," Working Paper Series, European Central Bank, number 1185, May.
- Marco Bee, 2010, "Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1003.
- Item repec:clu:wpaper:0910-15 is not listed on IDEAS anymore
- Matteo PICCHIO & Chiara MUSSIDA, 2010, "Gender Wage Gap : A Semi-parametric Approach with Sample Selection Correction," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010005, Mar.
- Dinghai Xu, 2010, "A Threshold Stochastic Volatility Model with Realized Volatility," Working Papers, University of Waterloo, Department of Economics, number 1003, May, revised May 2010.
- Stefan Hlawatsch & Sebastian Ostrowski, 2010, "Simulation and Estimation of Loss Given Default," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100010, Mar.
- Krzysztof Kontek, 2010, "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 43, May.
- Item repec:dgr:uvatin:20090110 is not listed on IDEAS anymore
- Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
- David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
- Edward Hoyle & Lane P. Hughston & Andrea Macrina, 2010, "Stable-1/2 Bridges and Insurance," Papers, arXiv.org, number 1005.0496, May, revised Apr 2014.
- Marta O Soares & L Canto e Castro, 2010, "Simulation or cohort models? Continuous time simulation and discretized Markov models to estimate cost-effectiveness," Working Papers, Centre for Health Economics, University of York, number 056cherp, Mar.
- Grassi, Stefano & Proietti, Tommaso, 2010, "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper, University Library of Munich, Germany, number 22569, May.
- V. Abramov & F. Klebaner & R. Liptser, 2010, "The Euler-Maruyama approximations for the CEV model," Papers, arXiv.org, number 1005.0728, May.
- Cathy Ning & Dinghai Xu & Tony Wirjanto, 2010, "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers, University of Waterloo, Department of Economics, number 1001, Jan, revised Jan 2010.
- emmanuel, mamatzakis & george, christodoulakis, 2010, "Return Attribution Analysis of the UK Insurance Portfolios," MPRA Paper, University Library of Munich, Germany, number 22516, Mar.
- Antonello D'Agostino & Kieran McQuinn & Karl Whelan, 2010, "Are some forecasters really better than others?," Working Papers, School of Economics, University College Dublin, number 201012, Apr.
- Item repec:dgr:uvatin:20090091 is not listed on IDEAS anymore
- Hafedh Bouakez & Foued Chihi & Michel Normandin, 2010, "Measuring the Effects of Fiscal Policy," Cahiers de recherche, CIRPEE, number 1016.
- Charles Bellemare & Luc Bissonnette & Sabine Kröger, 2010, "Bounding Preference Parameters under Different Assumptions about Beliefs: a Partial Identification Approach," Cahiers de recherche, CIRPEE, number 1017.
- Gao-Feng Gu & Wei-Xing Zhou, 2010, "Detrending moving average algorithm for multifractals," Papers, arXiv.org, number 1005.0877, May, revised Jun 2010.