Report NEP-ECM-2010-05-22

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:

• Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010, "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2010-19, May, revised 17 Apr 2016.
• Schwarz, Maik & Van Bellegem, Sébastien, 2009, "Consistent Density Deconvolution under Partially Known Error Distribution," TSE Working Papers, Toulouse School of Economics (TSE), number 09-097, Oct.
• Item repec:tse:wpaper:22191 is not listed on IDEAS anymore

• Bigot, Jérôme & Van Bellegem, Sébastien, 2009, "Log-Density Deconvolution by Wavelet Thresholding," TSE Working Papers, Toulouse School of Economics (TSE), number 09-011, Feb.
• Faugeras, Olivier, 2009, "Prediction via the Quantile-Copula Conditional Density Estimator," TSE Working Papers, Toulouse School of Economics (TSE), number 09-124, Dec.
• Xinghua Zheng & Yingying Li, 2010, "On the estimation of integrated covariance matrices of high dimensional diffusion processes," Papers, arXiv.org, number 1005.1862, May, revised Mar 2012.
• Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009, "Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation," TSE Working Papers, Toulouse School of Economics (TSE), number 09-126, Dec.
• Casanova, Sandrine, 2009, "Using Nonparametric Conditional M-Quantiles to Estimate a Cumulative Distribution Function in a Domain," TSE Working Papers, Toulouse School of Economics (TSE), number 09-133, Dec.
• Alysha M De Livera, 2010, "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/10, Apr.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010, "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series, Institute for Advanced Studies, number 251, May.
• Peter Ruckdeschel & Nataliya Horbenko, 2010, "Robust Estimators in Generalized Pareto Models," Papers, arXiv.org, number 1005.1476, May, revised Sep 2011.
• Farré, Lídia & Klein, Roger & Vella, Francis, 2010, "A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY," IZA Discussion Papers, IZA Network @ LISER, number 4935, May.
• Regnard, Nazim & Zakoian, Jean-Michel, 2010, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper, University Library of Munich, Germany, number 22642.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010, "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,06.
• Rama Cont & Cecilia Mancini, 2010, "Nonparametric tests for pathwise properties of semimartingales," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-02, Jan.
• Alonso Fernández, Andrés Modesto & Casado, David & Romo, Juan, 2009, "Classification of functional data: a weighted distance approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws093915, Jul.
• Carnicero, José Antonio & Wiper, Michael Peter & Ausín Olivera, María Concepción, 2010, "Circular Bernstein polynomial distributions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws102511, May.
• Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010, "Forecast Combinations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-21, May.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/10, May.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009, "Identification and Estimation by Penalization in Nonparametric Instrumental Regression," TSE Working Papers, Toulouse School of Economics (TSE), number 09-076, Aug.
• Rothe, Christoph, 2009, "Unconditional Partial Effects of Binary Covariates," TSE Working Papers, Toulouse School of Economics (TSE), number 09-79, Sep.
• Keith Ord & Ralph Snyder & Adrian Beaumont, 2010, "Forecasting the Intermittent Demand for Slow-Moving Items," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/10, May.
• Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," TSE Working Papers, Toulouse School of Economics (TSE), number 09-138, Dec.
• Item repec:dgr:eureir:1765019452 is not listed on IDEAS anymore

• Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad, 2010, "Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-031, May.
• Verardi, Vincenzo & Wagner, Joachim, 2010, "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," IZA Discussion Papers, IZA Network @ LISER, number 4928, May.
• Cecilia Mancini & Fabio Gobbi, 2010, "Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-05, Mar.
• Palacios, Ana Paula & Marín Díazaraque, Juan Miguel & Wiper, Michael Peter, 2010, "Bayesian hierarchical modelling of bacteria growth," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws102109, Apr.
• MICHIELS, Frederik & DE SCHEPPER, Ann, 2010, "A new graphical tool for copula selection," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010004, May.
• Cecilia Mancini, 2010, "Speed of convergence of the threshold estimator of integrated variance," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-03, Apr.
• Item repec:dgr:eureir:1765019447 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2010-026 is not listed on IDEAS anymore

• Item repec:tse:wpaper:22180 is not listed on IDEAS anymore

• Don McLeish, 2010, "A general method for debiasing a Monte Carlo estimator," Papers, arXiv.org, number 1005.2228, May, revised Jun 2010.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
• Bisio Laura & Faccini Andrea, 2010, "Does cointegration matter? An analysis in a RBC perspective," wp.comunite, Department of Communication, University of Teramo, number 0066, May.
• Genton, Mark G. & Ruiz-Gazen, Anne, 2009, "Visualizing Influential Observations in Dependent Data," TSE Working Papers, Toulouse School of Economics (TSE), number 09-051, Jun.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-19, Apr.
• Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2009, "Set Identified Linear Models," TSE Working Papers, Toulouse School of Economics (TSE), number 09-090, Sep.
• Daskovska, Alexandra & Simar, Léopold & Van Bellegem, Sébastien, 2009, "Forecasting the Malmquist Productivity Index," TSE Working Papers, Toulouse School of Economics (TSE), number 09-048, Jun.

Report NEP-ECM-2010-05-22

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: