Printed from https://ideas.repec.org/n/nep-ecm/2010-05-29.html
Report NEP-ECM-2010-05-29
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:
- Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-3969610 is not listed on IDEAS anymore
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/17152/ is not listed on IDEAS anymore
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18216/ is not listed on IDEAS anymore
- Parker, Thomas, 2010, "An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models," MPRA Paper, University Library of Munich, Germany, number 22841, May.
- Michael McAleer & Marcelo C. Medeiros, 2010, "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/28, May.
- Item repec:ner:dauphi:urn:hdl:123456789/3984 is not listed on IDEAS anymore
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-23, May.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/20, May.
- Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia, 2010, "Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter," Carleton Economic Papers, Carleton University, Department of Economics, number 10-02, Jan.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18230/ is not listed on IDEAS anymore
- Morten Ø. Nielsen & S Johansen, 2010, "Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model," Working Paper, Economics Department, Queen's University, number 1237, May.
- Jin Zhang & Wing Long Ng, 2010, "Exact Maximum Likelihood Estimation for Copula Models," Working Papers, COMISEF, number 038, May.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18215/ is not listed on IDEAS anymore
- Wegmann , Bertil & Villani, Mattias, 2010, "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 242, May.
- Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010, "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-523, May.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18904/ is not listed on IDEAS anymore
- Bańbura, Marta & Modugno, Michele, 2010, "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series, European Central Bank, number 1189, May.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18226/ is not listed on IDEAS anymore
- Manabu Asai & Massimiliano Caporin & Michael McAleer, 2010, "Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/24, May.
- Dayton M. Lambert & Jason P. Brown & Raymond J.G.M. Florax, 2010, "A Two-Step Estimator For A Spatial Lag Model Of Counts: Theory, Small Sample Performance And An Application," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 10-5.
- Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18261/ is not listed on IDEAS anymore
- Pesaran, Hashem & Chudik, Alexander, 2010, "Econometric analysis of high dimensional VARs featuring a dominant unit," Working Paper Series, European Central Bank, number 1194, May.
- Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
- Ivan Nourdin & Giovanni Peccati & Mark Podolskij, 2010, "Quantitative Breuer-Major Theorems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-22, May.
- Charles J. Romeo, 2010, "Filling Out the Instrument Set in Mixed Logit Demand Systems for Aggregate Data," EAG Discussions Papers, Department of Justice, Antitrust Division, number 201003, Apr.
- Massimiliano Bratti & Alfonso Miranda, 2010, "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-05, May, revised 10 Dec 2010.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/18905/ is not listed on IDEAS anymore
- Razzak, Weshah, 2010, "Predicting Instability," MPRA Paper, University Library of Munich, Germany, number 22804, May.
- Item repec:stn:sotoec:1009 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765019359 is not listed on IDEAS anymore
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/19473/ is not listed on IDEAS anymore
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010, "The spatial transferability of parameters in a gravity model of commuting flows," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2010/3, May.
- Jin Zhang & Dietmar Maringer, 2010, "Asset Pair-Copula Selection with Downside Risk Minimization," Working Papers, COMISEF, number 037, May.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-22415 is not listed on IDEAS anymore
- Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.