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Report NEP-ECM-2010-06-04
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:
- Ardia, David & Hoogerheide, Lennart F., 2010, "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper, University Library of Munich, Germany, number 22919, Feb.
- Yamaguchi, Keiko & 山口, 圭子, 2010, "Estimating a change point in the long memory parameter," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-07, May.
- Yingyao Hu & Matthew Shum & Wei Tan, 2010, "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 558, May.
- Nieto, María Rosa & Ruiz Ortega, Esther, 2010, "Bootstrap prediction intervals for VaR and ES in the context of GARCH models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws102814, May.
- Parker, Thomas, 2010, "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper, University Library of Munich, Germany, number 22926, May.
- Janczura, Joanna & Weron, Rafal, 2010, "Goodness-of-fit testing for regime-switching models," MPRA Paper, University Library of Munich, Germany, number 22871, May.
- Russell Cooper & John Haltiwanger & Jonathan L. Willis, 2010, "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Economics Working Papers, European University Institute, number ECO2010/21.
- Pesaran, M.H. & Chudik, A., 2010, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1024, May.
- González, Javier & Muñoz, Alberto, 2010, "Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws102713, May.
- Item repec:ecl:ucdeco:10-6 is not listed on IDEAS anymore
- Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010, "Weights and pools for a Norwegian density combination," Working Paper, Norges Bank, number 2010/06, May.
- Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
- Hartmann, Wesley & Nair, Harikesh & Narayanan, Sridhar, 2009, "Nonparametric Estimation of Marketing-Mix Effects Using a Regression Discontinuity Design," Research Papers, Stanford University, Graduate School of Business, number 2039, Nov.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
- Andree Ehlert & Martin Schlather, 2010, "Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 30, May.
- Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
- Volf Frishling & David G Maher, 2010, "Some Remarks on T-copulas," Papers, arXiv.org, number 1005.4456, May.
- Corrado, L. & Weeks, M., 2010, "Identification Strategies in Survey Response Using Vignettes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1031, May.
- Andrew J. Buck & George M. Lady, 2010, "An Expanded Scope For Qualitative Economics," DETU Working Papers, Department of Economics, Temple University, number 1007, May.
- Hyunsok Kim & Ronald MacDonald, 2010, "Equilibrium exchange rate determination and multiple structural changes," Working Papers, Business School - Economics, University of Glasgow, number 2010_14, May.
- D.S.G. Pollock, 2010, "Oversampling of stochastic processes," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 44, May.