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Report NEP-ECM-2010-07-17
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:
- Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal Vector Autoregression," MPRA Paper, University Library of Munich, Germany, number 23717, Apr.
- Lanne, Markku & Saikkonen, Pentti, 2009, "GMM Estimation with Noncausal Instruments," MPRA Paper, University Library of Munich, Germany, number 23649, Sep.
- Katarzyna Maciejowska, 2010, "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers, European University Institute, number ECO2010/27.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010, "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper, University Library of Munich, Germany, number 23648, Feb.
- Tomás del Barrio Castro & Denise R. Osborn, 2010, "HEGY Tests in the Presence of Moving Averages," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 42.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
- Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
- L Godfrey & T Yamagata, 2010, "A robust test for error cross-section correlation in panel models," Discussion Papers, Department of Economics, University of York, number 10/16, Jul.
- Michael P. Keane & Robert M. Sauer, 2010, "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1008, Jul, revised 05 Jul 2010.
- Katarzyna Maciejowska, 2010, "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers, European University Institute, number ECO2010/28.
- Alexandre Repkine, 2010, "The Estimation of Meta-Frontiers by Constrained Maximum Likelihood," Discussion Paper Series, Institute of Economic Research, Korea University, number 1011.
- Rangan Gupta & Mampho P. Modise, 2010, "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers, University of Pretoria, Department of Economics, number 201016, Jul.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010, "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-026, Jul.
- Gulseven, Osman & Wohlgenant, Michael K., , "A Hedonic Metric Approach to Estimating the Demand for Differentiated Products: An Application to Retail Milk Demand," 84th Annual Conference, March 29-31, 2010, Edinburgh, Scotland, Agricultural Economics Society, number 91675, DOI: 10.22004/ag.econ.91675.
- Nyberg, Henri, 2010, "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper, University Library of Munich, Germany, number 23724, Apr.