Printed from https://ideas.repec.org/n/nep-ecm/2010-07-24.html
Report NEP-ECM-2010-07-24
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:
- Xin Jin & John M Maheu, 2010, "Modelling Realized Covariances and Returns," Working Papers, University of Toronto, Department of Economics, number tecipa-408, Jul.
- Margherita Gerolimetto & Stefano Magrini, 2010, "Convergence analysis as distribution dynamics when data are spatially dependent," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_12.
- Alfonso Miranda & Sophia Rabe-Hesketh, 2010, "Missing ordinal covariates with informative selection," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-16, Jul.
- Vitali Alexeev & Alex Maynard, 2010, "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers, University of Guelph, Department of Economics and Finance, number 1001.
- Christophe Bellégo & Laurent Ferrara, 2010, "A factor-augmented probit model for business cycle analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-14.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652R, Oct.
- Rihab Bedoui & Haykel Hamdi, 2010, "Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-16.
- Dippold, Katrin & Hruschka, Harald, 2010, "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 443, Feb.
- Kunst, Robert M. & Franses, Philip Hans, 2010, "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series, Institute for Advanced Studies, number 252, Jul.
- MACHARIA, Harrison & GOOS, Peter, 2010, "D-optimal and D-efficient equivalent-estimation second-order split-plot designs," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010011, May.
- Trenkler, Carsten & Weber, Enzo, 2009, "Codependence and Cointegration," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 437, Oct.
- Narayan, Paresh Kumar & Popp, Stephan, 2010, "Testing the consumption based CAPM: evidence from a new approach," Working Papers, Deakin University, Department of Economics, number eco_2010_09, Jan.
- Weber, Enzo, 2010, "On the Sources of U.S. Stock Market Comovement," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 439, Mar.
- Weber, Enzo, 2009, "A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 432, Jul.
- ERREYGERS, Guido & CLARKE, Philip & VAN OURTI, Tom, 2010, "Mirror, mirror, on the wall, who in this land is fairest of all? Revisiting the extended concentration index," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010015, Jul.
- Item repec:hal:wpaper:hal-00502273_v1 is not listed on IDEAS anymore
- Luis García Núñez, 2010, "Econometría de evaluación de impacto," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-283.
- Weber, Enzo, 2009, "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 431, Jul.
- Dan Marsh & Lena Mkwara & Riccardo Scarpa, 2010, "Does Respondent Perception of the Status Quo Matter in Non-Market Valuation with Choice Experiments? An Application to New Zealand Freshwater Streams," Working Papers in Economics, University of Waikato, number 10/04, Jul.
- Costas Meghir & Steven Rivkin, 2010, "Econometric methods for research in education," IFS Working Papers, Institute for Fiscal Studies, number W10/10, May.