Printed from https://ideas.repec.org/n/nep-ecm/2010-07-31.html
Report NEP-ECM-2010-07-31
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:
- Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10065, Jul.
- Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009, "Instrumental Regression in Partially Linear Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 613, Sep.
- Paulo M.M. Rodrigues & Antonio Rubia, 2010, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers, Banco de Portugal, Economics and Research Department, number w201011.
- Florens, Jean-Pierre, 2010, "Non Parametric Models with Instrumental Variables," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 618, Jun.
- António Alberto Santos, 2010, "MCMC, likelihood estimation and identifiability problems in DLM models," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-12, Jun.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010, "Further results on the limiting distribution of GMM sample moment conditions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-11.
- David Vincent, 2010, "Bootstrap LM Test for the Box CoxTobit Model," BOS10 Stata Conference, Stata Users Group, number 9, Jul.
- Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 621.
- Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10059, Jun, DOI: 10.1111/j.1467-9892.2011.00720.x.
- Item repec:hum:wpaper:sfb649dp2010-038 is not listed on IDEAS anymore
- António Rua & Miguel de Carvalho, 2010, "Nonstationary Extremes and the US Business Cycle," Working Papers, Banco de Portugal, Economics and Research Department, number w201003.
- Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2009, "Regularization of Nonparametric Frontier Estimators," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 614, Sep.
- Sojourner, Aaron, 2010, "Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5066, Jul.
- Antonis Demos & Stelios Arvanitis, 2010, "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers, Athens University of Economics and Business, number 1023, Jul.
- Maximiano Pinheiro, 2010, "Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables," Working Papers, Banco de Portugal, Economics and Research Department, number w201013.
- António Rua, 2010, "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201007.
- Austin Nichols, 2010, "Regression for nonnegative skewed dependent variables," BOS10 Stata Conference, Stata Users Group, number 2, Jul.
- Item repec:imf:imfwpa:10/149 is not listed on IDEAS anymore
- António Rua, 2010, "Measuring comovement in the time-frequency space," Working Papers, Banco de Portugal, Economics and Research Department, number w201001.
- António Rua & Miguel de Carvalho, 2010, "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers, Banco de Portugal, Economics and Research Department, number w201009.
- Florens, Jean-Pierre & Simon, Guillaume, 2010, "Endogeneity and Instrumental Variables in Dynamic Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 624, Apr.
- Cazals, Catherine & Dudley, Paul & Florens, Jean-Pierre & Jones, Michael, 2010, "The Effect of Unobserved Heterogeneity in Stochastic Frontier Estimation: Comparison of Cross Section and Panel with Simulated Data for The Postal Sector," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 619.
- António Rua & Miguel de Carvalho, 2010, "Extremal Dependence in International Output Growth: Tales from the Tails," Working Papers, Banco de Portugal, Economics and Research Department, number w201008.