Report NEP-ECM-2010-10-02

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:

• Item repec:wvu:wpaper:10-09 is not listed on IDEAS anymore

• Item repec:wvu:wpaper:10-11 is not listed on IDEAS anymore

• Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2010, "Iterative Regularization in Nonparametric Instrumental Regression," TSE Working Papers, Toulouse School of Economics (TSE), number 10-184, Jul.
• Ausín Olivera, María Concepción & Galeano, Pedro & Ghosh, Pulak, 2010, "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws103822, Sep.
• Florens, Jean-Pierre & Schwarz, Maik & Van Bellegem, Sébastien, 2010, "Nonparametric Frontier Estimation from Noisy Data," TSE Working Papers, Toulouse School of Economics (TSE), number 10-179, May.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," TSE Working Papers, Toulouse School of Economics (TSE), number 10-176, Mar.
• David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010, "Unit root testing under a local break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/05, Sep.
• Peter Fuleky & Eric Zivot, 2010, "Indirect Inference Based on the Score," Working Papers, University of Washington, Department of Economics, number UWEC-2010-08, Jun.
• Dong, Yingying, 2010, "Jumpy or Kinky? Regression Discontinuity without the Discontinuity," MPRA Paper, University Library of Munich, Germany, number 25461, Aug.
• Evarist Stoja & Arnold Polanski, 2009, "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/617, Dec.
• Item repec:wvu:wpaper:10-10 is not listed on IDEAS anymore

• Ewa M. Syczewska, 2010, "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 45, Sep.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," TSE Working Papers, Toulouse School of Economics (TSE), number 10-175, May.
• Reed, W. Robert & Webb, Rachel S., 2010, "Estimating standard errors for the Parks model: Can jackknifing help?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-23.
• Polasek, Wolfgang & Sellner, Richard, 2010, "Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models," Economics Series, Institute for Advanced Studies, number 255, Sep.
• Item repec:pse:psecon:2010-22 is not listed on IDEAS anymore

• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• Chernobai, Anna & Menn, Christian & Rachev, Svetlozar T. & Trück, Stefan, 2010, "Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 4, DOI: 10.5445/IR/1000019773.
• Güner, Biliana & Rachev, Svetlozar T. & Edelman, Daniel & Fabozzi, Frank J., 2010, "Bayesian inference for hedge funds with stable distribution of returns," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 1, DOI: 10.5445/IR/1000019743.
• SBRANA, Giacomo & SILVESTRINI, Andrea, 2010, "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010039, Jul.
• Florens, Jean-Pierre & Simon, Guillaume, 2010, "Endogeneity and Instrumental Variables in Dynamic Models," TSE Working Papers, Toulouse School of Economics (TSE), number 10-178, 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," TSE Working Papers, Toulouse School of Economics (TSE), number 10-173.
• Item repec:pse:psecon:2010-16 is not listed on IDEAS anymore

• Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz, 2010, "A Cyclical Model of Exchange Rate Volatility," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 10/618, Oct.
• Michael Lechner, 2010, "The Estimation of Causal Effects by Difference-in-Difference Methods," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-28, Sep, revised Oct 2011.
• Item repec:imf:imfwpa:10/181 is not listed on IDEAS anymore

Report NEP-ECM-2010-10-02

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: