Printed from https://ideas.repec.org/n/nep-ecm/2010-10-09.html
Report NEP-ECM-2010-10-09
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:dgr:kubcen:201091 is not listed on IDEAS anymore
- Almut E. D. Veraart, 2010, "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-65, Sep.
- Mogstad, Magne & Wiswall, Matthew, 2010, "Linearity in Instrumental Variables Estimation: Problems and Solutions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5216, Sep.
- Heckman, James J. & Schmierer, Daniel, 2010, "Tests of Hypotheses Arising in the Correlated Random Coefficient Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5205, Sep.
- Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010, "Integer-valued Lévy processes and low latency financial econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-66, Sep.
- Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.
- Ma, Jun & Nelson, Charles R., 2010, "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Economics Series, Institute for Advanced Studies, number 256, Sep.
- Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010, "Models for Heavy-tailed Asset Returns," MPRA Paper, University Library of Munich, Germany, number 25494, Sep.
- Michael C. Munnix & Rudi Schafer & Thomas Guhr, 2010, "Statistical causes for the Epps effect in microstructure noise," Papers, arXiv.org, number 1009.6157, Sep.
- Laura Trinchera & Giorgio Russolillo, 2010, "On the use of Structural Equation Models and PLS Path Modeling to build composite indicators," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number 30-2010, Sep, revised Oct 2010.
- Estrella Gómez Herrera, 2010, "Comparing alternative methods to estimate gravity models of bilateral trade," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 10/05, Sep.
- Angelo Mele, 2010, "A Structural Model of Segregation in Social Networks," Working Papers, NET Institute, number 10-16, Sep.
- Thomas Siedler & Bettina Sonnenberg, 2010, "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers, German Data Forum (RatSWD), number 146.
- Item repec:dgr:umamet:2010047 is not listed on IDEAS anymore
- Tsyplakov, Alexander, 2010, "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 25511, Sep.
- Lawrence E. Blume & William A. Brock & Steven N. Durlauf & Yannis M. Ioannides, 2010, "Identification of Social Interactions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0754.
- Petr Gapko & Martin Šmíd, 2010, "Modeling a Distribution of Mortgage Credit Losses," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/23, Sep, revised Sep 2010.
- Arthur Grimes & Chris Young, 2010, "A Simple Repeat Sales House Price Index: Comparative Properties Under Alternative Data Generation Processes," Motu Working Papers, Motu Economic and Public Policy Research, number 10_10, Sep.