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Report NEP-ECM-2010-10-16
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:
- Donald W.K. Andrews & Xu Cheng, 2010, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1773, Oct.
- Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper, University Library of Munich, Germany, number 24981, Jun.
- Item repec:ner:leuven:urn:hdl:123456789/277060 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2010, "Reality checks and nested forecast model comparisons," Working Papers, Federal Reserve Bank of St. Louis, number 2010-032, DOI: 10.20955/wp.2010.032.
- Item repec:hal:cesptp:halshs-00523371_v1 is not listed on IDEAS anymore
- Harvey, Andrew, 2010, "Exponential conditional volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103620, Sep.
- Item repec:ner:leuven:urn:hdl:123456789/277099 is not listed on IDEAS anymore
- Item repec:ner:leuven:urn:hdl:123456789/277522 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2010, "Testing for unconditional predictive ability," Working Papers, Federal Reserve Bank of St. Louis, number 2010-031, DOI: 10.20955/wp.2010.031.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/60, Oct.
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2010, "Long-run Identification in a Fractionally Integrated System," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 447, Sep.
- Shinya Sugawara & Yasuhiro Omori, 2010, "Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-763, Oct.
- Helmut Elsinger, 2010, "Independence Tests based on Symbolic Dynamics," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 165, Sep.
- Buchen, Teresa & Wohlrabe, Klaus, 2010, "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics, University of Munich, Department of Economics, number 11788, Sep.