Printed from https://ideas.repec.org/n/nep-ecm/2010-10-30.html
Report NEP-ECM-2010-10-30
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:
- Anastasia Semykina & Jeffrey M. Woodridge, 2010, "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers, Department of Economics, Florida State University, number wp2010_10_01, Oct.
- Eric Hillebrand & Marcelo Cunha Medeiros, 2010, "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 578, Oct.
- Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010, "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/10.
- Monteiro, André A., 2010, "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103418, Sep.
- Li, Feng & Villani, Mattias & Kohn, Robert, 2010, "Modeling Conditional Densities Using Finite Smooth Mixtures," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 245, Aug.
- Søren Johansen, 2010, "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 10-28, Oct.
- Martin Huber & Michael Lechner & Conny Wunsch, 2010, "How to control for many covariates? Reliable estimators based on the propensity score," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-30, Oct.
- Søren Johansen, 2010, "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers, University of Copenhagen. Department of Economics, number 10-27, Oct.
- David Pitt & Montserrat Guillén, 2010, "An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2010-03, Mar, revised Mar 2010.
- Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010, "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 247, Sep.
- Lluís Bermúdez & Dimitris Karlis, 2010, "Modelling dependence in a ratemaking procedure with multivariate Poisson regression models," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2010-04, Apr, revised Apr 2010.
- Item repec:hal:wpaper:hal-00527122_v1 is not listed on IDEAS anymore
- Item repec:rwi:repape:0205 is not listed on IDEAS anymore
- Chanont Banternghansa & Michael W. McCracken, 2010, "Real-time forecast averaging with ALFRED," Working Papers, Federal Reserve Bank of St. Louis, number 2010-033, DOI: 10.20955/wp.2010.033.
- Yaakov Malinovsky & Yosef Rinott, 2010, "Best Invariant and Minimax Estimation of Quantiles in Finite Populations," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp553, May.
- Larry Goldstein & Yosef Rinott & Marco Scarsini, 2010, "Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp556, Jul.
- David Azriel & Micha Mandel & Yosef Rinott, 2010, "The Treatment Versus Experimentation Dilemma in Dose-finding Studies," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp559, Sep.
- Moral-Benito, Enrique, 2010, "Model averaging in economics," MPRA Paper, University Library of Munich, Germany, number 26047, Oct.
- Item repec:ieb:wpaper:2010/10/doc2010-40 is not listed on IDEAS anymore
- Item repec:unu:wpaper:wp2010-99 is not listed on IDEAS anymore
- Item repec:bon:bonedp:bgse19_2010 is not listed on IDEAS anymore
- Morten Ø. Nielsen & S Johansen, 2010, "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Working Paper, Economics Department, Queen's University, number 1244, Oct.
- Stefan Hlawatsch & Peter Reichling, 2010, "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100016, Jul.