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Report NEP-ECM-2010-11-06
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:
- Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010, "Moment Restriction-based Econometric Methods: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 734, Oct.
- Item repec:dgr:kubcen:2010110 is not listed on IDEAS anymore
- Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Simultaneous Equations of Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-26, Oct.
- Song Xi Chen & Jiti Gao, 2010, "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-28, Oct.
- Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010, "IV Estimation of Panels with Factor Residuals," MPRA Paper, University Library of Munich, Germany, number 26166, Oct.
- Item repec:hal:wpaper:hal-00492039_v1 is not listed on IDEAS anymore
- Giovanni S. F. Bruno, 2010, "Anova-type consistent estimators of variance components in unbalanced multi-way error components models," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 034, Oct, revised Oct 2010.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 735, Oct.
- Philip Liu & Konstantinos Theodoridis, 2010, "DSGE model restrictions for structural VAR identification," Bank of England working papers, Bank of England, number 402, Oct.
- MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley, 2010, "Nonlinear Cointegration, Misspecification and Bimodality," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 577, Oct.
- Laura Magazzini & Giorgio Calzolari, 2010, "Negative variance estimates in panel data models," Working Papers, University of Verona, Department of Economics, number 15/2010, Oct.
- Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Semiparametric Time Series Regression," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-27, Oct.
- Monojit Chatterji & Homagni Choudhury, 2010, "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 245, Oct.
- Jean Jacod & Viktor Todorov, 2010, "Do price and volatility jump together?," Papers, arXiv.org, number 1010.4990, Oct.
- Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010, "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 26184, Oct, revised 25 Oct 2010.
- Melina Barrio & Maria Loureiro, 2010, "The Impact of Protest Responses in Choice Experiments," Working Papers, Fondazione Eni Enrico Mattei, number 2010.133, Oct.
- Markus Eberhardt & Francis Teal, 2010, "Aggregation versus Heterogeneity in Cross-Country Growth Empirics," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2010-32.
- Grané Chávez, Aurea & Romera, Rosario, 2010, "Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103519, Sep.
- Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward, 2010, "Estimating Marginal Returns to Education," IZA Discussion Papers, IZA Network @ LISER, number 5275, Oct.