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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," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-26, Oct.
- Song Xi Chen & Jiti Gao, 2010, "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, 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," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, 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.