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Report NEP-ECM-2010-11-20
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:
- Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series, National Centre for Econometric Research, number 65, Oct.
- Raquel Carrasco & José Ignacio García Pérez, 2010, "Unobserved Heterogeneity in Multi-Spell Discrete Time Duration Models," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 10.11, Nov.
- Item repec:ucy:cypeua:8-2010 is not listed on IDEAS anymore
- Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T., 2010, "Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws104427, Nov.
- Liu-Evans, Gareth, 2010, "An alternative approach to approximating the moments of least squares estimators," MPRA Paper, University Library of Munich, Germany, number 26550, Nov.
- Elena Krasnokutskaya, 2010, "Identification and Estimation of Auction Model with Two-Dimensional Unobserved Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-036, May.
- Tinkl, Fabian, 2010, "Asymptotic theory for M estimators for martingale differences with applications to GARCH models," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 09/2010.
- Jouchi Nakajima & Yasuhiro Omori, 2010, ""GH skew Student's t-distribution in stochastic volatility model with application to stock returns" (in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-228, Nov.
- Steve Gibbons & Henry G. Overman, 2010, "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0061, Oct.
- Renee Fry & Adrian Pagan, 2010, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series, National Centre for Econometric Research, number 57, Jul.
- Fabio Sigrist & Werner A. Stahel, 2010, "Using The Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default," Papers, arXiv.org, number 1011.1796, Nov, revised May 2012.
- David Hendry & Jennifer L. Castle & Jurgen A. Doornik, 2010, "Testing the Invariance of Expectations Models of Inflation," Economics Series Working Papers, University of Oxford, Department of Economics, number 510, Nov.
- Weron, Rafal & Janczura, Joanna, 2010, "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper, University Library of Munich, Germany, number 26628, Nov.
- Bell, Peter N, 2010, "New methodology for event studies in Bonds," MPRA Paper, University Library of Munich, Germany, number 26694, Nov.
- Kevin E. Staub, 2010, "A causal interpretation of extensive and intensive margin effects in generalized Tobit models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 1012, Nov.
- Item repec:rwi:repape:0222 is not listed on IDEAS anymore