Printed from https://ideas.repec.org/n/nep-ecm/2010-11-27.html
Report NEP-ECM-2010-11-27
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:
- Zongwu Cai & Zhijie Xiao, 2010, "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics, Boston College Department of Economics, number 761, Nov.
- F. Crudu, 2010, "Z-Estimators and Auxiliary Information under Weak Dependence," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201022.
- Ralph W Bailey & John T Addison, 2010, "A Smoothed- Distribution Form of Nadaraya- Watson Estimation," Discussion Papers, Department of Economics, University of Birmingham, number 10-30, Nov.
- Juan Carlos Escanciano & Chuan Goh, 2010, "Specification Analysis of Structural Quantile Regression Models," Working Papers, University of Toronto, Department of Economics, number tecipa-415, Nov.
- Item repec:hal:wpaper:halshs-00536979_v1 is not listed on IDEAS anymore
- Qiankun Zhou & Jun Yu, 2010, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 20-2010, Jan.
- Zhenlin Yang, 2010, "Bias-Corrected Estimation for Spatial Autocorrelation," Working Papers, Singapore Management University, School of Economics, number 12-2010, Oct.
- Item repec:hum:wpaper:sfb649dp2010-055 is not listed on IDEAS anymore
- Jun Yu, 2010, "Simulation-based Estimation Methods for Financial Time Series Models," Working Papers, Singapore Management University, School of Economics, number 19-2010, Oct.
- Yong Li & Jun Yu, 2010, "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 21-2010, Oct, revised Oct 2010.
- Badi H. Baltagi & Zhenlin Yang, 2010, "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Working Papers, Singapore Management University, School of Economics, number 11-2010, Sep.
- Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
- Markus Eberhardt & Christian Helmers, 2010, "Untested Assumptions and Data Slicing: A Critical Review of Firm-Level Production Function Estimators," Economics Series Working Papers, University of Oxford, Department of Economics, number 513, Nov.
- Belyaev, Yuri & Kriström, Bengt, 2010, "Approach to Analysis of Self-Selected Interval Data," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2010:2, Feb.
- Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010, "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers, Singapore Management University, School of Economics, number 13-2010, Jan.
- Item repec:hal:cesptp:halshs-00535594_v1 is not listed on IDEAS anymore
- John Gibson & Bonggeun Kim & Susan Olivia, 2010, "Can We Trust Cluster-Corrected Standard Errors? An Application of Spatial Autocorrelation with Exact Locations Known," Working Papers in Economics, University of Waikato, number 10/07, Aug.
- Kociecki, Andrzej, 2010, "Algebraic theory of identification in parametric models," MPRA Paper, University Library of Munich, Germany, number 26820, May.
- Rapisarda, Grazia & Echeverry, David, 2010, "A Non-parametric Approach to Incorporating Incomplete Workouts Into Loss Given Default Estimates," MPRA Paper, University Library of Munich, Germany, number 26797, Nov, revised 16 Nov 2010.
- Martin Huber & Giovanni Mellace, 2010, "Sharp IV bounds on average treatment effects under endogeneity and noncompliance," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-31, Nov.
- D M Nachane, 2010, "Spectral Analysis of Non-Stationary Time Series," Working Papers, eSocialSciences, number id:3191, Nov.
- Liebl, Dominik, 2010, "Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices," MPRA Paper, University Library of Munich, Germany, number 26800.
- Item repec:ucy:cypeua:9-2010 is not listed on IDEAS anymore
- Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting Compositional Time Series with Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/10, Nov.
- Peter C.B. Phillips & Jun Yu, 2010, "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers, Singapore Management University, School of Economics, number 18-2010, Oct.
- Faust, Jon & Gupta, Abhishek, 2010, "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper, University Library of Munich, Germany, number 26721, Oct.
- Tödter, Karl-Heinz, 2010, "How useful is the carry-over effect for short-term economic forecasting?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,21.