Report NEP-ECM-2010-12-04This 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.
The following items were announced in this report:
- Olmo, José & Gonzalo, Jesús, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de Economía.
- Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010. "Chow-Lin Methods in Spatial Mixed Models," Working Paper Series 47_10, The Rimini Centre for Economic Analysis.
- Laura Mørch Andersen, 2010. "Maintaining symmetry of simulated likelihood functions," IFRO Working Paper 2010/16, University of Copenhagen, Department of Food and Resource Economics.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper Series 43_10, The Rimini Centre for Economic Analysis.
- Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010. "Panel Estimation for Worriers," Economics Series Working Papers 514, University of Oxford, Department of Economics.
- Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010. "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper 26536, University Library of Munich, Germany.
- Peter Sandholt Jensen & Allan H. Würtz, 2010. "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers 2010-73, Department of Economics and Business Economics, Aarhus University.
- Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
- Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 2010-10, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Junye Lia & Carlo Favero & Fulvio Ortu, 2010. "A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing," Working Papers 370, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Mariel Chladkova, Petr & Abdullah, Sabah & De Ayala Bilbao, Amaya & Hoyos Ramos, David, 2010. "Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment," BILTOKI 2010-09, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics 10-2010, University of Cyprus Department of Economics.
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration," Papers 1011.5343, arXiv.org.
- Ines Kahloul & Anouar Ben Mabrouk & Slah-Eddine Hallara, 2010. "Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables," Papers 1011.5020, arXiv.org.
- Item repec:asg:wpaper:5 is not listed on IDEAS anymore
- Giuseppe Espa & Giuseppe Arbia & Diego Giuliani, 2010. "Measuring industrial agglomeration with inhomogeneous K-function: the case of ICT firms in Milan (Italy)," Department of Economics Working Papers 1014, Department of Economics, University of Trento, Italia.