Report NEP-ECM-2011-01-03

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:

• Gach, Florian & Pötscher, Benedikt M., 2010, "Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators," MPRA Paper, University Library of Munich, Germany, number 27512, Dec.
• Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010, "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/10, Dec.
• Mikko Packalen & Tony Wirjanto, 2010, "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers, University of Waterloo, Department of Economics, number 1012, Nov, revised Nov 2010.
• Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010, "Computing and estimating information matrices of weak arma models," MPRA Paper, University Library of Munich, Germany, number 27685.
• Item repec:eab:microe:2434 is not listed on IDEAS anymore

• Jian Huang & Masahito Kobayashi & Michael McAleer, 2010, "Testing the Box-Cox Parameter for an Integrated Process," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/77, Dec.
• Peng-Hsuan Ke & Wen-Jen Tsay, 2010, "A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 10-A007, Dec, revised Jan 2012.
• Dominique Guegan & Philippe de Peretti, 2010, "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10098, Dec, DOI: 10.1007/s00180-012-0356-7.
• Tetsuya Takaishi, 2010, "Bayesian estimation of GARCH model with an adaptive proposal density," Papers, arXiv.org, number 1012.5986, Dec, revised Dec 2010.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• Carbon, Michel & Francq, Christian, 2010, "Portmanteau goodness-of-fit test for asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 27686.
• Item repec:bot:quadip:104 is not listed on IDEAS anymore

• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010, "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/79, Dec.
• Mikko Packalen, 2010, "Identification and Estimation of Social Interactions through Variation in Equilibrium Influence," Working Papers, University of Waterloo, Department of Economics, number 1013, Dec, revised Dec 2010.
• Clements, Michael P. & Galvão, Ana Beatriz, 2010, "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 953.
• Calhoun, Gray, 2010, "Hypothesis Testing in Linear Regression when K/N is Large," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32216, Dec.
• Antipov, Evgeny & Pokryshevskaya, Elena, 2010, "Applying a CART-based approach for the diagnostics of mass appraisal models," MPRA Paper, University Library of Munich, Germany, number 27646, Dec.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010, "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
• Simar, Léopold & Vanhems, Anne, 2010, "Probabilistic Characterization of Directional Distances and their Robust Versions," TSE Working Papers, Toulouse School of Economics (TSE), number 10-195, Sep.
• Antipov, Evgeny & Pokryshevskaya, Elena, 2010, "Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics," MPRA Paper, University Library of Munich, Germany, number 27645, Jul.
• Hyeongwoo Kim & Young-Kyu Moh, 2010, "Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-08, Dec.
• Item repec:bsl:wpaper:11/10 is not listed on IDEAS anymore

• A. Di Liberto & S. Usai, 2010, "TFP convergence across European regions: a comparative spatial dynamics analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201030.
• Item repec:cte:idrepe:id-10-07 is not listed on IDEAS anymore

• Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010, "A comprehensive literature classification of simulation optimisation methods," MPRA Paper, University Library of Munich, Germany, number 27652, May.

Report NEP-ECM-2011-01-03

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: