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Report NEP-ECM-2011-09-22
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:
- Item repec:ner:ucllon:http://discovery.ucl.ac.uk/1318085/ is not listed on IDEAS anymore
- Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011, "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers, Banco de Portugal, Economics and Research Department, number w201124.
- Daniel Bartz & Kerr Hatrick & Christian W. Hesse & Klaus-Robert Muller & Steven Lemm, 2011, "Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization," Papers, arXiv.org, number 1109.3069, Sep, revised Mar 2012.
- Raffaella Calabrese & Silvia Angela Osmetti, 2011, "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers, Geary Institute, University College Dublin, number 201120, Sep.
- Biørn, Erik & R. Wangen, Knut, 2011, "Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language," Memorandum, Oslo University, Department of Economics, number 18/2011, Sep.
- Maria Elvira Mancino & Simona Sanfelici, 2011, "Estimation of Quarticity with High Frequency Data," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2011-06, Sep, revised Jan 2012.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2011, "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 95, Sep.
- Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/11, Aug.
- Steffen Andersen & Glenn W. Harrison & Morten Lau & Elisabet E. Rutstroem, 2011, "Non-Linear Mixed Logit," Department of Economics Working Papers, Durham University, Department of Economics, number 2011_04, Jan.
- Bai, Jushan & Wang, Peng, 2011, "Conditional Markov chain and its application in economic time series analysis," MPRA Paper, University Library of Munich, Germany, number 33369, Aug.
- Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011, "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series, Economics, The University of Manchester, number 1121.