Report NEP-ECM-2011-12-19

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-switching and Change-point Garch Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-41, Nov.
• Item repec:dgr:kubcen:2011134 is not listed on IDEAS anymore

• Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2011, "Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-038, Dec.
• Item repec:dgr:uvatin:20110175 is not listed on IDEAS anymore

• Kim Christensen & Mark Podolskij, 2011, "Asymptotic theory of range-based multipower variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-47, Oct.
• Sule Alan & Bo E. Honore & Luojia Hu & Soren Leth-Petersen, 2011, "Estimation of panel data regression models with two-sided censoring or truncation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2011-08.
• E. Bacry & K. Dayri & J. F. Muzy, 2011, "Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data," Papers, arXiv.org, number 1112.1838, Dec.
• Emanuela Ciapanna & Marco Taboga, 2011, "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 836, Nov.
• Item repec:ner:dauphi:urn:hdl:123456789/4648 is not listed on IDEAS anymore

• Item repec:kie:kieliw:1746 is not listed on IDEAS anymore

• Daniele Coin, 2011, "A method to estimate power parameter in Exponential Power Distribution via polynomial regression," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 834, Nov.
• Matyas, Laszlo & Balazsi, Laszlo, 2011, "The estimation of three-dimensional fixed effects panel data models," MPRA Paper, University Library of Munich, Germany, number 34976, Dec.
• Item repec:dgr:kubcen:2011135 is not listed on IDEAS anymore

• Hassler, Uwe & Meller, Barbara, 2011, "Detecting multiple breaks in long memory: The case of US inflation," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,26.
• Manuel Lukas, 2011, "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-42, Nov.
• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011, "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers, Narodowy Bank Polski, number 101.
• Patrick Bajari & Han Hong & Minjung Park & Robert Town, 2011, "Regression Discontinuity Designs with an Endogenous Forcing Variable and an Application to Contracting in Health Care," NBER Working Papers, National Bureau of Economic Research, Inc, number 17643, Dec.
• I. Garcia & J. Jimenez, 2011, "Estimating financial risk using piecewise Gaussian processes," Papers, arXiv.org, number 1112.2889, Dec.
• Gilligan, Daniel & de Brauw, Alan, 2011, "Using the regression discontinuity design with implicit partitions: The impacts of comunidades solidarias rurales on schooling in El Salvador," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1116.