Report NEP-ECM-2010-07-24
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.
Other reports in NEP-ECM
The following items were announced in this report:
- Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
- Margherita Gerolimetto & Stefano Magrini, 2010. "Convergence analysis as distribution dynamics when data are spatially dependent," Working Papers 2010_12, Department of Economics, University of Venice "Ca' Foscari".
- Alfonso Miranda & Sophia Rabe-Hesketh, 2010. "Missing ordinal covariates with informative selection," DoQSS Working Papers 10-16, Quantitative Social Science - UCL Social Research Institute, University College London.
- Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
- Christophe Bellégo & Laurent Ferrara, 2010. "A factor-augmented probit model for business cycle analysis," EconomiX Working Papers 2010-14, University of Paris Nanterre, EconomiX.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
- Rihab Bedoui & Haykel Hamdi, 2010. "Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods," EconomiX Working Papers 2010-16, University of Paris Nanterre, EconomiX.
- Dippold, Katrin & Hruschka, Harald, 2010. "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 443, University of Regensburg, Department of Economics.
- Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
- MACHARIA, Harrison & GOOS, Peter, 2010. "D-optimal and D-efficient equivalent-estimation second-order split-plot designs," Working Papers 2010011, University of Antwerp, Faculty of Business and Economics.
- Trenkler, Carsten & Weber, Enzo, 2009. "Codependence and Cointegration," University of Regensburg Working Papers in Business, Economics and Management Information Systems 437, University of Regensburg, Department of Economics.
- Narayan, Paresh Kumar & Popp, Stephan, 2010. "Testing the consumption based CAPM: evidence from a new approach," Working Papers eco_2010_09, Deakin University, Department of Economics.
- Weber, Enzo, 2010. "On the Sources of U.S. Stock Market Comovement," University of Regensburg Working Papers in Business, Economics and Management Information Systems 439, University of Regensburg, Department of Economics.
- Weber, Enzo, 2009. "A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation," University of Regensburg Working Papers in Business, Economics and Management Information Systems 432, University of Regensburg, Department of Economics.
- ERREYGERS, Guido & CLARKE, Philip & VAN OURTI, Tom, 2010. "Mirror, mirror, on the wall, who in this land is fairest of all? Revisiting the extended concentration index," Working Papers 2010015, University of Antwerp, Faculty of Business and Economics.
- Jean-Christophe Domenge & Rémi Rhodes & Vincent Vargas, 2010. "Forecasting volatility in the presence of Leverage Effect," Working Papers hal-00502273, HAL.
- Luis García Núñez, 2010. "Econometría de evaluación de impacto," Documentos de Trabajo / Working Papers 2010-283, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Weber, Enzo, 2009. "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems 431, University of Regensburg, Department of Economics.
- Dan Marsh & Lena Mkwara & Riccardo Scarpa, 2010. "Does Respondent Perception of the Status Quo Matter in Non-Market Valuation with Choice Experiments? An Application to New Zealand Freshwater Streams," Working Papers in Economics 10/04, University of Waikato.
- Costas Meghir & Steven Rivkin, 2010. "Econometric methods for research in education," IFS Working Papers W10/10, Institute for Fiscal Studies.