Report NEP-ECM-2010-01-30

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:

• Item repec:eab:develo:1564 is not listed on IDEAS anymore

• Item repec:eab:develo:1508 is not listed on IDEAS anymore

• Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.
• Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
• Item repec:eab:develo:1563 is not listed on IDEAS anymore

• Item repec:eab:develo:1558 is not listed on IDEAS anymore

• Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
• Qian, Junhui & Wang, Le, 2009. "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper 18850, University Library of Munich, Germany.
• Werner Ploberger & Peter C.B. Phillips, 2010. "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.
• Moscone, Francesco & Tosetti, Elisa, 2010. "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper 20152, University Library of Munich, Germany.
• Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.
• Item repec:hal:wpaper:halshs-00446574_v1 is not listed on IDEAS anymore

• Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
• Item repec:eab:develo:1576 is not listed on IDEAS anymore

• Item repec:eab:laborw:1541 is not listed on IDEAS anymore

• Mika Meitz & Pentti Saikkonen, 2010. "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers 1003, Koc University-TUSIAD Economic Research Forum.
• Item repec:eab:develo:1575 is not listed on IDEAS anymore

• Item repec:eab:laborw:1538 is not listed on IDEAS anymore

• Bernard Lapeyre & J'er^ome Lelong, 2010. "A framework for adaptive Monte-Carlo procedures," Papers 1001.3551, arXiv.org, revised Jul 2010.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
• Item repec:eab:laborw:1540 is not listed on IDEAS anymore

• Stefan Boes, 2010. "Convex Treatment Response and Treatment Selection," SOI - Working Papers 1001, Socioeconomic Institute - University of Zurich.
• Antonietta Mira & Fabio Rigat, 2009. "Parallel hierarchical sampling:a general-purpose class of multiple-chains MCMC algorithms," Economics and Quantitative Methods qf0903, Department of Economics, University of Insubria.
• Item repec:eab:laborw:1539 is not listed on IDEAS anymore

• Item repec:pri:indrel:1206 is not listed on IDEAS anymore

• Peter C.B. Phillips, 2010. "Two New Zealand Pioneer Econometricians," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.
• Traferri, Alejandra, 2009. "Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status," UC3M Working papers. Economics we094021, Universidad Carlos III de Madrid. Departamento de Economía.
• Yang, Fuyu & Leon-Gonzalez, Roberto, 2010. "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers 2010-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," UC3M Working papers. Economics we097844, Universidad Carlos III de Madrid. Departamento de Economía.
• Yoshitsugu Kitazawa, 2010. "A forward demeaning transformation for a dynamic count panel data model," Discussion Papers 39, Kyushu Sangyo University, Faculty of Economics.
• Jérome SARACCO & Marie CHAVENT & Vanessa KUENTZ, 2010. "Rotation in Multiple Correspondence Analysis: a planar rotation iterative procedure," Cahiers du GREThA (2007-2019) 2010-04, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Cañada, Héctor & Romera, Rosario, 2009. "Controlled diffusion processes with markovian switchings for modeling dynamical engineering systems," DES - Working Papers. Statistics and Econometrics. WS ws093714, Universidad Carlos III de Madrid. Departamento de Estadística.
• Alfonso Miranda, 2010. "A double-hurdle count model for completed fertility data from the developing world," DoQSS Working Papers 10-01, Quantitative Social Science - UCL Social Research Institute, University College London.
• Item repec:ecb:ecbwps:20091145 is not listed on IDEAS anymore

• Item repec:eab:tradew:1828 is not listed on IDEAS anymore

• Mitesh Kataria & Jason F. Shogren, 2010. "Incomplete Preferences in Choice Experiments: A note on avoidable noise and bias in welfare estimates," Jena Economics Research Papers 2010-003, Friedrich-Schiller-University Jena.