Report NEP-ECM-2010-03-13

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:ner:leuven:urn:hdl:123456789/220817 is not listed on IDEAS anymore

• Item repec:ner:leuven:urn:hdl:123456789/242199 is not listed on IDEAS anymore

• Otilia Boldea & Alastair Hall & Sanggohn Han, 2010. "Uncertainty, Entrepreneurship and the Organisation of Corruption," Centre for Growth and Business Cycle Research Discussion Paper Series 134, Economics, The University of Manchester.
• Mikko Myrskylä & Joshua R. Goldstein, 2010. "Probabilistic forecasting using stochastic diffusion models, with applications to cohort processes of marriage and fertility," MPIDR Working Papers WP-2010-013, Max Planck Institute for Demographic Research, Rostock, Germany.
• Item repec:ner:leuven:urn:hdl:123456789/223654 is not listed on IDEAS anymore

• Item repec:ner:leuven:urn:hdl:123456789/255626 is not listed on IDEAS anymore

• Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
• Timothy Falcon Crack & Olivier Ledoit, 2010. "Central limit theorems when data are dependent: addressing the pedagogical gaps," IEW - Working Papers 480, Institute for Empirical Research in Economics - University of Zurich.
• William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010. "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Department of Economics - Working Papers Series 1092, The University of Melbourne.
• Item repec:hal:cesptp:halshs-00460461_v1 is not listed on IDEAS anymore

• Ruipeng Liu & Thomas Lux, 2010. "Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models," Kiel Working Papers 1594, Kiel Institute for the World Economy.
• Alberto Elices & Jean-Pierre Fouque, 2010. "Perturbed Copula: Introducing the skew effect in the co-dependence," Papers 1003.0041, arXiv.org, revised Feb 2012.
• Maria M. De Mello, 2009. "Cointegration And The Forecast Accuracy Of Var Models," CEF.UP Working Papers 0902, Universidade do Porto, Faculdade de Economia do Porto.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2010. "A Critical Analysis of Dimensions and Curve Fitting Practice in Economics," UHE Working papers 2010_01, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
• Jörg-Peter Schräpler, 2010. "Benford's Law As an Instrument for Fraud Detection in Surveys Using the Data of the Socio-Economic Panel (SOEP)," SOEPpapers on Multidisciplinary Panel Data Research 273, DIW Berlin, The German Socio-Economic Panel (SOEP).