Report NEP-ECM-2010-04-24

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Gareth W. Peters & Mario V. Wuthrich & Pavel V. Shevchenko, 2010. "Chain ladder method: Bayesian bootstrap versus classical bootstrap," Papers 1004.2548, arXiv.org.
• Item repec:cte:werepe:we101707 is not listed on IDEAS anymore

• Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
• Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
• Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
• Karim Abadir & Michel Lubrano, 2010. "Explicit Solutions For The Asymptotically-Optimal Bandwidth In Cross Validation," Working Papers halshs-00472750, HAL.
• Ibrahim Ahamada & Mohamed Boutahar, 2010. "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne 10028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Item repec:hum:wpaper:sfb649dp2010-022 is not listed on IDEAS anymore

• David E. Giles, 2010. "Hermite Regression Analysis of Multi-Modal Count Data," Econometrics Working Papers 1001, Department of Economics, University of Victoria.
• Item repec:eui:euiwps:eco2010/11 is not listed on IDEAS anymore

• Hess, Wolfgang & Persson, Maria, 2010. "The Duration of Trade Revisited: Continuous-Time vs. Discrete-Time Hazards," Working Paper Series 829, Research Institute of Industrial Economics.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010. "On the Stationarity of Current Account Deficits in the European Union," Working Paper series 05_10, Rimini Centre for Economic Analysis.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne 10027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Friedrich Geiecke & Mark Trede, 2010. "A Direct Test of Rational Bubbles," CQE Working Papers 1310, Center for Quantitative Economics (CQE), University of Muenster.
• Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
• Roxana Chiriac & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper series 07_10, Rimini Centre for Economic Analysis.
• Jacobebbinghaus, Peter & Müller, Dana & Orban, Agnes, 2010. "How to use data swapping to create useful dummy data for panel datasets," FDZ Methodenreport 201003_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Maria A Cunha-e-Sa & Livia Madureira & Luis Catela Nunes & Vladimir Otrachshenko, 2010. "Protesting or justifying? A latent class model for contingent valuation with attitudinal data," Nova SBE Working Paper Series wp547, Universidade Nova de Lisboa, Nova School of Business and Economics.
• Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers 15909, National Bureau of Economic Research, Inc.