Report NEP-ECM-2010-05-02

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 & Balakrishnan Kannan & Ben Lasscock & Chris Mellen, 2010. "Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model," Papers 1004.3830, arXiv.org.
• Badi H. Baltagi & Alain Pirotte, 2010. "Panel Data Inference under Spatial Dependence," Center for Policy Research Working Papers 123, Center for Policy Research, Maxwell School, Syracuse University.
• Heinen, Florian, 2010. "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP) dp-445, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2010. "On rank estimation in semidefinite matrices," CEF.UP Working Papers 1002, Universidade do Porto, Faculdade de Economia do Porto.
• Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Item repec:ehu:biltok:201004 is not listed on IDEAS anymore

• Kontek, Krzysztof, 2010. "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper 22268, University Library of Munich, Germany.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "Multivariate Contemporaneous-Threshold Autoregressive Models," UFAE and IAE Working Papers 817.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
• Ibrahim Ahamada & Mohamed Boutahar, 2010. "The power of some standard tests of stationarity against changes in the unconditional variance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476024, HAL.
• Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
• George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
• Jozef Barunik & Lukas Vacha, 2010. "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES 2010/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2010.
• Jianqing Fan & Yingying Li & Ke Yu, 2010. "Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection," Papers 1004.4956, arXiv.org.
• Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
• Ester Pantaleo & Michele Tumminello & Fabrizio Lillo & Rosario N. Mantegna, 2010. "When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators," Papers 1004.4272, arXiv.org.
• Kontek, Krzysztof, 2010. "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper 22378, University Library of Munich, Germany.
• Item repec:hal:cesptp:halshs-00476022_v1 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:201041 is not listed on IDEAS anymore

• David de Antonio Liedo, 2010. "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers 1012, Banco de España.
• Item repec:dgr:kubcen:201039 is not listed on IDEAS anymore

• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers 818.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," Discussion Papers 10-14, Department of Economics, University of Birmingham.
• Deuchert, Eva & Wunsch, Conny, 2010. "Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program," IZA Discussion Papers 4896, Institute of Labor Economics (IZA).
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
• Item repec:dgr:rugggd:gd-116 is not listed on IDEAS anymore

• R. Karina Gallardo & Jaebong Chang, 2010. "We Know What You Choose! External Validity of Discrete Choice Models," Working Papers 2009-07, School of Economic Sciences, Washington State University.
• Item repec:eca:wpaper:2010_014 is not listed on IDEAS anymore

• A. M. Monteiro & R. H. Tütüncü & L. N. Vicente, 2010. "Estimation of Risk-Neutral Density Surfaces," GEMF Working Papers 2010-06, GEMF, Faculty of Economics, University of Coimbra.