Report NEP-ECM-2010-06-04

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:

• Ardia, David & Hoogerheide, Lennart F., 2010. "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper 22919, University Library of Munich, Germany.
• Yamaguchi, Keiko & 山口, 圭子, 2010. "Estimating a change point in the long memory parameter," Discussion Papers 2010-07, Graduate School of Economics, Hitotsubashi University.
• Yingyao Hu & Matthew Shum & Wei Tan, 2010. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive 558, The Johns Hopkins University,Department of Economics.
• Nieto, María Rosa, 2010. "Bootstrap prediction intervals for VaR and ES in the context of GARCH models," DES - Working Papers. Statistics and Econometrics. WS ws102814, Universidad Carlos III de Madrid. Departamento de Estadística.
• Parker, Thomas, 2010. "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper 22926, University Library of Munich, Germany.
• Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
• Russell Cooper & John Haltiwanger & Jonathan L. Willis, 2010. "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Economics Working Papers ECO2010/21, European University Institute.
• Pesaran, M.H. & Chudik, A., 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.
• González, Javier & Muñoz, Alberto, 2010. "Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification," DES - Working Papers. Statistics and Econometrics. WS ws102713, Universidad Carlos III de Madrid. Departamento de Estadística.
• Item repec:ecl:ucdeco:10-6 is not listed on IDEAS anymore

• Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010. "Weights and pools for a Norwegian density combination," Working Paper 2010/06, Norges Bank.
• Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
• Hartmann, Wesley & Nair, Harikesh & Narayanan, Sridhar, 2009. "Nonparametric Estimation of Marketing-Mix Effects Using a Regression Discontinuity Design," Research Papers 2039, Stanford University, Graduate School of Business.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
• Andree Ehlert & Martin Schlather, 2010. "Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 30, Courant Research Centre PEG.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.
• Volf Frishling & David G Maher, 2010. "Some Remarks on T-copulas," Papers 1005.4456, arXiv.org.
• Corrado, L. & Weeks, M., 2010. "Identification Strategies in Survey Response Using Vignettes," Cambridge Working Papers in Economics 1031, Faculty of Economics, University of Cambridge.
• Andrew J. Buck & George M. Lady, 2010. "An Expanded Scope For Qualitative Economics," DETU Working Papers 1007, Department of Economics, Temple University.
• Hyunsok Kim & Ronald MacDonald, 2010. "Equilibrium exchange rate determination and multiple structural changes," Working Papers 2010_14, Business School - Economics, University of Glasgow.
• D.S.G. Pollock, 2010. "Oversampling of stochastic processes," Working Papers 44, Department of Applied Econometrics, Warsaw School of Economics.