Report NEP-ECM-2010-06-18

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:

• Sucarrat, Genaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
• Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
• Andrew Gordon Wilson & Zoubin Ghahramani, 2010. "Copula Processes," Papers 1006.1350, arXiv.org, revised Jun 2010.
• Item repec:eca:wpaper:2013/57641 is not listed on IDEAS anymore

• Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
• Yoshitsugu Kitazawa, 2010. "A hyperbolic transformation for a fixed effects logit model," Discussion Papers 43, Kyushu Sangyo University, Faculty of Economics.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14764/ is not listed on IDEAS anymore

• Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne 10040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
• Nezar Bennala & Marc Hallin & Davy Paindaveine, 2010. "Rank‐based Optimal Tests for Random Effects in Panel Data," Working Papers ECARES ECARES 2010-018, ULB -- Universite Libre de Bruxelles.
• Lim Jean & Rodríguez-Zamora Carolina, 2010. "The Optimal Tax Rule in the Presence of Time Use," Working Papers 2010-05, Banco de México.
• Ayesha, Nazuk & Sadia, Nadir & Javid, Shabbir, 2010. "Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean," MPRA Paper 23243, University Library of Munich, Germany.
• Doris, Aedin & O'Neill, Donal & Sweetman, Olive, 2010. "Identification of the Covariance Structure of Earnings Using the GMM Estimator," IZA Discussion Papers 4952, Institute of Labor Economics (IZA).
• Marina Theodosiou, 2010. "Forecasting Issues: Ideas of Decomposition and Combination," Working Papers 2010-4, Central Bank of Cyprus.
• Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Greg Hannsgen, 2010. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive wp_596, Levy Economics Institute.
• J Paul Dunne & Ron P. Smith, 2010. "Military Expenditure and Granger Causality: A Critical Review," Working Papers 1007, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010. "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers 10-07, University at Albany, SUNY, Department of Economics.
• Pfarr, Christian & Schmid, Andreas & Schneider, Udo, 2010. "Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure," MPRA Paper 23203, University Library of Munich, Germany.
• Item repec:hal:journl:inria-00487103_v3 is not listed on IDEAS anymore

• Samantha Kleinberg & Petter N. Kolm & Bud Mishra, 2010. "Investigating Causal Relationships in Stock Returns with Temporal Logic Based Methods," Papers 1006.1791, arXiv.org.
• Item repec:eca:wpaper:2013/57645 is not listed on IDEAS anymore

• David Br'ee & Damien Challet & Pier Paolo Peirano, 2010. "Prediction accuracy and sloppiness of log-periodic functions," Papers 1006.2010, arXiv.org.
• Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
• Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
• Aldrich, John, 2010. "Econometrics and psychometrics – rivers out of biometry," Discussion Paper Series In Economics And Econometrics 1010, Economics Division, School of Social Sciences, University of Southampton.