Report NEP-ECM-2010-09-18

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:

• Schwarz, Maik & Van Bellegem, Sébastien, 2009. "Consistent Density Deconvolution under Partially Known Error Distribution," IDEI Working Papers 632, Institut d'Économie Industrielle (IDEI), Toulouse.
• Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2010. "Iterative Regularization in Nonparametric Instrumental Regression," IDEI Working Papers 630, Institut d'Économie Industrielle (IDEI), Toulouse.
• Florens, Jean-Pierre & Schwarz, Maik & Van Bellegem, Sébastien, 2010. "Nonparametric Frontier Estimation from Noisy Data," IDEI Working Papers 625, Institut d'Économie Industrielle (IDEI), Toulouse.
• Item repec:dgr:kubcen:201084 is not listed on IDEAS anymore

• Makram El-Shagi & Sebastian Giesen, 2010. "Testing for Structural Breaks at Unknown Time: A Steeplechase," IWH Discussion Papers 19, Halle Institute for Economic Research.
• Goerlich Gisbert Francisco J., 2010. "A simple and Efficient (Parametric Conditional) Test for the Pareto Law," Working Papers 20101, Fundacion BBVA / BBVA Foundation.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Cholesky-MIDAS model for predicting stock portfolio volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 149, Economics, The University of Manchester.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14854/ is not listed on IDEAS anymore

• Katja Ignatieva & Eckhard Platen & Renata Rendek, 2010. "Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index," Research Paper Series 284, Quantitative Finance Research Centre, University of Technology, Sydney.
• Item repec:cdl:ucsdec:1549539 is not listed on IDEAS anymore

• Chen, Pu & Hsiao, Chih-Ying, 2010. "Looking behind Granger causality," MPRA Paper 24859, University Library of Munich, Germany.
• Abhimanyu Mitra & Sidney I. Resnick, 2010. "Hidden Regular Variation: Detection and Estimation," Papers 1001.5058, arXiv.org, revised Sep 2010.
• Grith, Maria & Krätschmer, Volker, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers 2010-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14853/ is not listed on IDEAS anymore

• Chen, Pu, 2010. "A time series causal model," MPRA Paper 24841, University Library of Munich, Germany.
• Gerdes, Christer, 2010. "Using "Shares" vs. "Log of Shares" in Fixed-Effect Estimations," IZA Discussion Papers 5171, Institute of Labor Economics (IZA).