Report NEP-ECM-2010-10-09

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:dgr:kubcen:201091 is not listed on IDEAS anymore

• Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
• Mogstad, Magne & Wiswall, Matthew, 2010. "Linearity in Instrumental Variables Estimation: Problems and Solutions," IZA Discussion Papers 5216, Institute of Labor Economics (IZA).
• Heckman, James J. & Schmierer, Daniel, 2010. "Tests of Hypotheses Arising in the Correlated Random Coefficient Model," IZA Discussion Papers 5205, Institute of Labor Economics (IZA).
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010. "Integer-valued Lévy processes and low latency financial econometrics," CREATES Research Papers 2010-66, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
• Ma, Jun & Nelson, Charles R., 2010. "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Economics Series 256, Institute for Advanced Studies.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
• Michael C. Munnix & Rudi Schafer & Thomas Guhr, 2010. "Statistical causes for the Epps effect in microstructure noise," Papers 1009.6157, arXiv.org.
• Laura Trinchera & Giorgio Russolillo, 2010. "On the use of Structural Equation Models and PLS Path Modeling to build composite indicators," Working Papers 30-2010, Macerata University, Department of Studies on Economic Development (DiSSE), revised Oct 2010.
• Estrella Gómez Herrera, 2010. "Comparing alternative methods to estimate gravity models of bilateral trade," ThE Papers 10/05, Department of Economic Theory and Economic History of the University of Granada..
• Angelo Mele, 2010. "A Structural Model of Segregation in Social Networks," Working Papers 10-16, NET Institute.
• Thomas Siedler & Bettina Sonnenberg, 2010. "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers 146, German Data Forum (RatSWD).
• Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
• Lawrence E. Blume & William A. Brock & Steven N. Durlauf & Yannis M. Ioannides, 2010. "Identification of Social Interactions," Discussion Papers Series, Department of Economics, Tufts University 0754, Department of Economics, Tufts University.
• Petr Gapko & Martin Šmíd, 2010. "Modeling a Distribution of Mortgage Credit Losses," Working Papers IES 2010/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
• Arthur Grimes & Chris Young, 2010. "A Simple Repeat Sales House Price Index: Comparative Properties Under Alternative Data Generation Processes," Working Papers 10_10, Motu Economic and Public Policy Research.