Report NEP-ECM-2010-11-06

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:

• Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010. "Moment Restriction-based Econometric Methods: An Overview," KIER Working Papers 734, Kyoto University, Institute of Economic Research.
• Item repec:dgr:kubcen:2010110 is not listed on IDEAS anymore

• Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy.
• Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
• Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010. "IV Estimation of Panels with Factor Residuals," MPRA Paper 26166, University Library of Munich, Germany.
• Item repec:hal:wpaper:hal-00492039_v1 is not listed on IDEAS anymore

• Giovanni S. F. Bruno, 2010. "Anova-type consistent estimators of variance components in unbalanced multi-way error components models," KITeS Working Papers 034, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Oct 2010.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
• Liu, Philip & Theodoridis, Konstantinos, 2010. "DSGE model restrictions for structural VAR identification," Bank of England working papers 402, Bank of England.
• MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley, 2010. "Nonlinear Cointegration, Misspecification and Bimodality," Textos para discussão 577, Department of Economics PUC-Rio (Brazil).
• Laura Magazzini & Giorgio Calzolari, 2010. "Negative variance estimates in panel data models," Working Papers 15/2010, University of Verona, Department of Economics.
• Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers 2010-27, University of Adelaide, School of Economics and Public Policy.
• Monojit Chatterji & Homagni Choudhury, 2010. "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics 245, Economic Studies, University of Dundee.
• Jean Jacod & Viktor Todorov, 2010. "Do price and volatility jump together?," Papers 1010.4990, arXiv.org.
• Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010. "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper 26184, University Library of Munich, Germany, revised 25 Oct 2010.
• Melina Barrio & Maria Loureiro, 2010. "The Impact of Protest Responses in Choice Experiments," Working Papers 2010.133, Fondazione Eni Enrico Mattei.
• Markus Eberhardt & Francis Teal, 2010. "Aggregation versus Heterogeneity in Cross-Country Growth Empirics," CSAE Working Paper Series 2010-32, Centre for the Study of African Economies, University of Oxford.
• Grané, Aurea & Romera, Rosario, 2010. "Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people," DES - Working Papers. Statistics and Econometrics. WS ws103519, Universidad Carlos III de Madrid. Departamento de Estadística.
• Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward, 2010. "Estimating Marginal Returns to Education," IZA Discussion Papers 5275, Institute of Labor Economics (IZA).