Report NEP-ECM-2010-12-18

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:

• Suzukawa, Akio, 2010. "An Approximate Likelihood Procedure for Competing Risks Data," Discussion paper series. A 231, Graduate School of Economics and Business Administration, Hokkaido University.
• Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010. "Testing for threshold effects in regression models," CeMMAP working papers CWP36/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gianluca Cubadda & Barbara Guardabascio, 2010. "A Medium-N Approach to Macroeconomic Forecasting," CEIS Research Paper 176, Tor Vergata University, CEIS, revised 09 Dec 2010.
• Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," Caepr Working Papers 2010-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Roger Koenker, 2010. "Additive models for quantile regression: model selection and confidence bandaids," CeMMAP working papers CWP33/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Item repec:bot:quadip:100 is not listed on IDEAS anymore

• Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
• Suzukawa, Akio, 2010. "A Class of Nonparametric Estimators for Bivariate Extreme Value Copulas," Discussion paper series. A 230, Graduate School of Economics and Business Administration, Hokkaido University.
• Item repec:cdl:ucsbec:1665690 is not listed on IDEAS anymore

• Paulo M.M. Rodrigues & Luis F. Martins, 2010. "Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates," Working Papers w201030, Banco de Portugal, Economics and Research Department.
• Tommaso, Proietti & Stefano, Grassi, 2010. "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper 27305, University Library of Munich, Germany.
• Pei Pei, 2010. "Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights," Caepr Working Papers 2010-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Sylvia Frühwirth-Schnatter & Andrea Weber & Rudolf Winter-Ebmer, 2010. "Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering," Economics working papers 2010-11, Department of Economics, Johannes Kepler University Linz, Austria.
• Cristina Danciulescu, 2010. "Backtesting Value-at-Risk Models: A Multivariate Approach," Caepr Working Papers 2010-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
• Long Kang & Simon H. Babbs, 2010. "Modelling Overnight and Daytime Returns Using a Multivariate GARCH-Copula Model," Caepr Working Papers 2010-008, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010. "An efficient threshold choice for operational risk capital computation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544342, HAL.
• Kevin Denny & Veruska Oppedisano, 2010. "Class size effects: evidence using a new estimation technique," Working Papers 201051, Geary Institute, University College Dublin.