Report NEP-ECM-2012-10-13

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:

• Francq, Christian & Meintanis, Simos, 2012. "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper 41667, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2012. "Risk-parameter estimation in volatility models," MPRA Paper 41713, University Library of Munich, Germany.
• Matthias Koch, 2012. "Spatial Filtering and Model Interpretation for Spatial Durbin Models," ERSA conference papers ersa12p1021, European Regional Science Association.
• Mark Wachowiak & Renata Wachowiak-Smolikova & Jonathan Zimmerling, 2012. "The Viability of Global Optimization for Parameter Estimation in Spatial Econometrics Models," ERSA conference papers ersa12p598, European Regional Science Association.
• Arthur Lewbel & Xun Tang, 2012. "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics 808, Boston College Department of Economics, revised 05 Mar 2013.
• Matteo G. Richiardi, 2012. "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series 123, LABORatorio R. Revelli, Centre for Employment Studies.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
• Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas, 2012. "Structural gravity estimation & agriculture," DARE Discussion Papers 1209, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
• Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012. "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers 2012-40, Department of Economics and Business Economics, Aarhus University.
• Item repec:dgr:uvatin:20120103 is not listed on IDEAS anymore

• Florian Schoiswohl & Philipp Piribauer & Michael Gmeinder & Matthias Koch & Manfred Fischer, 2012. "The Speed of Income Convergence in Europe: A case for Bayesian Model Averaging with Eigenvector Filtering," ERSA conference papers ersa12p744, European Regional Science Association.
• Flavia Barsotti & Simona Sanfelici, 2012. "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics 2012-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
• Siem Jan Koopman & Rutger Lit, 2012. "A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League," Tinbergen Institute Discussion Papers 12-099/III, Tinbergen Institute.
• Manfred M. Fischer & James P. LeSage, 2012. "A Bayesian approach to identifying and interpreting regional convergence clubs in Europe," ERSA conference papers ersa12p217, European Regional Science Association.
• Andrle, Michal, 2012. "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers 16, CEPREMAP.
• Despotis, Dimitrs & Koronakos, Gregory & Sotiros, Dimitris, 2012. "Additive decomposition in two-stage DEA: An alternative approach," MPRA Paper 41724, University Library of Munich, Germany.