Report NEP-ECM-2011-07-02This 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.
The following items were announced in this report:
- Item repec:pav:wpaper:267 is not listed on IDEAS anymore
- Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
- Item repec:pav:wpaper:264 is not listed on IDEAS anymore
- Song Song, 2011. "Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach," Papers, arXiv.org 1106.3921, arXiv.org, revised Jun 2011.
- Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers, arXiv.org 1106.3915, arXiv.org.
- Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1115, Economics, The University of Manchester.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Item repec:pav:wpaper:263 is not listed on IDEAS anymore
- Tobias Scholl & Thomas Brenner, 2011. "Testing for Clustering of Industries - Evidence from micro geographic data," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography 2011-02, Philipps University Marburg, Department of Geography.
- Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
- Hidemaro Suwa & Synge Todo, 2011. "Geometric Allocation Approach for Transition Kernel of Markov Chain," Papers, arXiv.org 1106.3562, arXiv.org, revised Jul 2012.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance 11/25, University of Canterbury, Department of Economics and Finance.
- Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO 008779, UNIVERSIDAD DEL ROSARIO.
- Kevin D. Hoover, 2010. "Pragmatism, Perspectival Realism, and Econometrics," Working Papers, Duke University, Department of Economics 10-91, Duke University, Department of Economics.