Report NEP-ECM-2013-03-16This 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:
- Francq, Christian & Zakoian, Jean-Michel, 2013. "Inference in non stationary asymmetric garch models," MPRA Paper 44901, University Library of Munich, Germany.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2013. "Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 7/13, Monash University, Department of Econometrics and Business Statistics.
- Maddalena Cavicchioli, 2013. "“Determining the Number of Regimes in Markov-Switching VAR and VMA Models”," Working Papers 2013:03, Department of Economics, University of Venice "Ca' Foscari".
- Vitaliy Oryshchenko & Richard J. Smith, 2013. "Generalised empirical likelihood-based kernel density estimation," Economics Papers 2013-W03, Economics Group, Nuffield College, University of Oxford.
- Andrea Pastore & Stefano Tonellato, 2013. "A merging algorithm for Gaussian mixture components," Working Papers 2013:04, Department of Economics, University of Venice "Ca' Foscari".
- HASAN, HAMID & Rehman, Attiqur, 2013. "A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions," MPRA Paper 44908, University Library of Munich, Germany.
- John-Oliver Engler & Stefan Baumgaertner, 2013. "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics 265, University of Lüneburg, Institute of Economics.
- Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013. "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers 32993, University of Mannheim, Department of Economics.
- L. Bauwens & E. Otranto, 2013. "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS 201304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Jean-Marie Dufour & Joachim Wilde, 2013. "Weak Identification in Probit Models with Endogenous Covariates," Working Papers 95, Institute of Empirical Economic Research, revised 28 Feb 2013.
- Item repec:mse:cesdoc:13009 is not listed on IDEAS anymore
- Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013. "What Are We Weighting For?," NBER Working Papers 18859, National Bureau of Economic Research, Inc.
- Guardabascio, Barbara & Ventura, Marco, 2013. "Estimating the dose-response function through the GLM approach," MPRA Paper 45013, University Library of Munich, Germany, revised 13 Mar 2013.
- Dukpa Kim & Yohei Yamamoto, 2013. "Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR," Global COE Hi-Stat Discussion Paper Series gd12-279, Institute of Economic Research, Hitotsubashi University.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 201304, University of Hawaii at Manoa, Department of Economics.
- Elena Di Bernardino & Thomas Laloë & Véronique Maume-Deschamps & Clémentine Prieur, 2013. "Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory," Post-Print hal-00580624, HAL.
- Donovon, Prosper & Goncalves, Silvia & Meddahi, Nour, 2013. "Bootstrapping Realized Multivariate Volatility Measures," Open Access publications from University of Toulouse 1 Capitole http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
- David F. Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.