Report NEP-ECM-2013-06-04This 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:
- HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," CORE Discussion Papers 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers 13-404, Toulouse School of Economics (TSE).
- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
- Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2013. "Bootstrap Fractional Integration Tests in Heteroskedastic ARFIMA Models," Working Papers 1309, Queen's University, Department of Economics.
- Bruce Meyer & Nikolas Mittag, 2013. "Misclassification In Binary Choice Models," Working Papers 13-27, Center for Economic Studies, U.S. Census Bureau.
- Glombek, Konstantin, 2013. "A Jarque-Bera test for sphericity of a large-dimensional covariance matrix," Discussion Papers in Statistics and Econometrics 1/13, University of Cologne, Department for Economic and Social Statistics.
- Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
- Item repec:dgr:uvatin:2013073 is not listed on IDEAS anymore
- Taiane S. Prass & S\'ilvia R. C. Lopes, 2013. "Risk Measure Estimation On Fiegarch Processes," Papers 1305.5238, arXiv.org.
- Caporin, M. & McAleer, M.J., 2013. "Ten Things You Should Know About DCC," Econometric Institute Report EI 2013-13, Erasmus University Rotterdam, Econometric Institute.
- Christian Gouriéroux & Jean-Michel Zakoian, 2013. "Explosive Bubble Modelling by Noncausal Process," Working Papers 2013-04, Centre de Recherche en Economie et Statistique.