Report NEP-ECM-2014-11-12
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-ECM
The following items were announced in this report:
- Javier Gómez Biscarri & Javier Hualde, 2014. "Regression-based analysis of cointegration systems," Working Papers 780, Barcelona School of Economics.
- Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
- Preminger, Arie & Storti, Giuseppe, 2014. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper 59082, University Library of Munich, Germany.
- Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Søren Johansen, 2014. "Times Series: Cointegration," CREATES Research Papers 2014-38, Department of Economics and Business Economics, Aarhus University.
- Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena, 2014. "Score driven asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws142618, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Item repec:cep:stiecm:/2014/576 is not listed on IDEAS anymore
- Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
- Item repec:dgr:uvatin:20140107 is not listed on IDEAS anymore
- Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
- Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
- Lof, Matthijs, 2013. "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper 59064, University Library of Munich, Germany.
- Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014. "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers 14-057/III, Tinbergen Institute.
- Jarocinski, Marek, 2014. "A note on implementing the Durbin and Koopman simulation smoother," MPRA Paper 59466, University Library of Munich, Germany.
- Item repec:dgr:uvatin:20140085 is not listed on IDEAS anymore