Printed from https://ideas.repec.org/n/nep-ecm/2011-06-04.html
Report NEP-ECM-2011-06-04
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, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Enrique Moral-Benito, 2011, "Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth," Working Papers, Banco de España, number 1109, May.
- Mohamed Boutahar & Rabeh Khalfaoui2, 2011, "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers, HAL, number halshs-00595057, May.
- James G. MacKinnon, 2012, "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper, Economics Department, Queen's University, number 1268, Apr.
- Winkelried, D. & Smith, R.J., 2011, "Principal Components Instrumental Variable Estimation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1119, Jan.
- Gian Piero Aielli & Massimiliano Caporin, 2011, "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0133, May.
- Corrado, L. & Weeks, M., 2011, "Tests for Convergence Clubs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1110, Jan.
- García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2011, "Exploring ICA for time series decomposition," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws111611, May.
- Tristani, Oreste & Amisano, Gianni, 2011, "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series, European Central Bank, number 1341, May.
- Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011, "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17095, May.
- Kim Christensen & Roel Oomen & Mark Podolskij, 2011, "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-19, May.
- Pesaran, M. H. & Smith, R. P., 2011, "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1138, Apr.
- David Hendry, 2011, "Unpredictability in Economic Analyis, Econometric Modelling and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 551, May.