Printed from https://ideas.repec.org/n/nep-ecm/2011-06-11.html
Report NEP-ECM-2011-06-11
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:
- Michael Creel & Dennis Kristensen, 2011, "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 874.11, May.
- Item repec:hum:wpaper:sfb649dp2011-029 is not listed on IDEAS anymore
- Xiaoming Li, 2011, "Fixed Effects Estimation in Panel Nonlinear Fractional Response Models," Working papers, University of Connecticut, Department of Economics, number 2011-11, Jun.
- Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Papers, University of Strathclyde Business School, Department of Economics, number 1125, May.
- Kilian, Lutz & Inoue, Atsushi, 2011, "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8419, Jun.
- Greselin, Francesca & Pasquazzi, Leo, 2011, "Estimation of Zenga's new index of economic inequality in heavy tailed populations," MPRA Paper, University Library of Munich, Germany, number 31230, Jun.
- Item repec:qmw:qmwecw:wp678 is not listed on IDEAS anymore
- Mauro Politi & Nicolas Millot & Anirban Chakraborti, 2011, "The near-extreme density of intraday log-returns," Papers, arXiv.org, number 1106.0039, May.
- Marco M. Sorge, 2011, "News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_09, May.
- Adi Schnytzer & Janez Šušteršič, 2011, "The Regression Tournament: A Novel Approach to Prediction Model Assessment," Working Papers, Bar-Ilan University, Department of Economics, number 2011-10, Mar.
- Gary Koop & Joshua Chan, 2011, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1111, Apr.
- Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/23, May.