Printed from https://ideas.repec.org/n/nep-ecm/2011-06-25.html
Report NEP-ECM-2011-06-25
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:
- Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
- Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011, "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-21, Jun.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011, "A Simple Test for Spurious Regressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-15, May.
- Item repec:qmw:qmwecw:wp679 is not listed on IDEAS anymore
- J. Isaac Miller, 2011, "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers, Department of Economics, University of Missouri, number 1104, Jun.
- Barbara Rossi & Atsushi Inoue, 2011, "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers, Duke University, Department of Economics, number 11-04.
- Remy Chicheportiche & Jean-Philippe Bouchaud, 2011, "Goodness-of-Fit tests with Dependent Observations," Papers, arXiv.org, number 1106.3016, Jun, revised Aug 2011.
- Eric Gautier & Erwan Le Pennec, 2017, "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," Working Papers, HAL, number inria-00601274, Nov.
- Thanasis Stengos & Brennan S. Thompson, 2011, "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Papers, University of Guelph, Department of Economics and Finance, number 1107.
- Yingyao Hu & Ji-Liang Shiu, 2011, "Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 581, Jun.
- Item repec:ner:ucllon:http://discovery.ucl.ac.uk/516136/ is not listed on IDEAS anymore
- Christophe Ley & Yvik Swan, 2011, "A unified approach to Stein characterizations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2013/88988.
- Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011, "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-20.
- Hatemi-J, Abdulnasser, 2011, "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper, University Library of Munich, Germany, number 31700.
- Marc Henry & Ismael Mourifié, 2011, "Euclidean Revealed Preferences: Testing the Spatial Voting Model," CIRANO Working Papers, CIRANO, number 2011s-49, Jun.
- Nicolas Ruiz, 2011, "A Multiplicative Masking Method for Preserving the Skewness of the Original Micro-records," OECD Statistics Working Papers, OECD Publishing, number 2011/2, Feb, DOI: 10.1787/5kgg95pb2tbr-en.
- Alfredo García-Hiernaux & David E. Guerrero, 2011, "Convergence and Cointegration," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-22.
- Darrell A Turkington, 2011, "On The Differentiation Of A Log-Liklihood Function Using Matrix Calculus," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 11-06.
- Abdulnasser, Hatemi-J, 2011, "Hidden panel cointegration," MPRA Paper, University Library of Munich, Germany, number 31604, Jun.