Printed from https://ideas.repec.org/n/nep-ecm/2011-07-02.html
Report NEP-ECM-2011-07-02
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:
- Item repec:pav:wpaper:267 is not listed on IDEAS anymore
- Wintenberger, Olivier & Cai, Sixiang, 2011, "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper, University Library of Munich, Germany, number 31767, Jun.
- Item repec:pav:wpaper:264 is not listed on IDEAS anymore
- Song Song, 2011, "Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach," Papers, arXiv.org, number 1106.3921, Jun, revised Jun 2011.
- Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
- Wasel Shadat, 2011, "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1115.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011, "Hierarchical shrinkage in time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 31827, Jun.
- Item repec:pav:wpaper:263 is not listed on IDEAS anymore
- Tobias Scholl & Thomas Brenner, 2011, "Testing for Clustering of Industries - Evidence from micro geographic data," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2011-02, Jun.
- Ralf Brüggemann & Helmut Lütkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-23, Apr.
- Hidemaro Suwa & Synge Todo, 2011, "Geometric Allocation Approach for Transition Kernel of Markov Chain," Papers, arXiv.org, number 1106.3562, Jun, revised Jul 2012.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
- Carlos Castro & Stijn Ferrari, 2011, "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo, Universidad del Rosario, number 8779, Jun.
- Kevin D. Hoover, 2010, "Pragmatism, Perspectival Realism, and Econometrics," Working Papers, Duke University, Department of Economics, number 10-91.