Printed from https://ideas.repec.org/n/nep-ecm/2011-07-13.html
Report NEP-ECM-2011-07-13
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:dgr:uvatin:20110090 is not listed on IDEAS anymore
- Fabio Busetti & Silvestro di Sanzo, 2011, "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 799, Mar.
- T. De Groote & G. Everaert, 2011, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/723, Jun.
- Pötscher, Benedikt M. & Schneider, Ulrike, 2011, "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper, University Library of Munich, Germany, number 31882, Jun.
- David E. Giles & Ryan T. Godwin, 2011, "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers, Department of Economics, University of Victoria, number 1110, Jul.
- Vijverberg, Wim P., 2011, "Testing for IIA with the Hausman-McFadden Test," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5826, Jun.
- Barbara Rossi & Atsushi Inoue, 2010, "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers, Duke University, Department of Economics, number 10-92.
- Item repec:ner:carlos:info:hdl:10016/5817 is not listed on IDEAS anymore
- Gerkman, Linda & Ahlgren, Niklas, 2011, "Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices," Working Papers, Hanken School of Economics, number 555, May.
- Martin Burda & John Maheu, 2011, "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-438, Jun.
- Ham, John C. & Woutersen, Tiemen, 2011, "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5816, Jun.
- Temel, Tugrul, 2011, "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper, University Library of Munich, Germany, number 31880, Jun.
- Item repec:ner:carlos:info:hdl:10016/2770 is not listed on IDEAS anymore
- Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
- Item repec:pav:wpaper:259 is not listed on IDEAS anymore
- Andersson, Fredrik N. G., 2011, "Band Spectrum Regressions using Wavelet Analysis," Working Papers, Lund University, Department of Economics, number 2011:22, Jun.
- Lena Cleanthous & Pany Karamanou, 2011, "The ECB Monetary Policy and the Current Financial Crisis," Working Papers, Central Bank of Cyprus, number 2011-1, Jan.
- Postel-Vinay, Fabien & Jolivet, Grégory & Borowczyk-Martins, Daniel, 2011, "Accounting For Endogenous Search Behavior in Matching Function Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8471, Jul.
- Item repec:pav:wpaper:255 is not listed on IDEAS anymore
- Michèle Chavoix-Mannato, 2011, "Working Party on Financial Statistics: Proceedings of the Workshop on Securitisation," OECD Statistics Working Papers, OECD Publishing, number 2011/3, Oct, DOI: 10.1787/5kg3h0jssnq6-en.
- Doucouliagos, Hristos (Chris), 2011, "How large is large? Preliminary and relative guidelines for interpreting partial correlations in economics," Working Papers, Deakin University, Department of Economics, number eco_2011_5, Jan.