Printed from https://ideas.repec.org/n/nep-ecm/2011-08-09.html
Report NEP-ECM-2011-08-09
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:cuf:wpaper:457 is not listed on IDEAS anymore
- Tatyana Krivobokova, 2011, "Smoothing parameter selection in two frameworks for penalized splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 85, Aug, revised 18 Oct 2012.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011, "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1813, Aug.
- Andrzej Kociecki, 2011, "Algebraic Theory of Indentification in Parametric Models," NBP Working Papers, Narodowy Bank Polski, number 88.
- Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
- Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812, Aug.
- Eiji Kurozumi & Kohei Aono, 2011, "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-192, May.
- Tinkl, Fabian & Reichert, Katja, 2011, "Dynamic copula-based Markov chains at work: Theory, testing and performance in modeling daily stock returns," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 09/2011.
- Maksym Obrizan, 2011, "A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults," Discussion Papers, Kyiv School of Economics, number 41, Jul.
- Jouchi Nakajima & Toshiaki Watanabe, 2011, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-196, Jul.
- Francesca Di Iorio & Stefano Fachin, 2011, "A sieve bootstrap range test for poolability in dependent cointegrated panels," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/2, Jul.
- Barnes, Michelle L. & Gumbau-Brisa, Fabià & Lie, Denny & Olivei, Giovanni P., 2011, "Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve," Working Papers, University of Sydney, School of Economics, number 2011-05, Jun.
- Klein, Ingo, 2011, "Van Zwet ordering for Fechner asymmetry," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 08/2011.
- Edda Claus & Chew Lian Chua & G. C. Lim, 2011, "Regional Indexes of Activity: Combining the Old with the New," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n15, Jun.
- Marco Rocco, 2011, "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 99, Jul.
- Vladimir Filimonov & Didier Sornette, 2011, "A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model," Papers, arXiv.org, number 1108.0099, Jul, revised Jun 2013.
- Alicia Rambaldi & Prasada Rao, 2011, "Hedonic Predicted House Price Indices Using Time-Varying Hedonic Models with Spatial Autocorrelation," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 432.
- Toshiaki Watanabe, 2011, "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-195, Jul.
- Gumbau-Brisa, Fabià & Lie, Denny & Olivei, Giovanni P., 2011, "A Response to Cogley and Sbordone's Comment on "Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation"," Working Papers, University of Sydney, School of Economics, number 2011-06, Jun.
- Wanfeng Yan & Reda Rebib & Ryan Woodard & Didier Sornette, 2011, "Detection of Crashes and Rebounds in Major Equity Markets," Papers, arXiv.org, number 1108.0077, Jul.