Printed from https://ideas.repec.org/n/nep-ecm/2011-09-16.html
Report NEP-ECM-2011-09-16
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:
- Rasmus Tangsgaard Varneskov, 2011, "Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-31, Sep.
- Item repec:eca:wpaper:2013/96823 is not listed on IDEAS anymore
- Firmin Doko Tchatoka, 2011, "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10668.
- Yushu Li, 2011, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-29, Jul.
- Alan I. Barreca & Jason M. Lindo & Glen R. Waddell, 2011, "Heaping-Induced Bias in Regression-Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 17408, Sep.
- Drichoutis, Andreas, 2011, "Interpreting interaction terms in linear and non-linear models: A cautionary tale," MPRA Paper, University Library of Munich, Germany, number 33251, Jul.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-27, Aug.
- Stefano Grassi & Tommaso Proietti, 2011, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-30, Sep.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011, "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1118.
- Item repec:dgr:uvatin:20110125 is not listed on IDEAS anymore
- Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011, "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 159.
- Luis E. Rojas, 2011, "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia, Banco de la Republica, number 8945, Aug.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011, "Nonidentification of Insurance Models with Probability of Accidents," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-552, Aug.