Printed from https://ideas.repec.org/n/nep-ecm/2011-10-15.html
Report NEP-ECM-2011-10-15
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:
- Friederike Greb & Tatyana Krivobokova & Axel Munk & Stephan von Cramon-Taubadel, 2011, "Regularized Bayesian estimation in generalized threshold regression models," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 99, Oct, revised 18 Oct 2012.
- Item repec:cdl:ucsdec:2265346 is not listed on IDEAS anymore
- James G. MacKinnon & Russell Davidson, 2012, "Bootstrap Confidence Sets With Weak Instruments," Working Paper, Economics Department, Queen's University, number 1278, Apr.
- Item repec:imf:imfwpa:11/230 is not listed on IDEAS anymore
- Prehn, Soren & Brümmer, Bernhard, 2011, "Estimation Issues in Single Commodity Gravity Trade Models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114776, DOI: 10.22004/ag.econ.114776.
- Rainer Winkelmann, 2011, "Copula bivariate probit models: with an application to medical expenditures," ECON - Working Papers, Department of Economics - University of Zurich, number 029, Sep.
- Item repec:bep:unimip:unimi-1111 is not listed on IDEAS anymore
- Ihle, Rico & Amikuzuno, Joseph & von Cramon-Taubadel, Stephan, 2011, "Adapting Johansen’s Estimation Method for Flexible Regime-dependent Cointegration Modelling," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114461, DOI: 10.22004/ag.econ.114461.
- Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
- Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011, "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper, University Library of Munich, Germany, number 33827, Jun.
- Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
- Tómasson, Helgi, 2011, "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series, Institute for Advanced Studies, number 274, Sep.
- Item repec:bot:quadip:112 is not listed on IDEAS anymore
- H. Cagri Akkoyun & Oguz Atuk & N. Alpay Kocak & M. Utku Ozmen, 2011, "Filtering Short Term Fluctuations in Inflation Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1120.
- Christian Schluter & Mark Trede, 2011, "Weak convergence to the t-distribution," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2111, Oct.
- Marisa Faggini, 2011, "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 25, Oct.
- Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011, "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series, European Central Bank, number 1384, Oct.
- Greb, Friederike & Krivobokova, Tatyana & von Cramon-Taubadel, Stephan & Munk, Axel, 2011, "On threshold estimation in threshold vector error correction models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114599, DOI: 10.22004/ag.econ.114599.
- Item repec:dgr:uvatin:20110141 is not listed on IDEAS anymore
- Kuiper, Erno & Bunte, Frank H.J., , "Asymmetric Price Transmission in Food Supply Chains: Impulse Response Analysis by Local Projections," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114679, DOI: 10.22004/ag.econ.114679.
- Item repec:imf:imfwpa:11/216 is not listed on IDEAS anymore