Report NEP-ECM-2011-10-15This 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.
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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 99, Courant Research Centre PEG, 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 1278, Economics Department, Queen's University.
- Huigang Chen & Alin T Mirestean & Charalambos G Tsangarides, 2011. "Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model," IMF Working Papers 11/230, International Monetary Fund.
- Prehn, Soren & Brümmer, Bernhard, 2011. "Estimation Issues in Single Commodity Gravity Trade Models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114776, European Association of Agricultural Economists.
- Rainer Winkelmann, 2011. "Copula bivariate probit models: with an application to medical expenditures," ECON - Working Papers 029, Department of Economics - University of Zurich.
- 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 114461, European Association of Agricultural Economists.
- Martínez-Ovando Juan Carlos & Walker Stephen G., 2011. "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers 2011-08, Banco de México.
- Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011. "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper 33827, University Library of Munich, Germany.
- Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.
- Tómasson, Helgi, 2011. "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series 274, Institute for Advanced Studies.
- 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 1120, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Christian Schluter & Mark Trede, 2011. "Weak convergence to the t-distribution," CQE Working Papers 2111, Center for Quantitative Economics (CQE), University of Muenster.
- Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- 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 1384, European Central Bank.
- 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 114599, European Association of Agricultural Economists.
- Item repec:dgr:uvatin:20110141 is not listed on IDEAS anymore
- Kuiper, Erno & Bunte, Frank H.J., 2011. "Asymmetric Price Transmission in Food Supply Chains: Impulse Response Analysis by Local Projections," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114679, European Association of Agricultural Economists.
- Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 11/216, International Monetary Fund.