Printed from https://ideas.repec.org/n/nep-ecm/2011-11-07.html
Report NEP-ECM-2011-11-07
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:
- Donald W.K. Andrews & Xu Cheng, 2011, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1828, Oct.
- Paulo M.M. Rodrigues & Nazarii Salish, 2011, "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201128.
- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
- Pascual, Lorenzo & Ruiz Ortega, Esther & Fresoli, Diego Eduardo, 2011, "Bootstrap forecast of multivariate VAR models without using the backward representation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws113426, Oct.
- Konstantinos Theodoridis, 2011, "An efficient minimum distance estimator for DSGE models," Bank of England working papers, Bank of England, number 439, Oct.
- Pesaran, M.H. & Pick, A. & Pranovich, M., 2011, "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1163, Oct.
- Guofang Huang & Yingyao Hu, 2011, "Estimating Production Functions with Robustness Against Errors in the Proxy Variables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 583, Oct.
- Jonsson, Robert, 2011, "Tests of Markov Order and Homogeneity in a Markov Chain," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:7, Oct.
- David F. Hendry & Søren Johansen, 2011, "The Properties of Model Selection when Retaining Theory Variables," Discussion Papers, University of Copenhagen. Department of Economics, number 11-25, Oct.
- Item repec:hum:wpaper:sfb649dp2011-071 is not listed on IDEAS anymore
- Chris D. Orme & Takashi Yamagata, 2011, "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series, Economics, The University of Manchester, number 1124.
- Prehn, Sören & Brümmer, Bernhard, 2011, "Estimation issues in disaggregate gravity trade models," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1107.
- Item repec:kie:kieliw:1737 is not listed on IDEAS anymore
- Bruno Feunou & Roméo Tedongap, 2011, "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers, Bank of Canada, number 11-20, DOI: 10.34989/swp-2011-20.
- Dobromil Serwa, 2011, "Identifying multiple regimes in the model of credit to households," NBP Working Papers, Narodowy Bank Polski, number 99.
- Haroon Mumtaz, 2011, "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers, Bank of England, number 437, Oct.
- Lawrence R. Thorne, 2011, "Fat Tails Quantified and Resolved: A New Distribution to Reveal and Characterize the Risk and Opportunity Inherent in Leptokurtic Data," Papers, arXiv.org, number 1110.6553, Oct.
- Jonsson, Robert, 2011, "A Markov Chain Model for Analysing the Progression of Patient’s Health States," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:6, Oct.
- Tierney, Heather L.R., 2011, "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper, University Library of Munich, Germany, number 34439, Nov.
- Adolfo Sachsida & Mario Jorge Cardoso De Mendonça & Fabio Carlucci Walnut, 2011, "Ricardianequivalence And Lucas Critique: An Alternative Test Of Ricardianequivalence Using Super Exogeneity Tests In Simulated Series," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 204.
- Agostino Tarsitano & Rosetta Lombardo, 2011, "An Exhaustive Coefficient Of Rank Correlation," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201111, Oct.