Printed from https://ideas.repec.org/n/nep-ecm/2011-11-14.html
Report NEP-ECM-2011-11-14
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:
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2011, "Estimating and Forecasting with a Dynamic Spatial Panel Data Model," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0095, Nov.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2011, "Optimal Rank-Based Tests for Common Principal Components," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-032, Nov.
- Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1143, Oct.
- Matthias Koch, 2011, "Parameter spaces for stationary DGPs in spatial econometric modelling," ERSA conference papers, European Regional Science Association, number ersa11p1147, Sep.
- Item repec:fri:dqewps:wp0016 is not listed on IDEAS anymore
- Item repec:ner:carlos:info:hdl:10016/12257 is not listed on IDEAS anymore
- Viktor Todorov & George Tauchen & Iaryna Grynkiv, 2011, "Volatility Activity: Specification and Estimation," Working Papers, Duke University, Department of Economics, number 11-23.
- Paul Viefers, 2011, "Bayesian Inference for the Mixed-Frequency VAR Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1172.
- Item repec:hum:wpaper:sfb649dp2011-073 is not listed on IDEAS anymore
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011, "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers, European Regional Science Association, number ersa11p1055, Sep.
- Viktor Todorov & George Tauchen, 2011, "Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions," Working Papers, Duke University, Department of Economics, number 11-21.
- Xi Luo, 2011, "Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation," Papers, arXiv.org, number 1111.1133, Nov, revised Mar 2013.
- Rosa Bernardini Papalia, 2011, "An information theoretic approach to ecological inference in presence of spatial heterogeneity and dependence," ERSA conference papers, European Regional Science Association, number ersa11p317, Sep.
- Jesus Mur & Antonio Paez, 2011, "Local weighting or the necessity of flexibility," ERSA conference papers, European Regional Science Association, number ersa11p942, Sep.
- Tamás Krisztin & Matthias Koch, 2011, "Agent Teams and Evolutionary Computation: Optimizing Semi- Parametric Spatial Autoregressive Models," ERSA conference papers, European Regional Science Association, number ersa11p1687, Sep.
- Noureddine El Karoui & Andrew E. B. Lim & Gah-Yi Vahn, 2011, "Performance-based regularization in mean-CVaR portfolio optimization," Papers, arXiv.org, number 1111.2091, Nov, revised Mar 2012.
- Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
- Jeremy T. Fox & Amit Gandhi, 2011, "Identifying Demand with Multidimensional Unobservables: A Random Functions Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 17557, Nov.
- Ronayne, David, 2011, "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 971.
- Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
- Chris McDonald & Leif Anders Thorsrud, 2011, "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/03, Aug.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011, "Nowcasting GDP in real-time: A density combination approach," Working Paper, Norges Bank, number 2011/11, Sep.
- Stilianos Alexiadis & Matthias Koch & Tamás Krisztin, 2011, "Time series and spatial interaction: An alternative method to detect converging clusters," ERSA conference papers, European Regional Science Association, number ersa11p1678, Sep.
- Pierre Chaussé, 2011, "Generalized empirical likelihood for a continuum of moment conditions," Working Papers, University of Waterloo, Department of Economics, number 1104, Oct, revised Oct 2011.
- Geoffrey Hewings & Jae Hong Kim, 2011, "An Application of the Disequilibrium Adjustment Framework to Small Area Forecasting and Impact Analysis," ERSA conference papers, European Regional Science Association, number ersa11p1839, Sep.