Printed from https://ideas.repec.org/n/nep-ecm/2012-01-10.html
Report NEP-ECM-2012-01-10
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:
- Pérez, Betsabé & Peña, Daniel & Molina, Isabel, 2011, "Robust Henderson III estimators of variance components in the nested error model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws114332, Dec.
- Botosaru, Irene, 2011, "A Duration Model with Dynamic Unobserved Heterogeneity," TSE Working Papers, Toulouse School of Economics (TSE), number 11-262, Dec, revised Nov 2013.
- Theologos Pantelidis, 2012, "Testing for Granger causality in a system of more than two variables," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_02, Jan, revised Jan 2012.
- Lupi, Claudio, 2011, "Panel-CADF Testing with R: Panel Unit Root Tests Made Easy," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11063, Dec.
- Lars Stentoft, 2011, "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-52, Dec.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-4334816 is not listed on IDEAS anymore
- Pavel V. Shevchenko & Xiaolin Luo, 2011, "Dependent default and recovery: MCMC study of downturn LGD credit risk model," Papers, arXiv.org, number 1112.5766, Dec.
- Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.