Printed from https://ideas.repec.org/n/nep-ecm/2012-01-18.html
Report NEP-ECM-2012-01-18
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:
- Nese Yildiz, 2012, "Estimation of Binary Choice Models with Linear Index and Dummy Endogenous Variables," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1202, Jan.
- Lavergne, Pascal & Patilea, Valentin, 2011, "One for all and all for one: regression checks with many regressors," MPRA Paper, University Library of Munich, Germany, number 35779.
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
- R. Alhamzawi & K. Yu & D. F. Benoit, 2011, "Bayesian adaptive Lasso quantile regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/728, Jul.
- Item repec:pdn:wpaper:44 is not listed on IDEAS anymore
- Muni S. Srivastava & Tatsuya Kubokawa, 2011, "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-831, Dec.
- Matei Demetrescu & Robinson Kruse, 2012, "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-01, Jan.
- Peter C.B. Phillips & Ji Hyung Lee, 2012, "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1845, Jan.
- Yevgeniy Kovchegov & Nese Yildiz, 2012, "Identification via completeness for discrete covariates and orthogonal polynomials," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1203, Jan.
- Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012, "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," Economics Discussion Paper Series, Economics, The University of Manchester, number 1205.
- M. Fr Mmel & R. Kruse, 2011, "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/722, May.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers, Department of Economics, University of Birmingham, number 11-25, Dec.
- Item repec:hum:wpaper:sfb649dp2012-003 is not listed on IDEAS anymore
- Fred Espen Benth & Claudia Kluppelberg & Gernot Muller & Linda Vos, 2012, "Futures pricing in electricity markets based on stable CARMA spot models," Papers, arXiv.org, number 1201.1151, Jan.
- Andras Fulop & Junye Li & Jun Yu, 2012, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, School of Economics, number 03-2012, Jan.