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Report NEP-ECM-2012-02-20
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:
- Salima El Kolei, 2012, "Parametric estimation of hidden stochastic model by contrast minimization and deconvolution: application to the Stochastic Volatility Model," Papers, arXiv.org, number 1202.2559, Feb, revised Mar 2013.
- Item repec:bot:quadip:113 is not listed on IDEAS anymore
- Item repec:ner:euiflo:urn:hdl:1814/20214 is not listed on IDEAS anymore
- Laura Magazzini & Giorgio Calzolari, 2012, "Identification of linear panel data models when instruments are not available," Working Papers, University of Verona, Department of Economics, number 06/2012, Feb.
- Item repec:ner:ucllon:http://discovery.ucl.ac.uk/1336878/ is not listed on IDEAS anymore
- Yun Bao & Carl Chiarella & Boda Kang, 2012, "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 299, Jan.
- M Hashem Pesaran & Takashi Yamagata, 2012, "Testing CAPM with a Large Number of Assets," Discussion Papers, Department of Economics, University of York, number 12/05, Feb.
- Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
- Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand," MPRA Paper, University Library of Munich, Germany, number 36205, Jan.
- Gregori Baetschmann & Rainer Winkelmann, 2012, "Modelling zero-inflated count data when exposure varies: with an application to sick leave," ECON - Working Papers, Department of Economics - University of Zurich, number 061, Feb.
- Nguyen Viet, Cuong, 2012, "Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study," MPRA Paper, University Library of Munich, Germany, number 36377, Feb.
- Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-492, Feb.
- Theo S Eicher & Lindy Helfman & Alex Lenkoski, 2011, "Robust FDI Determinants: Bayesian Model Averaging In The Presence Of Selection Bias," Working Papers, University of Washington, Department of Economics, number UWEC-2011-07-FC, Apr.
- Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem, 2012, "Exponent of Cross-sectional Dependence: Estimation and Inference," IZA Discussion Papers, IZA Network @ LISER, number 6318, Jan.
- Łukasz Lenart & Mateusz Pipień, 2012, "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers, Narodowy Bank Polski, number 107.
- Adam Lenart, 2012, "The Gompertz distribution and maximum likelihood estimation of its parameters - a revision," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2012-008, DOI: 10.4054/MPIDR-WP-2012-008.
- Knüppel, Malte, 2011, "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,32.
- Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.
- Song, Yong & Shi, Shuping, 2012, "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 36455, Feb.
- Tymon Sloczynski, 2012, "The Oaxaca-Blinder unexplained component as a treatment effects estimator," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 61, Feb.
- Item repec:acb:camaaa:2012-03 is not listed on IDEAS anymore
- Giancarlo Manzi & Martin Forster, 2012, "Biases in Bias Elicitation," Discussion Papers, Department of Economics, University of York, number 12/04, Jan.
- Yijuan Chen & Juergen Meinecke, 2012, "Do Health Care Report Cards Cause Providers to Select Patients and Raise Quality of Care?," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 657, Jan.
- T. Kirk White & Jerome P. Reiter & Amil Petrin, 2012, "Plant-level Productivity and Imputation of Missing Data in U.S. Census Manufacturing Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 17816, Feb.
- Halkos, George & Kevork, Ilias, 2012, "Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand," MPRA Paper, University Library of Munich, Germany, number 36460, Feb.
- Gutierrez, Luciano, 2011, "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120377, DOI: 10.22004/ag.econ.120377.
- Joaquim José dos Santos Ramalho & Jacinto António Setúbal Vidigal Silva, 2011, "Functional form issues in the regression analysis of financial leverage ratios," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_28.
- Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012, "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series, National Centre for Econometric Research, number 80, Feb.