Report NEP-ECM-2012-02-27

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:

• Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012, "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1849, Feb.
• Wenjie Wang, 2012, "Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 810, Feb.
• James Mitchell & George Kapetanios & Yongcheol Shin, 2012, "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/01, Jan.
• Dominique Guegan & Zhiping Lu & BeiJia Zhu, 2012, "Comparaison of several estimation procedures for long term behavior," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12008, Feb.
• Cristina Amado & Timo Terasvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers, NIPE - Universidade do Minho, number 02/2012.
• Item repec:hum:wpaper:sfb649dp2012-016 is not listed on IDEAS anymore

• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,35.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12011, Feb.
• Vijverberg, Chu-Ping C. & Vijverberg, Wim P., 2012, "Pregibit: A Family of Discrete Choice Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6359, Feb.
• Maharaj, Elizabeth Ann & Alonso Fernández, Andrés Modesto, 2012, "Discriminant analysis of multivariate time series using wavelets," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws120603, Feb.
• Item repec:vuw:vuwecf:1993 is not listed on IDEAS anymore

• Pablo Pincheira, 2012, "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile, Central Bank of Chile, number 661, Jan.
• Belzil, Christian & Hansen, Jörgen, 2012, "Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6339, Feb.
• Martin Rypdal & Espen Sirnes & Ola L{o}vsletten & Kristoffer Rypdal, 2012, "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Papers, arXiv.org, number 1202.4877, Feb.
• Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3043/ is not listed on IDEAS anymore

• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012, "The formulation and estimation of random effects panel data models of trade," MPRA Paper, University Library of Munich, Germany, number 36789, Feb.
• Walter Krämer, 2011, "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers, German Data Forum (RatSWD), number 176.
• Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3044/ is not listed on IDEAS anymore

• Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012, "Inference on sets in finance," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/12, Feb.
• Item repec:hum:wpaper:sfb649dp2012-015 is not listed on IDEAS anymore

• Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3045/ is not listed on IDEAS anymore

Report NEP-ECM-2012-02-27

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: