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.

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 1849, Cowles Foundation for Research in Economics, Yale University.
• Wenjie Wang, 2012. "Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments," KIER Working Papers 810, Kyoto University, Institute of Economic Research.
• James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Division of Economics, School of Business, University of Leicester.
• 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 12008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
• Kappus, Johanna, 2012. "Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes," SFB 649 Discussion Papers 2012-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.
• 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 12011, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Vijverberg, Chu-Ping C. & Vijverberg, Wim P., 2012. "Pregibit: A Family of Discrete Choice Models," IZA Discussion Papers 6359, Institute of Labor Economics (IZA).
• Maharaj, Elizabeth Ann, 2012. "Discriminant analysis of multivariate time series using wavelets," DES - Working Papers. Statistics and Econometrics. WS ws120603, Universidad Carlos III de Madrid. Departamento de Estadística.
• Khaled, Mohammed S & Keef, Stephen P, 2011. "Tests for weak form market efficiency in stock prices: Monte Carlo evidence," Working Paper Series 1993, Victoria University of Wellington, School of Economics and Finance.
• Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
• Belzil, Christian & Hansen, Jörgen, 2012. "Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions," IZA Discussion Papers 6339, Institute of Labor Economics (IZA).
• 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 1202.4877, arXiv.org.
• 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 36789, University Library of Munich, Germany.
• Walter Krämer, 2011. "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers 176, German Data Forum (RatSWD).
• 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 CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3045/ is not listed on IDEAS anymore