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Report NEP-ECM-2012-03-21
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:
- Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
- Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012, "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics, Boston College Department of Economics, number 789, Feb, revised 15 May 2012.
- Gary Koop & Dimitris Korobilis, 2012, "Large time-varying parameter VARs," Working Papers, Business School - Economics, University of Glasgow, number 2012_04, Jan.
- Matthieu Droumaguet & Tomasz Wozniak, 2012, "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers, European University Institute, number ECO2012/06.
- Biørn, Erik, 2012, "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum, Oslo University, Department of Economics, number 02/2012, Feb.
- Claudio Pizzi & Francesca Parpinel, 2011, "Evolutionary computational approach in TAR model estimation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_26.
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013, "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers, Center for Economic and Financial Research (CEFIR), number w0167, Aug.
- Hsu, Chih-Chiang & Lin, Chang-Ching & Yin, Shou-Yung, 2012, "Estimation of a panel stochastic frontier model with unobserved common shocks," MPRA Paper, University Library of Munich, Germany, number 37313, Mar.
- Tatsuya Kubokawa & Éric Marchand & William E. Strawderman & Jean-Philippe Turcotte, 2012, "Minimaxity in Predictive Density Estimation with Parametric Constraints," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-843, Feb.
- Raffaella Calabrese, 2012, "Regression Model for Proportions with Probability Masses at Zero and One," Working Papers, Geary Institute, University College Dublin, number 201209, Mar.
- Michele De Nadai & Arthur Lewbel, 2012, "Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation," Boston College Working Papers in Economics, Boston College Department of Economics, number 790, Jan, revised 01 Jul 2013.
- Item repec:rwi:repape:0309 is not listed on IDEAS anymore
- Frisén, Marianne, 2012, "Spatial outbreak detection based on inference principles for multivariate surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2012:1, Mar.
- Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
- Helmut Luetkepohl, 2011, "Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2011/30.
- Arthur Lewbel & Krishna Pendakur, 2012, "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics, Boston College Department of Economics, number 791, Feb, revised 01 Jul 2013.
- Josef Teichmann & Mario V. Wuthrich, 2012, "Consistent Long-Term Yield Curve Prediction," Papers, arXiv.org, number 1203.2017, Mar.
- Rothe, Christoph, 2012, "Decomposing the Composition Effect," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6397, Feb.
- Tolga Omay & Mubariz Hasanov & Nuri Uçar, 2012, "Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20130.
- Item repec:rwi:repape:0310 is not listed on IDEAS anymore