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Report NEP-ECM-2012-03-28
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:
- Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0170, Feb.
- Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
- Francesco Bravo & Federico Crudu, 2012, "Efficient bootstrap with weakly dependent processes," Discussion Papers, Department of Economics, University of York, number 12/08, Mar.
- McElroy, Tucker S & Politis, D N, 2011, "Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0dr145dt, Sep.
- Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
- Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
- Item repec:acb:camaaa:2012-13 is not listed on IDEAS anymore
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
- Márcio Laurini, 2012, "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-01, Mar.
- Zhan Wang & Sandra Paterlini & Fuchang Gao & Yuhong Yang, 2012, "Adaptive Minimax Estimation over Sparse lq-Hulls," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 078, Jan.
- Daziano, Ricardo A. & Achtnicht, Martin, 2012, "Forecasting adoption of ultra-low-emission vehicles using the GHK simulator and Bayes estimates of a multinomial probit model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-017.
- Item repec:inu:caeprp:2012-003 is not listed on IDEAS anymore
- Katarina Juselius, 2012, "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers, University of Copenhagen. Department of Economics, number 12-01, Mar.
- Steigerwald, Douglas & Carter, Andrew, 2011, "Markov Regime-Switching Tests: Asymptotic Critical Values," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt5rn986z6, Aug.
- Item repec:qmw:qmwecw:wp691 is not listed on IDEAS anymore
- Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Extracting non-linear signals from several economic indicators," Working Papers, Banco de España, number 1202, Feb.
- Serguey Khovansky & Zhylyevskyy, Oleksandr, 2012, "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34990, Jan.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Alvarez, Rocio, 2012, "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8867, Mar.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012, "Markov-switching dynamic factor models in real time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8866, Feb.