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Report NEP-ECM-2012-04-03
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:
- Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
- Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
- Marian Vavra, 2012, "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1205, Mar.
- Blair Alexander & Robert Breunig, 2012, "A Monte Carlo Study of Bias Corrections for Panel Probit Models," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 662, Mar.
- Márcio Laurini, 2012, "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-03, Mar.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011, "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
[Which spatial weighting matrix? An approach for model selection]," MPRA Paper, University Library of Munich, Germany, number 37585. - Bystrov, Victor & di Salvatore, Antonietta, 2012, "Martingale approximation for common factor representation," MPRA Paper, University Library of Munich, Germany, number 37669, Mar.
- David Hendry & Soren Johansen, 2012, "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers, University of Oxford, Department of Economics, number 598, Mar.
- Item repec:iab:iabfme:201201_en is not listed on IDEAS anymore
- Prehn, Sören & Brümmer, Bernhard, 2012, "Bimodality & the performance of PPML," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1202.
- Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
- Item repec:dgr:uvatin:20120025 is not listed on IDEAS anymore
- Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.
- Sinha, Pankaj & Jayaraman, Prabha, 2012, "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper, University Library of Munich, Germany, number 37662, Feb.
- Jongwook Kim & Teppei Okumura, 2012, "Heavy-Tail Distribution from Correlation of Discrete Stochastic Process," Papers, arXiv.org, number 1203.5581, Mar.
- Paris, Quirino, 2012, "The Dual of the Least-Squares Method," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 121693, DOI: 10.22004/ag.econ.121693.
- Laura GRIGOLON & Frank VERBOVEN, 2011, "Nested logit or random coefficients logit? A comparison of alternative discete models of product differentiation," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces11.24, Sep.
- David Hendry & Grayham E. Mizon, 2012, "Forecasting from Structural Econometric Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 597, Mar.