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Report NEP-ECM-2012-04-17
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:
- Bekker, Paul A. & Crudu, Federico, 2012, "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper, University Library of Munich, Germany, number 37853, Apr.
- Márcio Laurini & Márcio Alves Diniz, 2012, "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-05, Apr.
- Guo, Penghui & Liu, Lihu, 2011, "Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification," MPRA Paper, University Library of Munich, Germany, number 38050, Nov, revised Apr 2012.
- Beare, Brendan K. & Seo, Juwon, 2012, "Time irreversible copula-based Markov Models," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt31f8500p, Apr.
- Beare, Brendan K. & Moon, Jong-Myun, 2012, "Testing the concavity of an ordinaldominance curve," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qg1f8ms, Apr.
- Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
- Jozef Barunik & Tomas Krehlik & Lukas Vacha, 2012, "Modeling and forecasting exchange rate volatility in time-frequency domain," Papers, arXiv.org, number 1204.1452, Apr, revised Feb 2015.
- Xiaohu Wang & Jun Yu, 2012, "Double Asymptotics for Explosive Continuous Time Models," Working Papers, Singapore Management University, School of Economics, number 16-2012, Jan.
- Cory Koedel & Rebecca Leatherman & Eric Parsons, 2012, "Test Measurement Error and Inference from Value-Added Models," Working Papers, Department of Economics, University of Missouri, number 1201, Jan.
- M. Angeles Carnero Fernández & M. Hakan Eratalay, 2012, "Estimating VAR-MGARCH models in multiple steps," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-10, Mar.
- In-Koo Cho & Ken Kasa, 2012, "Model Validation and Learning," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-07, Apr.
- Carlo A. Favero, 2012, "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 431.
- Item repec:pra:mprapa:37980 is not listed on IDEAS anymore
- Damiano Brigo & Kyriakos Chourdakis, 2012, "Consistent single- and multi-step sampling of multivariate arrival times: A characterization of self-chaining copulas," Papers, arXiv.org, number 1204.2090, Apr, revised Apr 2012.
- Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/06, Apr.