Printed from https://ideas.repec.org/n/nep-ecm/2012-05-02.html
Report NEP-ECM-2012-05-02
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:
- D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012, "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/12, Apr.
- Federico Belotti & Giuseppe Ilardi, 2012, "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper, Tor Vergata University, CEIS, number 231, Apr, revised 18 Apr 2012.
- Almut E. D. Veraart & Luitgard A. M. Veraart, 2012, "Modelling electricity day–ahead prices by multivariate Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-13, Mar.
- Item repec:dgr:uvatin:20120026 is not listed on IDEAS anymore
- D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2012, "Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/12, Apr.
- Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012, "Unit roots, nonlinearities and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-14, Apr.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011, "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-11, May.
- Mark J Jensen & John M Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers, University of Toronto, Department of Economics, number tecipa-453, Apr.
- Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.
- Peter Exterkate, 2012, "Model Selection in Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-10, Feb.
- Item repec:grz:wpaper:2012-02 is not listed on IDEAS anymore
- D.S. Poskitt & Wenying Yao, 2012, "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/12, Apr.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023, Apr.
- Donald Boyd & Hamilton Lankford & Susanna Loeb & James Wyckoff, 2012, "Measuring Test Measurement Error: A General Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 18010, Apr.
- Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2012, "Econometric modeling of exchange rate volatility and jumps," Working Papers, Federal Reserve Bank of St. Louis, number 2012-008, DOI: 10.20955/wp.2012.008.
- Hanming Fang & Xun Tang, 2011, "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-016, May, revised 17 Apr 2012.
- Gregor Wergen & Satya N. Majumdar & Gregory Schehr, 2012, "Record Statistics for Multiple Random Walks," Papers, arXiv.org, number 1204.5039, Apr.
- Mark Podolskij & Katrin Wasmuth, 2012, "Goodness-of-fit testing for fractional diffusions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-12, Apr.
- Arne Risa Hole & Julie Riise Kolstad & Dorte Gyrd-Hansen, 2012, "Inferred vs Stated Attribute Non-Attendance in Choice Experiments: A Study of Doctors' Prescription Behaviour," Working Papers, The University of Sheffield, Department of Economics, number 2012010.
- Item repec:cda:wpaper:12-6 is not listed on IDEAS anymore
- Yulei Luo & Jun Nie & Eric Young, 2012, "Model uncertainty, state uncertainty, and state-space models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 12-02.