Printed from https://ideas.repec.org/n/nep-ecm/2012-05-08.html
Report NEP-ECM-2012-05-08
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:
- Sujin Park & Oliver Linton, 2012, "Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise," FMG Discussion Papers, Financial Markets Group, number dp703, Apr.
- Li, Dao & He, Changli, 2012, "Testing for Linear Cointegration Against Smooth-Transition Cointegration," Working Papers, Örebro University, School of Business, number 2012:6, Feb.
- Bai, Jushan & Wang, Peng, 2012, "Identification and estimation of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 38434, Apr.
- Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2012, "A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials," Working Papers, The University of Sheffield, Department of Economics, number 2012013.
- Item repec:hum:wpaper:sfb649dp2012-031 is not listed on IDEAS anymore
- Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
- Li, Dao & He, Changli, 2012, "Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models," Working Papers, Örebro University, School of Business, number 2012:7, Feb.
- Qian, Hang, 2012, "A Flexible State Space Model and its Applications," MPRA Paper, University Library of Munich, Germany, number 38455, Apr.
- Juan Carlos Cuestas & Javier Ordóñez, 2012, "Smooth Transitions, Asymmetric Adjustment and Unit Roots," Working Papers, The University of Sheffield, Department of Economics, number 2012012.
- Aki-Hiro Sato, 2012, "Segmentation analysis on a multivariate time series of the foreign exchange rates," Papers, arXiv.org, number 1205.0336, May.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2012, "A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers," Working papers, Banque de France, number 379.
- De Witte, Kristof & Rogge, Nicky & Cherchye, Laurens & Van Puyenbroeck, Tom, 2012, "Economies of scope in research and teaching: a non-parametric investigation," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2012/14, Feb.
- Fève, Patrick & Jidoud, Ahmat, 2012, "Identifying News Shocks from SVARs," TSE Working Papers, Toulouse School of Economics (TSE), number 12-287, Mar.