Report NEP-ECM-2012-05-29This 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.
The following items were announced in this report:
- Matthias R. Fengler & Ostap Okhrin, 2012. "Realized Copula," SFB 649 Discussion Papers SFB649DP2012-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Claudio Morana, 2013. "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers 223, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Heejoon Han & Dennis Kristensen, 2012. "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers 2012-25, Department of Economics and Business Economics, Aarhus University.
- Li, Yushu, 2012. "Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines," Working Papers 2012:13, Lund University, Department of Economics.
- Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2012. "A copula-based analysis of false discovery rate control under dependence assumptions," Economics & Statistics Discussion Papers esdp12065, University of Molise, Dept. EGSeI.
- Li, Yushu, 2012. "Estimating Long Memory Causality Relationships by a Wavelet Method," Working Papers 2012:15, Lund University, Department of Economics.
- Karapanagiotidis, Paul, 2012. "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper 38885, University Library of Munich, Germany.
- Item repec:wrk:warwec:991 is not listed on IDEAS anymore
- Li, Yushu & Reese, Simon, 2012. "Wavelet Improvement in Turning Point Detection using a Hidden Markov Model," Working Papers 2012:14, Lund University, Department of Economics, revised 05 Apr 2014.
- Marco Fattore & Matteo Pelagatti & Giorgio Vittadini, 2012. "A least squares approach to latent variables extraction in formative-reflective models," Working Papers 20120302, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Wiper, Michael P. & Veiga, Helena & Galán, Jorge E., 2012. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," DES - Working Papers. Statistics and Econometrics. WS ws121007, Universidad Carlos III de Madrid. Departamento de Estadística.
- Rama Cont & Lakshithe Wagalath, 2012. "Fire Sales Forensics: Measuring Endogenous Risk," Working Papers hal-00697224, HAL.
- Lillo, Rosa E. & Galeano, Pedro & Sguera, Carlo, 2012. "Spatial depth-based classification for functional data," DES - Working Papers. Statistics and Econometrics. WS ws120906, Universidad Carlos III de Madrid. Departamento de Estadística.
- Eva Boj & Pedro Delicado & Josep Fortiana & Anna Esteve & Adria Caballe, 2012. "Local Distance-Based Generalized Linear Models using the dbstats package for R," Working Papers XREAP2012-11, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
- Edward Herbst, 2012. "Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models," Finance and Economics Discussion Series 2012-35, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "Christopher A. Sims et la représentation VAR," Working Papers hal-00642920, HAL.
- Charles Romeo, 2012. "Incorporating Prior Information into a GMM Objective for Mixed Logit Demand Systems," EAG Discussions Papers 201201, Department of Justice, Antitrust Division.
- Matteo Pelagatti & Emilio Colombo, 2012. "On the empirical failure of purchasing power parity tests," Working Papers 20120501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.