Printed from https://ideas.repec.org/n/nep-ecm/2012-06-13.html
Report NEP-ECM-2012-06-13
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:
- Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1217, Jan.
- Timothy Halliday, 2012, "A Note on the Asymptotic Variance of Sample Roots," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201209, Jun.
- Mora Rodriguez, Jhon James & Muro, Juan, 2012, "Consistent estimation of pseudo panels in the presence of selection bias," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-26.
- Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.
- Item repec:dgr:kubcen:2012039 is not listed on IDEAS anymore
- Fabio Canova, 2015, "Bridging DSGE models and the raw data," Working Papers, Barcelona School of Economics, number 635, Sep.
- Item repec:eca:wpaper:2013/119308 is not listed on IDEAS anymore
- Item repec:asg:wpaper:1051 is not listed on IDEAS anymore
- Zervopoulos, Panagiotis, 2012, "Dealing with small samples and dimensionality issues in data envelopment analysis," MPRA Paper, University Library of Munich, Germany, number 39226, Feb.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012, "The perils of aggregating foreign variables in panel data models," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 111.
- Item repec:asg:wpaper:1048 is not listed on IDEAS anymore
- Fernando J. Pérez Forero & Fabio Canova, 2015, "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers, Barcelona School of Economics, number 637, Sep.
- Item repec:asg:wpaper:1052 is not listed on IDEAS anymore
- Item repec:asg:wpaper:1045 is not listed on IDEAS anymore
- M. T. Aparicio & I. Villan�a, 2012, "Selection criteria for overlapping binary Models," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2012-01, Jan.
- Item repec:dgr:umamet:2012014 is not listed on IDEAS anymore
- Item repec:eca:wpaper:2013/119282 is not listed on IDEAS anymore
- Dariusz Grech & Zygmunt Mazur, 2012, "On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data," Papers, arXiv.org, number 1206.1007, Jun.
- Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper, University Library of Munich, Germany, number 39277, Jun.
- Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012, "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-05.