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Report NEP-ECM-2012-07-08
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:
- Martin Burda & John M. Maheu, 2012, "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 46_12, Jun.
- Item repec:hum:wpaper:sfb649dp2012-042 is not listed on IDEAS anymore
- Peter Hall & Joel L. Horowitz, 2012, "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/12, Jun.
- Bent Nielsen & Andrew Whitby, 2012, "A Joint Chow Test for Structural Instability," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W07, Jun.
- Simwaka, Kisu, 2012, "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper, University Library of Munich, Germany, number 39698, Jun.
- Mark J. Jensen & John M. Maheu, 2012, "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 48_12, Jun.
- Alfonso Miranda & Sophia Rabe-Hesketh & John W. McDonald, 2012, "Reducing bias due to missing values of the response variable by joint modeling with an auxiliary variable," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 12-05, Jun.
- Joachim Freyberger & Joel L. Horowitz, 2012, "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/12, Jun.
- Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper, University Library of Munich, Germany, number 39650, Jun.
- Simwaka, Kisu, 2012, "Maximum likelihood estimation of a stochastic frontier model with residual covariance," MPRA Paper, University Library of Munich, Germany, number 39726, Jun.
- Słoczyński, Tymon, 2012, "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 39524, Jun.
- Item repec:ner:euiflo:urn:hdl:1814/22454 is not listed on IDEAS anymore
- Benati, Stefano & García, Sergio, 2012, "A p-median problem with distance selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws121913, Jun.
- Lazeni Fofana & Françoise SEYTE, 2012, "Modeling financial contagion: approach-based on asymmetric cointegration," Working Papers, LAMETA, Universtiy of Montpellier, number 12-21, Jun, revised Jun 2012.