Report NEP-ECM-2012-07-08This 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:
- Martin Burda & John M. Maheu, 2012. "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series 46_12, Rimini Centre for Economic Analysis.
- Enno Mammen & Christoph Rothe & Melanie Schienle, 2012. "Generated Covariates in Nonparametric Estimation: A Short Review," SFB 649 Discussion Papers SFB649DP2012-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Peter Hall & Joel L. Horowitz, 2012. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP14/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bent Nielsen & Andrew Whitby, 2012. "A Joint Chow Test for Structural Instability," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.
- Simwaka, Kisu, 2012. "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper 39698, University Library of Munich, Germany.
- Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
- 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 12-05, Department of Quantitative Social Science - UCL Institute of Education, University College London.
- Joachim Freyberger & Joel L. Horowitz, 2012. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP15/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper 39650, University Library of Munich, Germany.
- Simwaka, Kisu, 2012. "Maximum likelihood estimation of a stochastic frontier model with residual covariance," MPRA Paper 39726, University Library of Munich, Germany.
- Słoczyński, Tymon, 2012. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper 39524, University Library of Munich, Germany.
- Item repec:ner:euiflo:urn:hdl:1814/22454 is not listed on IDEAS anymore
- García, Sergio & Benati, Stefano, 2012. "A p-median problem with distance selection," DES - Working Papers. Statistics and Econometrics. WS ws121913, Universidad Carlos III de Madrid. Departamento de Estadística.
- Lazeni Fofana & Françoise SEYTE, 2012. "Modeling financial contagion: approach-based on asymmetric cointegration," Working Papers 12-21, LAMETA, Universtiy of Montpellier, revised Jun 2012.