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Report NEP-ECM-2012-07-14
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:
- Degui Li & Dag Tjøstheim & Jiti Gao, 2012, "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/12, Jul.
- Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012, "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-31, Jun.
- Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella, 2012, "Skew mixture models for loss distributions: a Bayesian approach," MPRA Paper, University Library of Munich, Germany, number 39826.
- de Luna, Xavier & Johansson, Per, 2012, "Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6692, Jun.
- Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012, "A simple method to visualize results in nonlinear regression models," Working Papers, University of Miami, Department of Economics, number 2012-4, Apr.
- Eric Hillebrand & Marcelo C. Medeiros, 2012, "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-30, Jun.
- Item repec:dgr:umamet:2012036 is not listed on IDEAS anymore
- Tucker S. McElroy & Thomas M. Trimbur, 2012, "Signal extraction for nonstationary multivariate time series with illustrations for trend inflation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-45.
- Paweł Strawiński, 2012, "Small sample properties of matching with caliper," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-13.
- Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011, "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1111, revised May 2011.
- Angelo Marsiglia Fasolo, 2012, "A Note on Particle Filters Applied to DSGE Models," Working Papers Series, Central Bank of Brazil, Research Department, number 281, Jun.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012, "Mis-specification Testing: Non-Invariance of Expectations Models of Inflation," Working Paper series, Rimini Centre for Economic Analysis, number 50_12, Jul.
- Bernardi, Mauro, 2012, "Risk measures for Skew Normal mixtures," MPRA Paper, University Library of Munich, Germany, number 39828.
- Sean Muller, 2012, "Econometric methods and Reichenbach's principle," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 85.