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Report NEP-ECM-2012-07-23
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:
- Breunig, Christoph, 2012, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Working Papers, University of Mannheim, Department of Economics, number 12-13.
- Gholamreza Hajargsht, William E. Griffiths, Joseph Brice, D.S. Prasada Rao, Duangkamon Chotikapanich, 2012, "Inference for Income Distributions Using Grouped Data," Department of Economics - Working Papers Series, The University of Melbourne, number 1140.
- William E. Griffiths and Gholamreza Hajargasht, 2012, "GMM Estimation of Mixtures from Grouped Data:," Department of Economics - Working Papers Series, The University of Melbourne, number 1148.
- Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9058, Jul.
- Item repec:cgr:cgsser:03-06 is not listed on IDEAS anymore
- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9056, Jul.
- Pierre Perron & Gabriel Rodriguez, 2012, "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-327.
- Oliver Grothe, 2012, "A higher order correlation unscented Kalman filter," Papers, arXiv.org, number 1207.4300, Jul.
- Item repec:eca:wpaper:2013/122336 is not listed on IDEAS anymore
- Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
- Item repec:hum:wpaper:sfb649dp2012-044 is not listed on IDEAS anymore
- Item repec:rwi:repape:0354 is not listed on IDEAS anymore
- Stéphane Bonhomme & Elena Manresa, 2012, "Grouped Patterns of Heterogeneity in Panel Data," Working Papers, CEMFI, number wp2012_1208, Jun.
- Oliver Grothe & Stephan Nicklas, 2012, "Vine Constructions of Levy Copulas," Papers, arXiv.org, number 1207.4309, Jul, revised Sep 2012.
- Campos, Rodolfo G. & Reggio, Iliana, 2013, "Measurement error and imputation of consumption in survey data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1219, Jul.
- Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012, "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 872, Jul.
- Giampiero M. Gallo & Edoardo Otranto, 2012, "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2012_02, Jul, revised Jul 2012.
- Chang-han Rhee & Peter W. Glynn, 2012, "A new approach to unbiased estimation for SDE's," Papers, arXiv.org, number 1207.2452, Jul.
- Tobias Scholl & Thomas Brenner, 2013, "Detecting Spatial Clustering Using a Firm-Level Index," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2012-02, Sep.
- Fischer, Matthias, 2012, "A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 03/2012.
- Item repec:kie:kieliw:1781 is not listed on IDEAS anymore
- Carl Schmertmann, 2012, "Calibrated spline estimation of detailed fertility schedules from abridged data," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2012-022, DOI: 10.4054/MPIDR-WP-2012-022.
- Massimo Franchi & Paolo Paruolo, 2012, "On ABCs (and Ds) of VAR representations of DSGE models," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2012/4, Jul.