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Report NEP-ECM-2012-09-09
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:
- Jiti Gao & Maxwell King, 2012, "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/12, Aug.
- Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012, "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers, McMaster University, number 2012-08, Aug.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2012, "A practical two-step method for testing moment inequalities," ECON - Working Papers, Department of Economics - University of Zurich, number 090, Aug, revised Apr 2014.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012, "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-36, Aug.
- Dechert, Andreas, 2012, "Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks," MPRA Paper, University Library of Munich, Germany, number 41044, Sep.
- Marcelo C. Medeiros & Eduardo F. Mendes, 2012, "Estimating High-Dimensional Time Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-37, Sep.
- Charley Xia and William Griffiths, 2012, "Bayesian Unit Root Testing: The Effect Of Choice Of Prior On Test Outcomes," Department of Economics - Working Papers Series, The University of Melbourne, number 1152.
- Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012, "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers, McMaster University, number 2012-06, Aug.
- Tomasz Wozniak, 2012, "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers, European University Institute, number ECO2012/19.
- Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 44, DOI: 10.5445/IR/1000029307.
- Marco Bee, 2012, "Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1208.
- Silvio Rendon, 2012, "A Discrete Choice Approach to Estimating Armed Conflicts’ Casualties: Revisiting the Numbers of a ‘Truth Commission’," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 12-03, Aug.
- Andor, Mark & Hesse, Frederik, 2012, "The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 60.
- Shujie Ma & Jeffrey S. Racine, 2012, "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers, McMaster University, number 2012-07, Aug.
- Manuel S. Santos & Adrian Peralta-Alva, 2012, "Analysis of Numerical Errors," Working Papers, University of Miami, Department of Economics, number 2012-6, 08.
- Huber, Martin, 2012, "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1219, Aug.
- Gabriel Garber & Eduardo A. Haddad, 2012, "Target Fitting and Robustness Analysis in CGE Models," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_14, Aug.
- Mihaela Craioveanu & Eric Hillebrand, 2012, "Why It Is Ok To Use The Har-Rv(1,5,21) Model," Working Papers, University of Central Missouri, Department of Economics & Finance, number 1201, Aug, revised Aug 2012.
- Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012, "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series, The University of Melbourne, number 1154.
- Zaman, Asad, 2012, "Methodological mistakes and econometric consequences," MPRA Paper, University Library of Munich, Germany, number 41032, Aug.
- Cecília Hornok, 2012, "Gravity or Dummies? The Limits of Identification in Gravity Estimations," CEU Working Papers, Department of Economics, Central European University, number 2012_11, May, revised 20 May 2012.
- Xisong Jin & Francisco Nadal De Simone, 2012, "An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal," BCL working papers, Central Bank of Luxembourg, number 75, Jul.
- Cem Çakmakli, 2012, "Bayesian Semiparametric Dynamic Nelson-Siegel Model," Working Paper series, Rimini Centre for Economic Analysis, number 59_12, Aug, revised Sep 2012.