Printed from https://ideas.repec.org/n/nep-ecm/2012-09-16.html
Report NEP-ECM-2012-09-16
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 & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
- Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
- Degui Li & Oliver Linton & Zudi Lu, 2012, "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/12.
- Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
- Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2012, "On Geometric Ergodicity of Skewed - SVCHARME models," Papers, arXiv.org, number 1209.1544, Sep.
- Alastair R. Hall & Denise R. Osborn & Nikolaos D. Sakkas, 2012, "Inference on Structural Breaks using Information Criteria," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 173.
- Michael W. McCracken, 2012, "Consistent testing for structural change at the ends of the sample," Working Papers, Federal Reserve Bank of St. Louis, number 2012-029, DOI: 10.20955/wp.2012.029.
- Item repec:dgr:umamet:2012021 is not listed on IDEAS anymore
- Item repec:dur:durham:2012_07 is not listed on IDEAS anymore
- Herrera Gómez, Marcos & Cid, Juan Carlos & Paz, Jorge Augusto, 2012, "Introducción a la econometría espacial: Una aplicación al estudio de la fecundidad en la Argentina usando R
[Introduction to Spatial Econometrics: An application to the study of fertility in Argentina using R]," MPRA Paper, University Library of Munich, Germany, number 41138. - Item repec:dgr:kubcen:2012071 is not listed on IDEAS anymore
- Frank Schorfheide & Dongho Song, 2012, "Real-time forecasting with a mixed-frequency VAR," Working Papers, Federal Reserve Bank of Minneapolis, number 701.
- Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012, "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series, European Central Bank, number 1459, Aug.
- Item repec:ner:louvai:info:hdl:2078.1/113825 is not listed on IDEAS anymore
- Dionissi Aliprantis, 2012, "Assessing the evidence on neighborhood effects from Moving to Opportunity," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1122R, DOI: 10.26509/frbc-wp-201122r.