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Report NEP-ECM-2012-10-06
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:
- Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/12, Sep.
- Item repec:bro:econwp:2012-11 is not listed on IDEAS anymore
- Bai, Jushan & Liao, Yuan, 2012, "Efficient Estimation of Approximate Factor Models," MPRA Paper, University Library of Munich, Germany, number 41558, Sep.
- Christian Gouriéroux & Jean-Michel Zakoian, 2012, "Estimation Adjusted VaR," Working Papers, Center for Research in Economics and Statistics, number 2012-16, Sep.
- Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/12, Sep.
- Arnak Dalalyan & Yuri Ingster & Alexandre B. Tsybakov, 2012, "Statistical Inference in Compound Functional Models," Working Papers, Center for Research in Economics and Statistics, number 2012-20, Sep.
- Leeb, Hannes & Pötscher, Benedikt M., 2012, "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper, University Library of Munich, Germany, number 41459.
- Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.
- Andres, P. & Harvey, A., 2012, "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1240, Sep.
- Oliver Linton & Yoon-Jae Whang, 2012, "Testing for the stochastic dominance efficiency of a given portfolio," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/12, Sep.
- Henderson, Daniel J. & Maasoumi, Esfandiar, 2012, "Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6874, Sep.
- Biørn, Erik & Wangen, Knut R., 2012, "New Taxonomies for Limited Dependent Variables Models," MPRA Paper, University Library of Munich, Germany, number 41461, Jul.
- Luc Behaghel & Bruno Crépon & Marc Gurgand & Thomas Le barbanchon, 2012, "Please Call Again, Correcting Non-response Bias in Treatment Effect Models," Working Papers, Center for Research in Economics and Statistics, number 2012-15, Aug.
- Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012, "The Reactive Volatility Model," Papers, arXiv.org, number 1209.5190, Sep, revised Apr 2013.