Printed from https://ideas.repec.org/n/nep-ecm/2012-10-13.html
Report NEP-ECM-2012-10-13
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:
- Francq, Christian & Meintanis, Simos, 2012, "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper, University Library of Munich, Germany, number 41667, Oct.
- Francq, Christian & Zakoian, Jean-Michel, 2012, "Risk-parameter estimation in volatility models," MPRA Paper, University Library of Munich, Germany, number 41713, Oct.
- Matthias Koch, 2012, "Spatial Filtering and Model Interpretation for Spatial Durbin Models," ERSA conference papers, European Regional Science Association, number ersa12p1021, Oct.
- Mark Wachowiak & Renata Wachowiak-Smolikova & Jonathan Zimmerling, 2012, "The Viability of Global Optimization for Parameter Estimation in Spatial Econometrics Models," ERSA conference papers, European Regional Science Association, number ersa12p598, Oct.
- Arthur Lewbel & Xun Tang, 2012, "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics, Boston College Department of Economics, number 808, Aug, revised 05 Mar 2013.
- Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
- Khalfaoui, R & Boutahar, M, 2012, "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper, University Library of Munich, Germany, number 41624, Sep.
- Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas, 2012, "Structural gravity estimation & agriculture," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1209.
- Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012, "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-40, Oct.
- Item repec:dgr:uvatin:20120103 is not listed on IDEAS anymore
- Florian Schoiswohl & Philipp Piribauer & Michael Gmeinder & Matthias Koch & Manfred Fischer, 2012, "The Speed of Income Convergence in Europe: A case for Bayesian Model Averaging with Eigenvector Filtering," ERSA conference papers, European Regional Science Association, number ersa12p744, Oct.
- Flavia Barsotti & Simona Sanfelici, 2012, "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-05, Oct.
- Arthur Lewbel, 2012, "An Overview of the Special Regressor Method," Boston College Working Papers in Economics, Boston College Department of Economics, number 810, Sep.
- Item repec:dgr:uvatin:20120099 is not listed on IDEAS anymore
- Manfred M. Fischer & James P. LeSage, 2012, "A Bayesian approach to identifying and interpreting regional convergence clubs in Europe," ERSA conference papers, European Regional Science Association, number ersa12p217, Oct.
- Andrle, Michal, 2012, "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers, CEPREMAP, number 16, Oct.
- Despotis, Dimitrs & Koronakos, Gregory & Sotiros, Dimitris, 2012, "Additive decomposition in two-stage DEA: An alternative approach," MPRA Paper, University Library of Munich, Germany, number 41724, Jul.