Report NEP-ECM-2012-10-20

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:

• Qi Li & Juan Lin & Jeffrey S. Racine, 2012, "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers, McMaster University, number 2012-10, Oct.
• Robinson, Peter M. & Rossi, Francesca, 2012, "Improved tests for spatial correlation," MPRA Paper, University Library of Munich, Germany, number 41835, Jun.
• Ardelean, Vlad, 2012, "Detecting outliers in time series," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2012.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-866, Oct.
• Item repec:hum:wpaper:sfb649dp2012-061 is not listed on IDEAS anymore

• Gregor Wei{ss} & Marcus Scheffer, 2012, "Smooth Nonparametric Bernstein Vine Copulas," Papers, arXiv.org, number 1210.2043, Oct.
• Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012, "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-41, Sep.
• Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012, "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper, University Library of Munich, Germany, number 41872, Aug.
• Ivan Savin & Peter Winker, 2012, "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-055, Oct.
• Klein, Ingo, 2012, "Quasi-arithmetische Mittelwerte und Normalverteilung," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics, number 89/2010.
• Joachim Wilde, 2012, "Effects of simultaneity on testing Granger-causality – a cautionary note about statistical problems and economic misinterpretations," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 93, Oct.
• Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012, "Asymptotic Efficiency of Semiparametric Two-step GMM," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1880, Oct.
• Lanne, Markku & Luoto, Jani, 2012, "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper, University Library of Munich, Germany, number 41820.
• Matyas Barczy & Leif Doering & Zenghu Li & Gyula Pap, 2012, "On parameter estimation for critical affine processes," Papers, arXiv.org, number 1210.1866, Oct, revised Mar 2013.
• Bozic, Marin & Newton, John & Thraen, Cameron S. & Gould, Brian W., 2012, "Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle," Staff Papers, University of Minnesota, Department of Applied Economics, number 135077, Oct, DOI: 10.22004/ag.econ.135077.
• Lönnbark, Carl, 2012, "Occurrence of long and short term asymmetry in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 848, Oct.
• Lina Escobar Rangel & François Lévêque, 2012, "How did Fukushima-Daiichi core meltdown change the probability of nuclear accidents?," Working Papers, HAL, number hal-00740684, Oct.
• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012, "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 18449, Oct.
• Lönnbark, Carl, 2012, "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 849, Oct.
• Áureo de Paula, 2012, "Econometric analysis of games with multiple equilibria," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/12, Oct.
• Lichard, Tomáš & Hanousek, Jan & Filer, Randall K., 2012, "Measuring the Shadow Economy: Endogenous Switching Regression with Unobserved Separation," IZA Discussion Papers, IZA Network @ LISER, number 6901, Oct.
• Item repec:hum:wpaper:sfb649dp2012-060 is not listed on IDEAS anymore

• Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012, "Regime switches in the volatility and correlation of financial institutions," Working Paper Research, National Bank of Belgium, number 227, Oct.
• Nassim N. Taleb, 2012, "How We Tend To Overestimate Powerlaw Tail Exponents," Papers, arXiv.org, number 1210.1966, Oct.

Report NEP-ECM-2012-10-20

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: