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Report NEP-ECM-2012-11-03
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:
- Sofia Anyfantaki & Antonis Demos, 2012, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers, Athens University of Economics and Business, number 1228, Jul.
- Item repec:eus:wpaper:ec0412 is not listed on IDEAS anymore
- Item repec:dgr:eureri:1765037470 is not listed on IDEAS anymore
- Item repec:kie:kieliw:1799 is not listed on IDEAS anymore
- Sugawara, Shinya, 2012, "A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market," MPRA Paper, University Library of Munich, Germany, number 42154, Oct.
- Edgar C. Merkle & Jinyan Fan & Achim Zeileis, 2012, "Testing for Measurement Invariance with Respect to an Ordinal Variable," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2012-24, Oct.
- Item repec:ner:carlos:info:hdl:10016/15744 is not listed on IDEAS anymore
- Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2012, "Signal Detection in High Dmension: The Multispiked Case," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-036, Oct.
- Omay, Tolga, 2012, "The comparison of optimization algorithms on unit root testing with smooth transition," MPRA Paper, University Library of Munich, Germany, number 42129, Oct.
- Joshua C C Chan, 2012, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-591, Oct.
- D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-24, Oct.
- Raffaella Calabrese, 2012, "Estimating bank loans loss given default by generalized additive models," Working Papers, Geary Institute, University College Dublin, number 201224, Oct.
- Item repec:dgr:uvatin:20120110 is not listed on IDEAS anymore
- Sarah Brown & Mark N. Harris & Jennifer Roberts & Karl Taylor, 2012, "Modelling Primary Health Care Use: A Panel Zero Inflated Interval Regression Approach," Working Papers, The University of Sheffield, Department of Economics, number 2012026.
- Dupuy, Arnaud & Galichon, Alfred, 2012, "Canonical Correlation and Assortative Matching: A Remark," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6942, Oct.
- Zhi Zheng & Richard B. Sowers, 2012, "A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization," Papers, arXiv.org, number 1210.7230, Oct.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012, "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-590, Oct.