Report NEP-ECM-2012-11-11

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Testing the Number of Components in Finite Mixture Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-867, Nov.
• Mette Asmild & Jens Leth Hougaard & Dorte Kronborg, 2012, "Do efficiency scores depend on input mix? A statistical test and empirical illustration," MSAP Working Paper Series, University of Copenhagen, Department of Food and Resource Economics, number 05_2012.
• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2012, "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 002, Sep.
• Medel, Carlos A. & Salgado, Sergio C., 2012, "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper, University Library of Munich, Germany, number 42235, Oct.
• Poncela, Pilar & Ruiz Ortega, Esther, 2012, "More is not always better : back to the Kalman filter in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws122317, Oct.
• Michael W. McCracken & Giorgio Valente, 2012, "Asymptotic Inference for Performance Fees and the Predictability of Asset Returns," Working Papers, Federal Reserve Bank of St. Louis, number 2012-049, DOI: 10.20955/wp.2012.049.
• Steigerwald, Douglas G & Bostwick, Valerie K, 2012, "Obtaining Critical Values for Test of Markov Regime Switching," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt3685g3qr, Oct.
• J. Martin van Zyl, 2012, "Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables," Papers, arXiv.org, number 1210.7642, Oct, revised Dec 2012.
• Naccarato, Alessia & Zurlo, Davide & Pieraccini, Luciano, 2012, "Least Orthogonal Distance Estimator and Total Least Square," MPRA Paper, University Library of Munich, Germany, number 42365, Sep.
• Daniela Marella & Paola Vicard, 2012, "Object-oriented bayesian networks for modelling the respondent measurement error," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0167, Nov.
• Reza C. Daniels, 2012, "Univariate Multiple Imputation for Coarse Employee Income Data," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 88.
• Aslanidis, Nektarios & Martínez Ibáñez, Óscar, 2012, "Modelling world investment markets using threshold conditional correlation models," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/203167.
• Eric R. Sims, 2012, "News, Non-Invertibility, and Structural VARs," Working Papers, University of Notre Dame, Department of Economics, number 013, Jun, revised Jun 2012.
• Stéphane Goutte, 2012, "Conditional Markov regime switching model applied to economic modelling," Working Papers, HAL, number hal-00747479, Oct.
• Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2012, "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1228.
• Item repec:esx:essedp:721 is not listed on IDEAS anymore

• Meulders, Michel & Tuerlinckx, Francis & Vanpaemel, Wolf, 2012, "Constrained multilevel latent class models for the analysis of three-way three-mode binary data," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2012/38, Oct.
• Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012, "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration), number 12.06, Oct.
• Joan del castillo & Jalila Daoudi & Isabel Serra, 2012, "The full-tails gamma distribution applied to model extreme values," Papers, arXiv.org, number 1211.0130, Nov.

Report NEP-ECM-2012-11-11

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: