Printed from https://ideas.repec.org/n/nep-ecm/2012-11-17.html
Report NEP-ECM-2012-11-17
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:
- Item repec:hum:wpaper:sfb649dp2012-054 is not listed on IDEAS anymore
- Adam McCloskey & Pierre Perron, 2012, "Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends," Working Papers, Brown University, Department of Economics, number 2012-15.
- Adam McCloskey, 2012, "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers, Brown University, Department of Economics, number 2012-16.
- Adam McCloskey, 2012, "Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends," Working Papers, Brown University, Department of Economics, number 2012-17.
- Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2012, "Realized stochastic volatility with leverage and long memory," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-869, Nov.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2012, "Robust inference in linear asset pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-17.
- Biørn, Erik, 2012, "Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case," Memorandum, Oslo University, Department of Economics, number 22/2012, Aug.
- Morten Ø. Nielsen & S Johansen, 2012, "The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1300, Nov.
- Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012, "A new estimator of the discovery probability," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 007, Oct.
- Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012, "On the stick–breaking representation of normalized inverse Gaussian priors," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 008, Oct.
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
- Item repec:eca:wpaper:2013/131191 is not listed on IDEAS anymore
- Christophe Ley & Anouk Neven, 2014, "The value at the mode in multivariate t distributions: a curiosity or not?," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-04.
- J. N. Lye and J. G. Hirschberg, 2012, "Inverse Test Confidence Intervals for Turning points: A," Department of Economics - Working Papers Series, The University of Melbourne, number 1160.
- Item repec:dgr:vuarem:2012-5 is not listed on IDEAS anymore
- Dimitris Korobilis, 2012, "Bayesian forecasting with highly correlated predictors," Working Papers, Business School - Economics, University of Glasgow, number 2012_12, Jul.
- Eirini-Christina Saloniki & Amanda Gosling, 2012, "Point identification in the presence of measurement error in discrete variables: application - wages and disability," Studies in Economics, School of Economics, University of Kent, number 1214, Nov.