Printed from https://ideas.repec.org/n/nep-ecm/2012-11-24.html
Report NEP-ECM-2012-11-24
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:
- Tae-Hwan Kim & Christophe Muller, 2012, "A test for endogeneity in conditional quantile models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-49, May.
- Item repec:rwi:repape:0372 is not listed on IDEAS anymore
- Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/12, Oct.
- Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-46, Nov.
- Xiaohong Chen & Jinyong Hahn, 2012, "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/12, Oct.
- Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-45, Oct.
- Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.
- Habert white & Tae-Hwan Kim & Simone Manganelli, 2012, "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-45, Aug.
- Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/12, Oct.
- Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
- Jingzhao Qi & Huijie Yang, 2012, "Hurst Exponents For Short Time Series," Papers, arXiv.org, number 1211.2862, Nov.
- Item repec:qut:auncer:2012_91 is not listed on IDEAS anymore
- Itai Sher & Kyoo il Kim, 2012, "Identification of Demand Models of Multiple Purchases," Working Papers, University of Minnesota, Department of Economics, number 2012-2, Nov.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2012, "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," MPRA Paper, University Library of Munich, Germany, number 42533, Nov.
- Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012, "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
[A GARCH model with autorregresive conditional asymmetry to model time-series: An application to the re," MPRA Paper, University Library of Munich, Germany, number 42548, Nov. - Item repec:hal:wpaper:hal-00750562 is not listed on IDEAS anymore
- Paola Cerchiello & Paolo Giudici, 2012, "Bayesian Credit Rating Assessment," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 019, Nov.