Printed from https://ideas.repec.org/n/nep-ecm/2012-12-06.html
Report NEP-ECM-2012-12-06
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:
- Hung-pin Lai & Wen-Jen Tsay, 2012, "Maximum Likelihood Estimation of the Panel Sample Selection Model," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A006, Aug, revised Oct 2012.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2012, "Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-042, Nov.
- Rasmus Søndergaard Pedersen & Anders Rahbek, 2012, "Multivariate Variance Targeting in the BEKK-GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-53, Nov.
- Hasebe, Takuya & Vijverberg, Wim P., 2012, "A Flexible Sample Selection Model: A GTL-Copula Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7003, Nov.
- Stelios Arvanitis & Antonis Demos, 2012, "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers, Athens University of Economics and Business, number 1229, Jun, revised 24 Aug 2012.
- Gribisch, Bastian, 2012, "Multivariate wishart stochastic volatility and changes in regime," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-14.
- Luis Francisco Rosales & Tatyana Krivobokova, 2012, "Instant Trend-Seasonal Decomposition of Time Series with Splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 131, Nov.
- Nam, Suhyeon, 2012, "Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables," MPRA Paper, University Library of Munich, Germany, number 42696, Oct.
- Jean-David Fermanian, 2012, "An overview of the goodness-of-fit test problem for copulas," Papers, arXiv.org, number 1211.4416, Nov.
- José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij, 2012, "Asymptotic theory for Brownian semi-stationary processes with application to turbulence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-52, Nov.
- Michael Creel & Sonik Mandal & Mohammad Zubair, 2012, "Econometrics on GPUs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 921.12, Nov.
- Katsiaryna Schwarz & Tatyana Krivobokova, 2012, "A unified framework for spline estimators," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 130, Nov.
- David Card & David Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 18564, Nov.
- Item repec:dgr:uvatin:20120118 is not listed on IDEAS anymore
- Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2012, "Nonlinear Kalman Filtering in Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-49, May.
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3280/ is not listed on IDEAS anymore
- Neil R. Ericsson & Erica L. Reisman, 2012, "Evaluating a Global Vector Autoregression for Forecasting," Working Papers, The George Washington University, The Center for Economic Research, number 2012-006, Nov.
- Item repec:hhs:bofrdp:2012_033 is not listed on IDEAS anymore
- Item repec:hhs:bofism:2012_047 is not listed on IDEAS anymore
- Chabé-Ferret, Sylvain, 2012, "Matching vs Differencing when Estimating Treatment Effects with Panel Data: the Example of the Effect of Job Training Programs on Earnings," TSE Working Papers, Toulouse School of Economics (TSE), number 12-356, Oct.
- Wallmeier, Martin & Tauscher, Kathrin, 2012, "A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 433, Nov.
- Donal O'Neill & Olive sweetman, 2012, "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n232b-12.pdf.
- Kevin Hoover & Katarina Juselius, 2012, "Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 12-16, Nov.