Report NEP-ECM-2013-01-19This 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.
The following items were announced in this report:
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5661649 is not listed on IDEAS anymore
- Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu, 2012. "Survival prediction based on compound covariate under cox proportional hazard models," MPRA Paper 41149, University Library of Munich, Germany.
- Tommaso, Proietti & Alessandra, Luati, 2012. "The Generalised Autocovariance Function," MPRA Paper 43711, University Library of Munich, Germany.
- Alberto Padilla, 2012. "The Design Effect: Bias and Variance Estimation," Working Papers 2012-18, Banco de México.
- Rodríguez Bernal, M. T. & Marín Díazaraque, Juan Miguel & Horra Navarro, J. de la, 2013. "Bayesian inference and data cloning in population projection matrices," DES - Working Papers. Statistics and Econometrics. WS ws130102, Universidad Carlos III de Madrid. Departamento de Estadística.
- Pedro N. Silva & John Micklewright & Sylke V. Schnepf, 2012. "The impact of sampling variation on peer measures: a comment on a proposal to adjust estimates for measurement error," DoQSS Working Papers 12-12, Department of Quantitative Social Science - UCL Institute of Education, University College London.
- Volodymyr Korniichuk, 2012. "Forecasting extreme electricity spot prices," Cologne Graduate School Working Paper Series 03-14, Cologne Graduate School in Management, Economics and Social Sciences.
- Manabu Asai & Michael McAleer, 2013. "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," Tinbergen Institute Discussion Papers 13-003/III, Tinbergen Institute.
- Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
- Saeed Mehraban & Amirhossein Shirazi & Maryam Zamani & Gholamreza Jafari, 2013. "Coupling between time series: a network view," Papers 1301.1010, arXiv.org.
- Virmani, Vineet, 2013. "On the Choice of Optimization Routine in Estimation of Parsimonious Term Structure Models: Results from the Svensson Model," IIMA Working Papers WP2013-01-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Jos Jansen & Xiaowen Jin & Jasper de Winter, 2012. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," DNB Working Papers 365, Netherlands Central Bank, Research Department.