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Report NEP-ECM-2013-02-16
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:
- Candelon, Bertrand & Metiu, Norbert, 2013, "A distribution-free test for outliers," Discussion Papers, Deutsche Bundesbank, number 02/2013.
- Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao, 2013, "Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/13.
- Gunnar Bårdsen & Luca Fanelli, 2013, "Frequentist evaluation of small DSGE models," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 14113, Jan.
- Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 848, Feb.
- Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013, "Risks of large portfolios," MPRA Paper, University Library of Munich, Germany, number 44206, Feb.
- Nils Herger, 2013, "On Discrete Location Choice Models," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.02, Feb.
- Michał Brzeziński, 2013, "Asymptotic and bootstrap inference for top income shares," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-01.
- Michał Brzeziński, 2013, "Variance estimation for richness measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-03.
- Cheng-Der Fuh & Huei-Wen Teng & Ren-Her Wang, 2013, "Efficient Importance Sampling for Rare Event Simulation with Applications," Papers, arXiv.org, number 1302.0583, Feb.
- Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A001, Jan.
- Jianqing Fan & Yuan Liao & Xiaofeng Shi, 2013, "Risks of Large Portfolios," Papers, arXiv.org, number 1302.0926, Feb.
- Chaohua Dong & Jiti Gao, 2013, "Orthogonal Expansion of Levy Process Functionals: Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/13.
- Victor Aguirregabiria & Pedro Mira, 2013, "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers, University of Toronto, Department of Economics, number tecipa-474, Feb.
- Claudia Foroni & Massimiliano Marcellino, 2013, "A survey of econometric methods for mixed-frequency data," Working Paper, Norges Bank, number 2013/06, Feb.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2013, "A Note on the Extent of US Regional Income Convergence," Working Paper series, Rimini Centre for Economic Analysis, number 10_13, Jan.
- Item repec:kie:kieliw:1821 is not listed on IDEAS anymore
- Silvia Figini & Paolo Giudici, 2013, "Measuring risk with ordinal variables," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 032, Feb.
- Heather M. Anderson & Farshid Vahid, 2013, "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/13.
- Andini, Corrado, 2013, "Persistence Bias and the Wage-Schooling Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7186, Jan.
- Winzer, Christian, 2013, "Measuring Energy Security," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1305, Feb.
- Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
- Victor Aguirregabiria & Junichi Suzuki, 2013, "Identification and Counterfactuals in Dynamic Models of Market Entry and Exit," Working Papers, University of Toronto, Department of Economics, number tecipa-475, Feb.
- Michał Brzeziński, 2013, "Relative risk aversion and power-law distribution of macroeconomic disasters," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-04.
- Keiler, Sebastian & Eder, Armin, 2013, "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers, Deutsche Bundesbank, number 01/2013.