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Report NEP-ECM-2013-03-09
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:
- Joaquim José dos Santos Ramalho, 2013, "Regression Analysis of Multivariate Fractional Data," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_05.
- Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_06.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-54, Feb.
- Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013, "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade," Working Papers, Lund University, Department of Economics, number 2013:5, Feb.
- Pingel, Ronnie & Waernbaum, Ingeborg, 2013, "Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2013:5, Feb.
- Neil Shephard, 2013, "Martingale unobserved component models," Economics Series Working Papers, University of Oxford, Department of Economics, number 644, Feb.
- Søren Johansen & Bent Nielsen, 2013, "Asymptotic analysis of the Forward Search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-05, Oct.
- Laffers, Lukas, 2013, "Identification in Models with Discrete Variables," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 1/2013, Jan.
- Marczak, Martyna & Gómez, Victor, 2013, "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 64-2013.
- Majid M. Al-Sadoon, 2013, "Geometric and long run aspects of Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1356, Jan.
- Stefano Grassi & Paolo Santucci de Magistris, 2013, "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-03, 02.
- Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013, "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers, University of Oxford, Department of Economics, number 645, Feb.
- Hsiu-Hsin Ko & Masao Ogaki, 2013, "Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 577, Feb.