Printed from https://ideas.repec.org/n/nep-ecm/2013-03-16.html
Report NEP-ECM-2013-03-16
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:
- Francq, Christian & Zakoian, Jean-Michel, 2013, "Inference in non stationary asymmetric garch models," MPRA Paper, University Library of Munich, Germany, number 44901, Mar.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2013, "Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/13.
- Maddalena Cavicchioli, 2013, "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:03.
- Vitaliy Oryshchenko & Richard J. Smith, 2013, "Generalised empirical likelihood-based kernel density estimation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W03, Feb.
- Andrea Pastore & Stefano Tonellato, 2013, "A merging algorithm for Gaussian mixture components," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:04.
- HASAN, HAMID & Rehman, Attiqur, 2013, "A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions," MPRA Paper, University Library of Munich, Germany, number 44908, Mar.
- John-Oliver Engler & Stefan Baumgaertner, 2013, "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 265, Feb.
- Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013, "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers, University of Mannheim, Department of Economics, number 32993.
- L. Bauwens & E. Otranto, 2013, "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201304.
- Jean-Marie Dufour & Joachim Wilde, 2013, "Weak Identification in Probit Models with Endogenous Covariates," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 95, Mar, revised 28 Feb 2013.
- Item repec:mse:cesdoc:13009 is not listed on IDEAS anymore
- Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013, "What Are We Weighting For?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18859, Feb.
- Guardabascio, Barbara & Ventura, Marco, 2013, "Estimating the dose-response function through the GLM approach," MPRA Paper, University Library of Munich, Germany, number 45013, Mar, revised 13 Mar 2013.
- Dukpa Kim & Yohei Yamamoto, 2013, "Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-279, Feb.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013, "Common correlated effects and international risk sharing," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201304, Mar.
- Elena Di Bernardino & Thomas Laloë & Véronique Maume-Deschamps & Clémentine Prieur, 2013, "Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory," Post-Print, HAL, number hal-00580624, Feb, DOI: 10.1051/ps/2011161.
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3354/ is not listed on IDEAS anymore
- David F. Hendry & Grayham E. Mizon, 2013, "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W04, Feb.