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Report NEP-ECM-2013-03-23
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:
- Miguel A. Delgado & Thanasis Stengos, 1990, "Semiparametric Specification Testing of Nonlinear Models," Working Paper, Economics Department, Queen's University, number 783, Aug.
- Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
- Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2013, "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-07, 02.
- Guangming Pan & Jiti Gao & Yanrong Yang, 2013, "Testing Independence for a Large Number of High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/13.
- Item repec:dgr:umagsb:2013002 is not listed on IDEAS anymore
- Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/13.
- Lee, Myoung-jae & Johansson, Per, 2013, "A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7249, Feb.
- Hatemi-J, Abdulnasser, 2013, "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper, University Library of Munich, Germany, number 45170, Mar.
- Esfandiar Maasoumi & Jeffrey S. Racine, 2013, "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers, McMaster University, number 2013-07, Mar.
- Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2013-010, DOI: 10.20955/wp.2013.010.
- Nam H Kim & Patrick W Saart & Jiti Gao, 2013, "Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/13.
- Satya N. Majumdar & Philippe Mounaix & Gregory Schehr, 2013, "Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks," Papers, arXiv.org, number 1303.4607, Mar.
- Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
- Item repec:dgr:unumer:2013011 is not listed on IDEAS anymore
- Tim Goedemé, 2013, "The EU-SILC sample design variables: critical review and recommendations," Working Papers, Herman Deleeck Centre for Social Policy, University of Antwerp, number 1302, Mar.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13024, Mar.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13023, Mar.
- Michael McMahon & Stephen E. Hansen, 2015, "Estimating Bayesian Decision Problems with Heterogeneous Priors," Working Papers, Barcelona School of Economics, number 683, Sep.
- Brodeur, Abel & Lé, Mathias & Sangnier, Marc & Zylberberg, Yanos, 2013, "Star Wars: The Empirics Strike Back," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7268, Mar.
- Tsyplakov, Alexander, 2013, "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper, University Library of Munich, Germany, number 45186, Mar.
- Song-Yon Kim & Mun-Chol Kim, 2013, "The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet," Papers, arXiv.org, number 1303.4867, Mar, revised Nov 2013.
- Luis José Imedio Olmedo & Encarnación M. Parrado Gallardo & Elena Bárcena Martín, 2013, "The β Family of Inequality Measures," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 289, Feb.