Printed from https://ideas.repec.org/n/nep-ecm/2013-03-30.html
Report NEP-ECM-2013-03-30
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:
- Eric Gautier & Alexandre Tsybakov, 2013, "Pivotal estimation in high-dimensional regression via linear programming," Papers, arXiv.org, number 1303.7092, Mar, revised Apr 2013.
- Item repec:eca:wpaper:2013/142644 is not listed on IDEAS anymore
- Anne Neumann & Maria Nieswand & Torben Schubert, 2013, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1283.
- Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/16, Mar.
- Yingying Li & Zhiyuan Zhang & Xinghua Zheng, 2013, "Volatility Inference in the Presence of Both Endogenous Time and Microstructure Noise," Papers, arXiv.org, number 1303.5809, Mar.
- Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers, Singapore Management University, School of Economics, number 02-2013, Mar.
- Item repec:dgr:kubcen:2013017 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2013019 is not listed on IDEAS anymore
- Marc Hallin & Marco Lippi, 2013, "Factor Models in High-Dimensional Time Series: A Time-Domain Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-15, Mar.
- Item repec:dgr:uvatin:20130041 is not listed on IDEAS anymore
- Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.