Printed from https://ideas.repec.org/n/nep-ecm/2013-04-06.html
Report NEP-ECM-2013-04-06
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:
- Item repec:ner:euiflo:urn:hdl:1814/25136 is not listed on IDEAS anymore
- Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/13, Mar.
- Eric Gautier & Alexandre Tsybakov, 2013, "Pivotal estimation in high-dimensional regression via linear programming," Working Papers, HAL, number hal-00805556, Mar.
- Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2013, "Testing for homogeneity in mixture models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/13, Mar.
- Preinerstorfer, David & Pötscher, Benedikt M., 2013, "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper, University Library of Munich, Germany, number 45675, Jan.
- Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013, "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research, number 855, Mar.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random coefficients in static games of complete information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/13, Mar.
- Mallory, M. & Lence, Sergio H., 2012, "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36076, Dec.
- Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal, 2013, "A Simple and Successul Method to Shrink the Weight," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-05, Mar.
- Item repec:ner:euiflo:urn:hdl:1814/23750 is not listed on IDEAS anymore
- Choudhary, Ali & Hanif, Nadim & Iqbal, Javed, 2013, "On smoothing macroeconomic time series using HP and modified HP filter," MPRA Paper, University Library of Munich, Germany, number 45630, Mar.
- Galen Sher & Pedro Vitoria, 2013, "An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns," Papers, arXiv.org, number 1304.0353, Apr, revised May 2013.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013, "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-01, Mar.
- Item repec:esx:essedp:725 is not listed on IDEAS anymore
- Gary Koop & Dimitris Korobilis, , "A new index of financial conditions," Working Papers, Business School - Economics, University of Glasgow, number 2013_06.
- Nicolas Jacquemet & Jean-Marc Robin, 2013, "Assortative matching and search with labor supply and home production," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/13, Mar.
- Andrei Sirchenko, 2013, "A model for ordinal responses with an application to policy interest rate," NBP Working Papers, Narodowy Bank Polski, number 148.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803450, Feb.
- Yohei Yamamoto, 2013, "Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-280, Feb.
- Kei Nanamiya, 2013, "Modelling for the Wavelet Coefficients of ARFIMA Processes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-281, Feb.
- Hashiguchi, Yoshihiro & Tanaka, Kiyoyasu, 2013, "Agglomeration and firm-level productivity : a Bayesian spatial approach," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 403, Mar.