Report NEP-ECM-2013-04-13

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:dgr:uvatin:20130050 is not listed on IDEAS anymore

• Fosgerau, Mogens & Mabit, Stefan, 2013, "Easy and flexible mixture distributions," MPRA Paper, University Library of Munich, Germany, number 46078.
• Karavias, Yiannis & Tzavalis, Elias, 2013, "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 46012, Apr.
• Wintenberger, Olivier, 2013, "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper, University Library of Munich, Germany, number 46027, Jan.
• Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2013, "Choosing the variables to estimate singular DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9381, Mar.
• Ana-Maria Dumitru, 2013, "Bootstrapping tests for jumps with an application to test averaging," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0113, Jan.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013, "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9411, Mar.
• Item repec:dgr:uvatin:20130054 is not listed on IDEAS anymore

• Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013, "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1078.
• Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2013, "Efficient R-Estimation of Principal and Common Principal Components," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-18, Apr.
• Xuguang Sheng & Jingyun Yang, 2013, "Truncated Product Methods for Panel Unit Root Tests," Working Papers, The George Washington University, The Center for Economic Research, number 2013-004, Apr.
• Aguirregabiria, Victor & Magesan, Arvind, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper, University Library of Munich, Germany, number 46056, Apr.
• Marc Hallin & Yvik Swan & Thomas Verdebout, 2013, "A Serial Version of Hodges and Lehmann's "6/pi Result"," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-17, Apr.
• Sylvia Kaufmann & Christian Schumacher, 2013, "Bayesian estimation of sparse dynamic factor models with order-independent identification," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.04, Apr.
• Matthew Smith, 2012, "Estimating Nonlinear Economic Models Using Surrogate Transitions," 2012 Meeting Papers, Society for Economic Dynamics, number 494.
• Kagerer, Kathrin, 2013, "A short introduction to splines in least squares regression analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 472, Mar.
• Shinya Sugawara & Yasuhiro Omori, 2013, "An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-882, Mar.
• Kajal Lahiri & Liu Yang, 2013, "Confidence Bands for ROC Curves with Serially Dependent Data," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-07.
• Ben Edwards & Mario Fiorini & Katrien Stevens & Matthew Taylor, 2013, "Is Monotonicity in an IV and RD Design Testable? No, But You Can Still Check on it," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 7, Apr.
• Géraldine Henningsen & Arne Henningsen & Uwe Jensen, 2013, "A Monte Carlo Study on Multiple Output Stochastic Frontiers: Comparison of Two Approaches," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/7, Apr.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013, "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9377, Mar.
• Frédéric Karamé, 2012, "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-04.
• Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9380, Mar.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic Factor Models: A review of the Literature ," Working papers, Banque de France, number 430.
• Item repec:dgr:uvatin:20130055 is not listed on IDEAS anymore

• Marek Jarocinski & Albert Marcet, 2013, "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 929.13, Mar.

Report NEP-ECM-2013-04-13

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: