Report NEP-ECM-2013-06-04This 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.
The following items were announced in this report:
- HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers 13-404, Toulouse School of Economics (TSE).
- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
- Giuseppe Cavaliere & Morten Ã˜. Nielsen & A.M. Robert Taylor, 2013. "Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets," Working Paper 1309, Economics Department, Queen's University.
- Bruce Meyer & Nikolas Mittag, 2013. "Misclassification In Binary Choice Models," Working Papers 13-27, Center for Economic Studies, U.S. Census Bureau.
- Glombek, Konstantin, 2013. "A Jarque-Bera test for sphericity of a large-dimensional covariance matrix," Discussion Papers in Econometrics and Statistics 1/13, University of Cologne, Institute of Econometrics and Statistics.
- Jennifer Castle & David Hendry, 2013. "Semi-automatic Non-linear Model selection," Economics Series Working Papers 654, University of Oxford, Department of Economics.
- Item repec:dgr:uvatin:2013073 is not listed on IDEAS anymore
- Taiane S. Prass & S'ilvia R. C. Lopes, 2013. "Risk Measure Estimation On Fiegarch Processes," Papers 1305.5238, arXiv.org.
- Item repec:dgr:eureir:1765039599 is not listed on IDEAS anymore
- Christian Gouriéroux & Jean-Michel Zakoian, 2013. "Explosive Bubble Modelling by Noncausal Process," Working Papers 2013-04, Center for Research in Economics and Statistics.