Printed from https://ideas.repec.org/n/nep-ecm/2013-06-04.html
Report NEP-ECM-2013-06-04
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:
- HAFNER, Christian & LINTON, Oliver, 2013, "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013022, May.
- Lavergne, Pascal & Patilea, Valentin, 2013, "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers, Toulouse School of Economics (TSE), number 13-404, Mar.
- Torben Klarl, 2013, "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 322, May.
- Xiaohong Chen & Demian Pouzo, 2013, "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1897, May.
- Giuseppe Cavaliere & Morten Ø. 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, Economics Department, Queen's University, number 1309, Dec.
- Bruce Meyer & Nikolas Mittag, 2013, "Misclassification In Binary Choice Models," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 13-27, May.
- Glombek, Konstantin, 2013, "A Jarque-Bera test for sphericity of a large-dimensional covariance matrix," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/13.
- Jennifer Castle & David Hendry, 2013, "Semi-automatic Non-linear Model selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 654, May.
- 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, arXiv.org, number 1305.5238, May.
- 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, Center for Research in Economics and Statistics, number 2013-04, Feb.