Report NEP-ECM-2013-06-16

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:

• Seojeong Lee, 2013, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers, School of Economics, The University of New South Wales, number 2013-09, Sep.
• Yu-Chin Hsu & Xiaoxia Shi, 2013, "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A004, May.
• Muhammad Akram & Aziz Hayat, 2012, "Comparison of estimators of the Weibull Distribution," Working Papers, Deakin University, Department of Economics, number 2012_04, Mar.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-18, Jun.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," MPRA Paper, University Library of Munich, Germany, number 47485, Mar.
• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013, "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/13, Jul.
• Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013, "Uniform post selection inference for LAD regression models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/13, Jun.
• Imma Valentina Curato, 2013, "Fourier estimation of stochastic leverage using high frequency data," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2013-04, Jun.
• Robert Kollmann, 2013, "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 147.
• Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel, 2013, "The change-point problem and segmentation of processes with conditional heteroskedasticity," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws131718, Jun.
• Victor Chernozhukov & Christian Hansen, 2013, "Quantile models with endogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/13, Jun.
• Rachida Ouysse, 2013, "Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression," Discussion Papers, School of Economics, The University of New South Wales, number 2013-04, Apr.
• Westerlund, Joakim & Narayan, Paresh, 2012, "Does the choice of estimator matter when forecasting returns?," Working Papers, Deakin University, Department of Economics, number fe_2012_01, Jan, DOI: 10.1016/j.jbankfin.2012.06.005.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/21, Jun.
• Cordero, José Manuel & Santín, Daniel & Sicilia, Gabriela, 2013, "Dealing with the Endogeneity Problem in Data Envelopment Analysis," MPRA Paper, University Library of Munich, Germany, number 47475, Apr.
• Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi, 2013, "An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS06, Jun.
• Hong il Yoo, 2012, "A new condition for pooling states in multinomial logit," Discussion Papers, School of Economics, The University of New South Wales, number 2012-48, Nov.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
• Le, Vo Phuong Mai & Meenagh, David, 2013, "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/8, Jun.
• Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013, "Bayesian inference for CoVaR," Papers, arXiv.org, number 1306.2834, Jun, revised Nov 2013.
• Shali Luo & J. Isaac Miller, 2013, "On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables," Working Papers, Department of Economics, University of Missouri, number 1306, May.
• Maurice J.G. Bun & Sarafidis, V., 2013, "Dynamic Panel Data Models," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-01, Mar.
• Item repec:dgr:uvatin:20130074 is not listed on IDEAS anymore

• Gaul, Jürgen & Theissen, Erik, 2012, "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-01.
• Ming Chien Lo & James Morley, 2013, "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers, School of Economics, The University of New South Wales, number 2013-05, May.
• Hong il Yoo, 2012, "The perceived unreliability of rank-ordered data: an econometric origin and implications," Discussion Papers, School of Economics, The University of New South Wales, number 2012-46, Nov.

Report NEP-ECM-2013-06-16

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: