Printed from https://ideas.repec.org/n/nep-ecm/2013-07-20.html
Report NEP-ECM-2013-07-20
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:
- Gao, Wei & Yao, Qiwei & Bergsman, Wicher, 2013, "A Proposed Estimator for Dynamic Probit Models," MPRA Paper, University Library of Munich, Germany, number 48336, Jul.
- Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013, "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201308, Jul.
- Sant'Anna, Pedro H. C., 2013, "Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy," MPRA Paper, University Library of Munich, Germany, number 48376, May.
- Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013, "Testing for state dependence in binary panel data with individual covariates," MPRA Paper, University Library of Munich, Germany, number 48233, Jul.
- Ladislav Kristoufek, 2013, "Testing power-law cross-correlations: Rescaled covariance test," Papers, arXiv.org, number 1307.4727, Jul, revised Aug 2013.
- Valentina Corradi & Norman Swanson, 2013, "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201314, Jul.
- Valentina Corradi & Norman Swanson, 2013, "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers, Rutgers University, Department of Economics, number 201309, Jul.
- Diep Duong & Norman Swanson, 2013, "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 201312, Jul.
- John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "Combining Two Consistent Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201310, Jul.
- Kihwan Kim & Norman Swanson, 2013, "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers, Rutgers University, Department of Economics, number 201315, Jul.
- John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201311, Jul.
- Yuki Kawakubo & Tatsuya Kubokawa, 2013, "Modfiied Conditional AIC in Linear Mixed Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-895, Jul.
- Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013, "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2013/17, Jul.
- Rafal Kulik & Philippe Soulier, 2013, "Heavy tailed time series with extremal independence," Papers, arXiv.org, number 1307.1501, Jul, revised Oct 2014.
- Hyun Hak Kim & Norman Swanson, 2013, "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers, Rutgers University, Department of Economics, number 201316, Jul.
- Item repec:hal:wpaper:hal-00842362 is not listed on IDEAS anymore
- Bratu, Mihaela, 2013, "The Assessment And Improvement Of The Accuracy For The Forecast Intervals," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132602, Jul.
- Item repec:hum:wpaper:sfb649dp2013-032 is not listed on IDEAS anymore
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013, "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 742, Jul.