Printed from https://ideas.repec.org/n/nep-ecm/2013-07-28.html
Report NEP-ECM-2013-07-28
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:hum:wpaper:sfb649dp2013-034 is not listed on IDEAS anymore
- Javier Fernandez-Macho, 2013, "A wavelet approach to multiple cointegration testing," Economics Series Working Papers, University of Oxford, Department of Economics, number 668, Jul.
- Item repec:hum:wpaper:sfb649dp2013-033 is not listed on IDEAS anymore
- Javier Fernandez-Macho, 2013, "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers, University of Oxford, Department of Economics, number 657, Jun.
- Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," Working Papers, HAL, number halshs-00844413, Jul.
- M. Caivano & A. Harvey, 2013, "Time series models with an EGB2 conditional distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1325, Jul.
- D Kuang & Bent Nielsen & J P Nielsen, 2013, "The Geometric Chain-Ladder," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W11, Jul.
- Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
- Ladislav Kristoufek, 2013, "Mixed-correlated ARFIMA processes for power-law cross-correlations," Papers, arXiv.org, number 1307.6046, Jul, revised Aug 2013.
- David Hendry & Jurgen A. Doornik & Felix Pretis, 2013, "Step-indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 658, Jun.
- James Wolter, 2013, "Separating the impact of macroeconomic variables and global frailty in event data," Economics Series Working Papers, University of Oxford, Department of Economics, number 667, Jul.
- Item repec:dgr:kubcen:2013038 is not listed on IDEAS anymore
- Nassim Nicholas Taleb, 2013, "Where Do Thin Tails Come From?," Papers, arXiv.org, number 1307.6695, Jul, revised Jul 2013.
- Pierre BAJGROWICZ & Olivier SCAILLET, 2011, "We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-36, May.