Printed from https://ideas.repec.org/n/nep-ecm/2013-08-31.html
Report NEP-ECM-2013-08-31
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:
- Tae-Hwan Kim & Christophe Muller, 2013, "A Test for Endogeneity in Conditional Quantiles," Working Papers, HAL, number halshs-00854527, Aug.
- Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
- Arturas Juodis, 2013, "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-06, Jun.
- Matthew D. Webb, 2014, "Reworking Wild Bootstrap Based Inference For Clustered Errors," Working Paper, Economics Department, Queen's University, number 1315, Nov.
- Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013, "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper, University Library of Munich, Germany, number 49344, Aug.
- Kaspar W thrich, 2013, "Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1304, Aug.
- Nima Nonejad, 2013, "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-26, 08.
- Nima Nonejad, 2013, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-27, 08.
- Item repec:cep:stiecm:/2013/564 is not listed on IDEAS anymore
- Kees Jan van Garderen & H. Peter Boswijk, 2013, "Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-05, Jun.
- Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome conditioned treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/13, Aug.
- William J. McCausland & A.A.J. Marley, 2013, "Bayesian Inference and Model Comparison for Random Choice Structures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2013.
- Halvarsson, Daniel, 2013, "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers, The Ratio Institute, number 216, Aug.
- Stanley, T. D. & Doucouliagos, Hristos, 2013, "Better than random: weighted least squares meta-regression analysis," Working Papers, Deakin University, Department of Economics, number eco_2013_2, Jan, DOI: 10.1002/jrsm.1211.
- Piper, Alan, 2013, "A Note on Modelling Dynamics in Happiness Estimations," MPRA Paper, University Library of Munich, Germany, number 49364, Aug.
- Roland Langrock & Th'eo Michelot & Alexander Sohn & Thomas Kneib, 2013, "Semiparametric stochastic volatility modelling using penalized splines," Papers, arXiv.org, number 1308.5836, Aug, revised Jun 2014.
- Selma Chaker, 2013, "Volatility and Liquidity Costs," Staff Working Papers, Bank of Canada, number 13-29, DOI: 10.34989/swp-2013-29.
- Simon A. Broda, 2013, "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-04, May.
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013, "Which continuous-time model is most appropriate for exchange rates?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-024, DOI: 10.20955/wp.2013.024.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
- Pawe{l} O'swic{e}cimka & Stanis{l}aw Dro.zd.z & Marcin Forczek & Stanis{l}aw Jadach & Jaros{l}aw Kwapie'n, 2013, "Detrended Cross-Correlation Analysis Consistently Extended to Multifractality," Papers, arXiv.org, number 1308.6148, Aug, revised Feb 2014.
- Item repec:dgr:eureir:1765039598 is not listed on IDEAS anymore
- L. Bryan, Mark & P. Jenkins, Stephen, 2013, "Regression analysis of country effects using multilevel data: a cautionary tale," ISER Working Paper Series, Institute for Social and Economic Research, number 2013-14, Aug.
- KESSELS, Roselinde & JONES, Bradley & GOOS, Peter, 2013, "An argument for preferring Firth bias-adjusted estimates in aggregate and individual-level discrete choice modeling," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2013013, Aug.
- Patrick Vetter & Wolfgang Schmid & Reimund Schwarze, 2013, "Efficient Approximation of the Spatial Covariance Function for Large Datasets - Analysis of Atmospheric CO2 Concentrations," Discussion Paper Series RECAP15, RECAP15, European University Viadrina, Frankfurt (Oder), number 009, Aug.
- Hao Liu & Winfried Pohlmeier, 2013, "Risk Preferences and Estimation Risk in Portfolio Choice," Working Paper series, Rimini Centre for Economic Analysis, number 47_13, Aug.
- Item repec:hum:wpaper:sfb649dp2013-038 is not listed on IDEAS anymore