Printed from https://ideas.repec.org/n/nep-ecm/2013-09-06.html
Report NEP-ECM-2013-09-06
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:
- Jiti Gao & Peter M. Robinson, 2013, "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/13.
- Rothe, Christoph & Firpo, Sergio, 2013, "Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7564, Aug.
- Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/13.
- Biqing Cai & Jiti Gao, 2013, "Hermite Series Estimation in Nonlinear Cointegrating Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/13.
- Zhenlin Yang, 2013, "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers, Singapore Management University, School of Economics, number 03-2013, May.
- Giorgio Calzolari & Laura Magazzini, 2013, "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers, University of Verona, Department of Economics, number 14/2013, Aug.
- Item repec:pdn:wpaper:66 is not listed on IDEAS anymore
- Item repec:pdn:wpaper:65 is not listed on IDEAS anymore
- Daniel Levin & Terry Lyons & Hao Ni, 2013, "Learning from the past, predicting the statistics for the future, learning an evolving system," Papers, arXiv.org, number 1309.0260, Sep, revised Mar 2016.
- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers, Singapore Management University, School of Economics, number 04-2013, Aug.
- Jakob W. Messner & Georg J. Mayr & Achim Zeileis & Daniel S. Wilks, 2013, "Extending Extended Logistic Regression to Effectively Utilize the Ensemble Spread," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-21, Aug.
- Item repec:qmw:qmwecw:wp707 is not listed on IDEAS anymore
- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers, Singapore Management University, School of Economics, number 05-2013, Aug.
- In Choi, 2012, "Panel Cointegration," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1208.
- Herrera Gómez, Marcos, 2013, "Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina
[Persistent Spatial Structure Analysis. Regional Unemployment in Argentina]," MPRA Paper, University Library of Munich, Germany, number 49407, Aug. - Vladimir Filimonov & Didier Sornette, 2013, "Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data," Papers, arXiv.org, number 1308.6756, Aug, revised Jul 2014.
- Niels Framroze Møller, 2013, "Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment," Discussion Papers, University of Copenhagen. Department of Economics, number 13-06, Aug.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:17, revised 2014.