Report NEP-ECM-2013-09-26
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:
- Werker, Bas J M & Andreou, Elena, 2013, "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9583, Aug.
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
- R'emy Chicheportiche, 2013, "Non-linear dependences in finance," Papers, arXiv.org, number 1309.5073, Sep.
- Tim Goedemé & Karel Van den Bosch & Lina Salanauskaite & Gerlinde Verbist, 2013, "Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note," ImPRovE Working Papers, Herman Deleeck Centre for Social Policy, University of Antwerp, number 13/10, Aug.
- Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-60, Sep.
- Gordon Hughes, 2013, "Estimating spatial panel models using unbalanced panels," United Kingdom Stata Users' Group Meetings 2013, Stata Users Group, number 09, Sep.
- Naoto Kunitomo, 2013, ""Measurement Errors and Statistics" (in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-248, Sep.
- Item repec:ner:dauphi:urn:hdl:123456789/7849 is not listed on IDEAS anymore
- Stephen P. Jenkins, 2013, "A Monte Carlo analysis of multilevel binary logit model estimator performance," United Kingdom Stata Users' Group Meetings 2013, Stata Users Group, number 04, Sep.
- Nebojsa S. Davcik, 2013, "The Use And Misuse Of Structural Equation Modeling In Management Research," Working Papers Series 2, ISCTE-IUL, Business Research Unit (BRU-IUL), number 13-07, Sep.
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