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Report NEP-ECM-2013-10-18
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:
- Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013, "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 879, Oct.
- Item repec:emo:wp2003:1307 is not listed on IDEAS anymore
- Marian Vavra, 2013, "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2013, Sep.
- Chen, Min & Zhu, Ke, 2013, "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," MPRA Paper, University Library of Munich, Germany, number 50487, Oct.
- Nadja Klein & Michel Denuit & Stefan Lang & Thomas Kneib, 2013, "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-24, Oct.
- Item repec:dgr:umagsb:2013050 is not listed on IDEAS anymore
- Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1314, Sep.
- Duo Qin & Yanqun Zhang, 2013, "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers, Department of Economics, SOAS University of London, UK, number 183, Sep.
- Nikolay Iskrev, 2013, "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers, Society for Economic Dynamics, number 339.
- Item repec:emo:wp2003:1306 is not listed on IDEAS anymore
- Salvador Pueyo, 2013, "Is it a power law distribution? The case of economic contractions," Papers, arXiv.org, number 1310.2567, Oct.
- Khai Xiang Chiong, 2013, "Revealed Preference Tests of Network Formation Models," Working Papers, NET Institute, number 13-23, Sep.
- Giacomo Sbrana & Andrea Silvestrini, 2013, "Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 929, Sep.
- Lance A Fisher & Syeon-seung Huh & Adrian Pagan, 2013, "Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables," NCER Working Paper Series, National Centre for Econometric Research, number 97, Oct.
- Karoly, Lynn & Schröder, Carsten, 2013, "Fast methods for jackknifing inequality indices," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2013-04.
- Holgersson, Thomas & Norman, Therese & Tavassoli, Sam, 2013, "In the quest for economic significance: Assessing variable importance through mean value decomposition," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 326, Oct.
- Takashi Kato & Jun Sekine & Kenichi Yoshikawa, 2013, "Order Estimates for the Exact Lugannani-Rice Expansion," Papers, arXiv.org, number 1310.3347, Oct, revised Jun 2014.
- Tony Hall & Jan Jacobs & Adrian Pagan, 2013, "Macro-Econometric System Modelling @75," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-67, Oct.