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Report NEP-ECM-2013-11-09
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:
- Cagnone, Silvia & Bartolucci, Francesco, 2013, "Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data," MPRA Paper, University Library of Munich, Germany, number 51037, Oct.
- El Ghourabi, Mohamed & Francq, Christian & Telmoudi, Fedya, 2013, "Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified," MPRA Paper, University Library of Munich, Germany, number 51150, Oct.
- Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
- Xiaohong Chen & Timothy Christensen, 2013, "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923, Nov.
- Item repec:hum:wpaper:sfb649dp2013-047 is not listed on IDEAS anymore
- Item repec:bot:quadip:122 is not listed on IDEAS anymore
- Greene, William H. & Gillman, Max & Harris, Mark N. & Spencer, Christopher, 2013, "The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2013-04, Sep.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2013, "Contributions to the Theory of Optimal Tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 747, Oct.
- Ladislav Kristoufek, 2013, "Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series," Papers, arXiv.org, number 1311.0657, Nov.
- Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015, "Risk Measure Inference," Working Papers, HAL, number halshs-00877279, Feb.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
- Kliem, Martin & Uhlig, Harald, 2013, "Bayesian estimation of a DSGE model with asset prices," Discussion Papers, Deutsche Bundesbank, number 37/2013.
- Areski Cousin & Elena Di Bernardino, 2013, "On Multivariate Extensions of Conditional-Tail-Expectation," Working Papers, HAL, number hal-00877386, Oct.
- Rodrigue Oeuvray & Pascal Junod, 2013, "On time scaling of semivariance in a jump-diffusion process," Papers, arXiv.org, number 1311.1122, Nov.
- Xiangrong Yu, 2013, "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research, number 172013, Oct.