Printed from https://ideas.repec.org/n/nep-ecm/2013-11-14.html
Report NEP-ECM-2013-11-14
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:
- K. Triantafyllopoulos, 2013, "Multivariate stochastic volatility modelling using Wishart autoregressive processes," Papers, arXiv.org, number 1311.0530, Nov.
- Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.
- Zhu, Ke & Li, Wai-Keung, 2013, "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper, University Library of Munich, Germany, number 51224, Nov.
- Kim Song Yon & Kim Mun Chol, 2013, "Modeling of Volatility with Non-linear Time Series Model," Papers, arXiv.org, number 1311.1154, Nov, revised Jul 2014.
- Item repec:esx:essedp:735 is not listed on IDEAS anymore
- Schleer, Frauke, 2013, "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-076.
- Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics, Boston College Department of Economics, number 839, Aug.
- Item repec:hal:journl:hal-00880258 is not listed on IDEAS anymore
- Hull, Isaiah, 2013, "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 279, Oct.