Printed from https://ideas.repec.org/n/nep-ecm/2013-12-06.html
Report NEP-ECM-2013-12-06
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:
- Nikolay Gospodinov & Serena Ng, 2013, "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-11.
- Boris Brodsky & Henry Penikas & Irina Safaryan, 2012, "Copula structural shift identification," HSE Working papers, National Research University Higher School of Economics, number WP BRP 05/FE/2012.
- Item repec:cep:stiecm:/2013/570 is not listed on IDEAS anymore
- Francq, Christian & Sucarrat, Genaro, 2013, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," MPRA Paper, University Library of Munich, Germany, number 51783, Oct.
- Li, Yushu & Andersson, Fredrik N. G., 2013, "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers, Lund University, Department of Economics, number 2013:39, Nov.
- Item repec:cep:stiecm:/2013/568 is not listed on IDEAS anymore
- Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung, 2013, "Testing for the buffered autoregressive processes," MPRA Paper, University Library of Munich, Germany, number 51706, Nov.
- Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter, 2013, "A model specification test for GARCH(1,1) processes," Working Papers, University of Mannheim, Department of Economics, number 13-11.
- Boswijk, H. P. & Zu, Y., 2013, "Testing for Cointegration with Nonstationary Volatility," Working Papers, Department of Economics, City St George's, University of London, number 13/08.
- Item repec:cep:stiecm:/2013/569 is not listed on IDEAS anymore
- Joshua C C Chan & Cody Y L Hsiao, 2013, "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-74, Nov.
- Ilaria Lucrezia Amerise, 2013, "Weighted Non-Crossing Quantile Regressions," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201308, Nov.
- Montes-Rojas, G. & Galvao Jr, A. F., 2013, "Bayesian Endogeneity Bias Modeling," Working Papers, Department of Economics, City St George's, University of London, number 13/09.
- Hjertstrand, Per, 2013, "A Simple Method to Account for Measurement Errors in Revealed Preference Tests," Working Paper Series, Research Institute of Industrial Economics, number 990, Nov.
- W. Robert Reed, 2013, "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/32, Oct.
- Fildes, Robert & Petropoulos, Fotios, 2013, "An evaluation of simple forecasting model selection rules," MPRA Paper, University Library of Munich, Germany, number 51772, Apr.
- Rong Zhang & Brett A. Inder & Xibin Zhang, 2013, "Bayesian estimation of a discrete response model with double rules of sample selection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/13.
- Efstathios Avdis & Jessica A. Wachter, 2013, "Maximum likelihood estimation of the equity premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 19684, Nov.
- Benedikt Rotermann & Bernd Wilfling, 2013, "Periodically collapsing Evans bubbles and stock-price volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2813, Nov.
- Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013, "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 395, Nov.
- Steven E. Pav, 2013, "Asymptotic distribution of the Markowitz portfolio," Papers, arXiv.org, number 1312.0557, Dec, revised Mar 2020.
- Zuhair Bahraou & Catalina Bolancé & Ana M. Pérez-Marín, 2013, "Testing extreme value copulas to estimate the quantile," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2013-09, Nov, revised Nov 2013.
- Andersson, Fredrik N.G. & Li, Yushu, 2013, "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers, Lund University, Department of Economics, number 2013:38, Nov.
- Item repec:hal:journl:dumas-00906285 is not listed on IDEAS anymore
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE model nonlinearities," Working Papers, Federal Reserve Bank of Philadelphia, number 13-47.