Printed from https://ideas.repec.org/n/nep-ecm/2014-01-24.html
Report NEP-ECM-2014-01-24
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:
- Marian Vavra, 2013, "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2013, Sep.
- Item repec:hum:wpaper:sfb649dp2014-005 is not listed on IDEAS anymore
- Marian Vavra, 2013, "Testing for linear and Markov switching DSGE models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2013, Dec.
- Item repec:hum:wpaper:sfb649dp2014-007 is not listed on IDEAS anymore
- Vikström, Johan, 2014, "IPW estimation and related estimators for evaluation of active labor market policies in a dynamic setting," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2014:1, Jan.
- Item repec:hum:wpaper:sfb649dp2014-008 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2014-004 is not listed on IDEAS anymore
- Advani, Arun & Sloczynski, Tymon, 2013, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7874, Dec.
- Item repec:rwi:repape:0466 is not listed on IDEAS anymore
- Giulio Bottazzi & Fabio Vanni, 2014, "A numerical estimation method for discrete choice models with non-linear externalities," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/01, 01.
- Volker Kratschmer & Alexander Schied & Henryk Zahle, 2014, "Quasi-Hadamard differentiability of general risk functionals and its application," Papers, arXiv.org, number 1401.3167, Jan, revised Feb 2015.
- Bloechl, Andreas, 2014, "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics, University of Munich, Department of Economics, number 17940, Jan.
- Petr Jizba & Jan Korbel, 2014, "Multifractal Diffusion Entropy Analysis: Optimal Bin Width of Probability Histograms," Papers, arXiv.org, number 1401.3316, Jan, revised Mar 2014.
- Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014, "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
[A TGARCH model with an asymmetric Student´s t distri," MPRA Paper, University Library of Munich, Germany, number 53019, Jan. - Steven Kou & Xianhua Peng, 2014, "On the Measurement of Economic Tail Risk," Papers, arXiv.org, number 1401.4787, Jan, revised Aug 2015.