Printed from https://ideas.repec.org/n/nep-ecm/2014-03-01.html
Report NEP-ECM-2014-03-01
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:
- Timo Teräsvirta & Yukai Yang, 2014, "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-04, Feb.
- Norkute, Milda, 2014, "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers, Lund University, Department of Economics, number 2014:7, Feb.
- Item repec:dgr:uvatin:20140021 is not listed on IDEAS anymore
- Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014, "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper, University Library of Munich, Germany, number 53874, Feb.
- László Balázsi & László Mátyás & Tom Wansbeek, 2014, "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CEU Working Papers, Department of Economics, Central European University, number 2014_1, Feb, revised 10 Feb 2014.
- Michael Bleaney & Zhiyong Li, 2014, "A New Spread Estimator," Discussion Papers, University of Nottingham, School of Economics, number 14/01, Jan.
- Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014, "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers, IZA Network @ LISER, number 7974, Feb.
- Item repec:hum:wpaper:sfb649dp2014-016 is not listed on IDEAS anymore
- Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
- Peter Tankov, 2014, "Tails of weakly dependent random vectors," Papers, arXiv.org, number 1402.4683, Feb, revised Jan 2016.
- Item repec:dnb:dnbwpp:415 is not listed on IDEAS anymore
- Paola Cerchiello & Paolo Giudici, 2014, "How to measure the quality of financial tweets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 069, Feb.