Printed from https://ideas.repec.org/n/nep-ecm/2014-03-08.html
Report NEP-ECM-2014-03-08
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:
- Atsushi Inoue & Lutz Kilian, 2014, "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1401, Feb.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014, "Testing For A General Class Of Functional Inequalities," KIER Working Papers, Kyoto University, Institute of Economic Research, number 889, Feb.
- Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg, 2014, "Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-05, Feb.
- Atsushi Inoue & Mototsugu Shintania, 2014, "Quasi-Bayesian Model Selection," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1402, Feb.
- Item repec:dgr:kubcen:2014015 is not listed on IDEAS anymore
- Dureau, Joseph & Kalogeropoulos, Konstantinos & Baguelin, Marc, 2013, "Capturing the time-varying drivers of an epidemic using stochastic dynamical systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 41749, Jul.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-921, Feb.
- Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014, "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_01, Feb, revised Feb 2014.
- Florian Ziel & Rick Steinert & Sven Husmann, 2014, "Efficient Modeling and Forecasting of the Electricity Spot Price," Papers, arXiv.org, number 1402.7027, Feb, revised Oct 2014.
- Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-21, Feb.
- Joscha Beckmann & Rainer Schüssler, 2014, "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2914, Feb.
- Item repec:dgr:kubcen:2014013 is not listed on IDEAS anymore
- Giampiero M. Gallo & Edoardo Otranto, 2014, "Forecasting Realized Volatility with Changes of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_03, Feb, revised Feb 2014.
- Pablo Duarte & Bernd Süssmuth, 2014, "Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP," CESifo Working Paper Series, CESifo, number 4574.