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Report NEP-ECM-2014-03-15
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:
- Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1937, Mar, revised Oct 2014.
- Francq, Christian & Zakoian, Jean-Michel, 2014, "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper, University Library of Munich, Germany, number 54250.
- Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/14.
- Bin Peng & Chaohua Dong & Jiti Gao, 2014, "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/14.
- Item repec:gen:geneem:12093 is not listed on IDEAS anymore
- Matyas Barczy & Gyula Pap & Tamas T. Szabo, 2014, "Parameter estimation for the subcritical Heston model based on discrete time observations," Papers, arXiv.org, number 1403.0527, Mar, revised Feb 2016.
- Liu, Chu-An & Kuo, Biing-Shen, 2014, "Model Averaging in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 54198, Mar.
- Judith A. Clarke & Ahmed A. Hoque, 2014, "On Variance Estimation for a Gini Coefficient Estimator Obtained from Complex Survey Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 1401, Mar.
- Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/09, Feb.
- Kunst, Robert M., 2014, "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 303, Mar.
- Cosma, Antonio & Galli, Fausto, 2014, "A non parametric ACD model," MPRA Paper, University Library of Munich, Germany, number 53990, Feb.
- Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-23, Mar.
- Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54030, Feb.
- Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014, "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/14.
- Jakub Nowotarski & Rafal Weron, 2014, "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/03, Apr.
- Fresoli, Diego Eduardo & Ruiz Ortega, Esther, 2014, "The uncertainty of conditional returns, volatilities and correlations in DCC models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws140202, Feb.
- Nicholas Fawcett & George Kapetanios & James Mitchell & Simon Price, 2014, "Generalised Density Forecast Combinations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-24, Mar.
- Sarah Baird & J. Aislinn Bohren & Craig McIntosh & Berk Ozler, 2014, "Designing Experiments to Measure Spillover Effects," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-006, Feb.
- Item repec:cge:warwcg:184 is not listed on IDEAS anymore