Printed from https://ideas.repec.org/n/nep-ecm/2014-05-24.html
Report NEP-ECM-2014-05-24
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:
- Mogens Bladt & Samuel Finch & Michael Sørensen, 2014, "Simulation of multivariate diffusion bridges," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-16, May.
- Xu Cheng, 2014, "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-018, May.
- Juan Carlos Bou & Albert Satorra, 2014, "Univariate versus multivariate modeling of panel data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1417, Feb.
- Chen, Cathy W.S. & Gerlach, Richard, 2014, "Semi-parametric Expected Shortfall Forecasting," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2014_02, Apr.
- Tatevik Sekhposyan & Barbara Rossi, 2015, "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers, Barcelona School of Economics, number 758, Sep.
- Halkos, George & Kevork, Ilias, 2014, "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
[Confidence intervals for percentiles in stationary ARMA processes: An application using environmental data]," MPRA Paper, University Library of Munich, Germany, number 56134, May. - Item repec:hum:wpaper:sfb649dp2014-028 is not listed on IDEAS anymore
- Avagyan, Vahe & Alonso Fernández, Andrés Modesto & Nogales, Francisco J., 2014, "Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141208, May.
- Drew D. Creal & Jing Cynthia Wu, 2014, "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 20115, May.
- Peña, Daniel & Prieto, Francisco J. & Rendón, Carolina, 2014, "Independent components techniques based on kurtosis for functional data analysis," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141006, May.
- Item repec:hal:wpaper:hal-00992707 is not listed on IDEAS anymore
- Antonio Peyrache, 2014, "Cost Constrained Industry Inefficiency," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042014, Apr.
- Gary King & Margaret E. Roberts, , "How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About It," Working Paper, Harvard University OpenScholar, number 32225.
- Fry, John, 2014, "Multivariate bubbles and antibubbles," MPRA Paper, University Library of Munich, Germany, number 56081, May.
- Michel Fliess & Cédric Join, 2014, "Towards a new viewpoint on causality for time series," Post-Print, HAL, number hal-00991942, May.