Printed from https://ideas.repec.org/n/nep-ecm/2014-06-07.html
Report NEP-ECM-2014-06-07
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:
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2014, "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/14.
- Item repec:rri:wpaper:201307 is not listed on IDEAS anymore
- Kevin Sheppard & Wen Xu, 2014, "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 710, May.
- Ying-Ying Lee, 2014, "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 706, May.
- Jia Chen & Jiti Gao, 2014, "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/14.
- Claudio Morana, 2014, "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers, University of Milano-Bicocca, Department of Economics, number 273, May, revised May 2014.
- Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2014, "Estimation of the Global Minimum Variance Portfolio in High Dimensions," Papers, arXiv.org, number 1406.0437, Jun, revised Nov 2015.
- Stephen Cole & Fabio Milani, 2014, "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," Working Papers, University of California-Irvine, Department of Economics, number 131407, Apr.
- Sinha, Pankaj & Agnihotri, Shalini, 2014, "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper, University Library of Munich, Germany, number 56307, Mar, revised 26 May 2014.