Printed from https://ideas.repec.org/n/nep-ecm/2014-06-22.html
Report NEP-ECM-2014-06-22
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:
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016, "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper, Economics Department, Queen's University, number 1324, Nov.
- Chen, Min & Zhu, Ke, 2014, "Sign-based specification tests for martingale difference with conditional heteroscedasity," MPRA Paper, University Library of Munich, Germany, number 56347, Jun.
- Taisuke Nakata & Christopher Tonetti, 2014, "Small Sample Properties of Bayesian Estimators of Labor Income Processes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-25, Mar.
- Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/16, Jun.
- Item repec:dau:papers:123456789/13438 is not listed on IDEAS anymore
- Huber, Martin & Mellace, Giovanni & Lechner, Michael, 2014, "The finite sample performance of estimators for mediation analysis under sequential conditional independence," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1415, Jun, revised Nov 2014.
- Item repec:dau:papers:123456789/13437 is not listed on IDEAS anymore
- Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
- Anton Skrobotov, 2016, "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers, Gaidar Institute for Economic Policy, number 0097, revised 2016.
- Alain Monfort & Renne, J.-P. & Roussellet, G., 2014, "A Quadratic Kalman Filter," Working papers, Banque de France, number 486.
- Item repec:dau:papers:123456789/13439 is not listed on IDEAS anymore
- Item repec:dau:papers:123456789/13436 is not listed on IDEAS anymore
- Michael Greenacre & H. Öztas Ayhan, 2014, "Identifying inliers," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1423, Jun.
- Alex Haberis & Andrej Sokol, 2014, "A procedure for combining zero and sign restrictions in a VAR-identification scheme," Discussion Papers, Centre for Macroeconomics (CFM), number 1410, Jun.
- Item repec:hum:wpaper:sfb649dp2014-031 is not listed on IDEAS anymore
- Item repec:gen:geneem:14061 is not listed on IDEAS anymore
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014, "Testing Spatial Causality in Cross-section Data," MPRA Paper, University Library of Munich, Germany, number 56678.
- Zura Kakushadze, 2014, "Factor Models for Alpha Streams," Papers, arXiv.org, number 1406.3396, Jun, revised Oct 2014.
- Item repec:hal:wpaper:hal-01006405 is not listed on IDEAS anymore
- Varang Wiriyawit, 2014, "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2014-615, Apr.
- Takashi Kato & Jun Sekine & Hiromitsu Yamamoto, 2014, "A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information," Papers, arXiv.org, number 1406.4275, Jun.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.