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Report NEP-ECM-2014-10-13
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:
- Shew Fan Liu & Zhenlin Yang, 2014, "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers, Singapore Management University, School of Economics, number 14-2014, Sep.
- Ladislav Kristoufek, 2014, "Finite sample properties of power-law cross-correlations estimators," Papers, arXiv.org, number 1409.6857, Sep.
- Apostolos Serletis & Maksim Isakin, , "Stochastic Volatility Demand Systems," Working Papers, Department of Economics, University of Calgary, number 2014-74, revised 29 Sep 2014.
- Tae-Hwy Lee & Weiping Yang, 2014, "Money-Income Granger-Causality in Quantiles," Working Papers, University of California at Riverside, Department of Economics, number 201423, Sep, revised Sep 2012.
- Michael Wickens, 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers, Department of Economics, University of York, number 14/17, Sep.
- Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/24, Sep.
- Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar & Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar, 2014, "Updating poverty estimates at frequent intervals in the absence of consumption data : methods and illustration with reference to a middle-income country," Policy Research Working Paper Series, The World Bank, number 7043, Sep.