Report NEP-ECM-2014-11-12

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:

• Javier Hualde & Javier Gómez Biscarri, 2015, "Regression-based analysis of cointegration systems," Working Papers, Barcelona School of Economics, number 780, Sep.
• Zhu, Ke & Ling, Shiqing, 2014, "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper, University Library of Munich, Germany, number 59099, Oct.
• Preminger, Arie & Storti, Giuseppe, 2014, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper, University Library of Munich, Germany, number 59082, Jan.
• Patrick Richard, 2014, "Bootstrap tests in linear models with many regressors," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 14-06, Aug.
• Søren Johansen, 2014, "Times Series: Cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-38, Oct.
• Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2014, "Score driven asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws142618, Oct.
• Item repec:cep:stiecm:/2014/576 is not listed on IDEAS anymore

• Darryl Holden & Roger Perman, 2014, "The convenient calculation of some test statistics in models of discrete choice," Working Papers, University of Strathclyde Business School, Department of Economics, number 1410, Oct.
• Item repec:dgr:uvatin:20140107 is not listed on IDEAS anymore

• Nathalie Gimenes, 2014, "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_25, Oct.
• Item repec:dgr:uvatin:20140127 is not listed on IDEAS anymore

• Lof, Matthijs, 2013, "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 59064, May.
• Item repec:dgr:uvatin:20140057 is not listed on IDEAS anymore

• Jarocinski, Marek, 2014, "A note on implementing the Durbin and Koopman simulation smoother," MPRA Paper, University Library of Munich, Germany, number 59466, Oct.
• Item repec:dgr:uvatin:20140085 is not listed on IDEAS anymore

Report NEP-ECM-2014-11-12

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: