Report NEP-ECM-2015-07-04This 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.
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Other reports in NEP-ECM
The following items were announced in this report:
- Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015. "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers 2007, Cowles Foundation for Research in Economics, Yale University.
- Item repec:syd:wpaper:2015-15. is not listed on IDEAS anymore
- Nam-Hyun Kim & Winfried Pohlmeier, 2015. "A Regularization Approach to Biased Two-Stage Least Squares Estimation," Working Paper series 15-22, Rimini Centre for Economic Analysis.
- Marcel Wollschlager & Rudi Schafer, 2015. "Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns," Papers 1506.08054, arXiv.org.
- Bensalma, Ahmed, 2015. "New Fractional Dickey and Fuller Test," MPRA Paper 65282, University Library of Munich, Germany.
- James A. Duffy, 2015. "Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression," Economics Papers 2015-W03, Economics Group, Nuffield College, University of Oxford.
- Jens Stange & Thorsten Dickhaus & Arcadi Navarro & Daniel Schunk, 2015. "Multiplicity-and dependency-adjusted p-values for control of the family-wise error rate," Working Papers 1505, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 29 Jun 2015.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector Quantile Regression," Sciences Po publications info:hdl:2441/6rign1j2jd9, Sciences Po.
- Jaroslaw Kwapien & Pawel Oswiecimka & Stanislaw Drozdz, 2015. "Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations," Papers 1506.08692, arXiv.org, revised Nov 2015.
- Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Khai Chiong & Alfred Galichon & Matt Shum, 2015. "Duality in Dynamic Discrete Choice Models," Sciences Po publications info:hdl:2441/7svo6civd69, Sciences Po.
- Chia-Lin Chang & Yiying Li & Michael McAleer, 2015. "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Documentos de Trabajo del ICAE 2015-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
- Item repec:dau:papers:123456789/15246 is not listed on IDEAS anymore
- Item repec:dau:papers:123456789/15232 is not listed on IDEAS anymore
- Ian Crawford & Matthew Polisson, 2015. "Demand Analysis with Partially Observed Prices," Discussion Papers in Economics 15/12, Division of Economics, School of Business, University of Leicester, revised Dec 2016.
- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015. "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers 2006, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan, Department Of Mathematics Pass, 2014. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Sciences Po publications info:hdl:2441/4kovgv3hs88, Sciences Po.
- Peter C. B. Phillips, 2015. "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips, 2015. "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.