Printed from https://ideas.repec.org/n/nep-ecm/2015-07-04.html
Report NEP-ECM-2015-07-04
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:
- Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
- 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, Rimini Centre for Economic Analysis, number 15-22, Jun.
- Marcel Wollschlager & Rudi Schafer, 2015, "Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns," Papers, arXiv.org, number 1506.08054, Jun.
- Bensalma, Ahmed, 2015, "New Fractional Dickey and Fuller Test," MPRA Paper, University Library of Munich, Germany, number 65282, May.
- James A. Duffy, 2015, "Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W03, May.
- 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, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1505, Jun, revised 29 Jun 2015.
- Item repec:spo:wpmain:info:hdl:2441/6rign1j2jd9c69im80po26g4nt is not listed on IDEAS anymore
- Jaroslaw Kwapien & Pawel Oswiecimka & Stanislaw Drozdz, 2015, "Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations," Papers, arXiv.org, number 1506.08692, Jun, revised Nov 2015.
- Grote, Claudia & Bertram, Philip, 2015, "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-558, Jun.
- Item repec:spo:wpmain:info:hdl:2441/7svo6civd6959qvmn4965cth1d is not listed on IDEAS anymore
- 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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-08, Jun.
- Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
- 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, Division of Economics, School of Business, University of Leicester, number 15/12, Jun, revised Dec 2016.
- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
- Item repec:spo:wpmain:info:hdl:2441/4kovgv3hs883bok2tvdkibejb6 is not listed on IDEAS anymore
- Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
- Peter C. B. Phillips, 2015, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2002, Jun.