Printed from https://ideas.repec.org/n/nep-ecm/2016-02-17.html
Report NEP-ECM-2016-02-17
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:
- Kruse, Yves Robinson & Kaufmann, Hendrik, 2015, "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112897.
- Haas, Markus & Liu, Ji-Chun, 2015, "Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112855.
- Manner, Hans & Hafner, Christian & Simar, Leopold, 2015, "The wrong skewness problem in stochastic frontier models: A new approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112812.
- Demetrescu, Matei & Kruse, Robinson, 2015, "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113221.
- Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015, "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112916.
- Schwiebert, Jörg & Wagner, Joachim, 2015, "A Generalized Two-Part Model for Fractional Response Variables with Excess Zeros," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113059.
- Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015, "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113131.
- Kaeding, Matthias, 2015, "Flexible Modeling of Binary Data Using the Log-Burr Link," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113043.
- Zadrozny, Peter A., 2015, "Extended Yule-Walker identification of Varma models with single- or mixed frequency data," CFS Working Paper Series, Center for Financial Studies (CFS), number 526.
- von Schweinitz, Gregor & Sarlin, Peter, 2015, "Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112964.
- Jun NAKABAYASHI & Yohsuke HIROSE, 2016, "Structural Estimation of the Scoring Auction Model," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 16008, Feb.
- Mutschler, Willi, 2015, "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113138.
- Santiago Pereda Fernández, 2016, "A new method for the correction of test scores manipulation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1047, Jan.
- Schreiber, Sven & Breitung, Jörg, 2015, "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113111.
- von Gaudecker, Hans-Martin & Drerup, Tilman & Enke, Benjamin, 2015, "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112871.