Report NEP-ECM-2011-07-02

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:pav:wpaper:267 is not listed on IDEAS anymore

• Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
• Item repec:pav:wpaper:264 is not listed on IDEAS anymore

• Song Song, 2011. "Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach," Papers 1106.3921, arXiv.org, revised Jun 2011.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
• Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
• Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
• Item repec:pav:wpaper:263 is not listed on IDEAS anymore

• Tobias Scholl & Thomas Brenner, 2011. "Testing for Clustering of Industries - Evidence from micro geographic data," Working Papers on Innovation and Space 2011-02, Philipps University Marburg, Department of Geography.
• Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
• Hidemaro Suwa & Synge Todo, 2011. "Geometric Allocation Approach for Transition Kernel of Markov Chain," Papers 1106.3562, arXiv.org, revised Jul 2012.
• Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
• Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo 8779, Universidad del Rosario.
• Kevin D. Hoover, 2010. "Pragmatism, Perspectival Realism, and Econometrics," Working Papers 10-91, Duke University, Department of Economics.