Report NEP-ECM-2012-01-18

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:

• Nese Yildiz, 2012. "Estimation of Binary Choice Models with Linear Index and Dummy Endogenous Variables," Koç University-TUSIAD Economic Research Forum Working Papers 1202, Koc University-TUSIAD Economic Research Forum.
• Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University.
• R. Alhamzawi & K. Yu & D. F. Benoit, 2011. "Bayesian adaptive Lasso quantile regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/728, Ghent University, Faculty of Economics and Business Administration.
• Item repec:pdn:wpaper:44 is not listed on IDEAS anymore

• Muni S. Srivastava & Tatsuya Kubokawa, 2011. "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality," CIRJE F-Series CIRJE-F-831, CIRJE, Faculty of Economics, University of Tokyo.
• Matei Demetrescu & Robinson Kruse, 2012. "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers 2012-01, Department of Economics and Business Economics, Aarhus University.
• Peter C.B. Phillips & Ji Hyung Lee, 2012. "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University.
• Yevgeniy Kovchegov & Nese Yildiz, 2012. "Identification via completeness for discrete covariates and orthogonal polynomials," Koç University-TUSIAD Economic Research Forum Working Papers 1203, Koc University-TUSIAD Economic Research Forum.
• Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012. "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," Economics Discussion Paper Series 1205, Economics, The University of Manchester.
• M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers 11-25, Department of Economics, University of Birmingham.
• Nickl, Richard & Reiß, Markus, 2012. "A Donsker theorem for Lévy measures," SFB 649 Discussion Papers 2012-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Fred Espen Benth & Claudia Kluppelberg & Gernot Muller & Linda Vos, 2012. "Futures pricing in electricity markets based on stable CARMA spot models," Papers 1201.1151, arXiv.org.
• Andras Fulop & Junye Li & Jun Yu, 2012. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers 03-2012, Singapore Management University, School of Economics.