Report NEP-ECM-2012-04-03

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:

• Jiti Gao, 2012. "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers 6/12, Monash University, Department of Econometrics and Business Statistics.
• Marian Vavra, 2012. "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance 1206, Birkbeck, Department of Economics, Mathematics & Statistics.
• Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
• Blair Alexander & Robert Breunig, 2012. "A Monte Carlo Study of Bias Corrections for Panel Probit Models," CEPR Discussion Papers 662, Centre for Economic Policy Research, Research School of Economics, Australian National University.
• Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
• Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
• David Hendry & Soren Johansen, 2012. "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers 598, University of Oxford, Department of Economics.
• Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Prehn, Sören & Brümmer, Bernhard, 2012. "Bimodality & the performance of PPML," DARE Discussion Papers 1202, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
• Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
• Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
• Ludlow-Wiechers, Jorge, 2012. "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper 37635, University Library of Munich, Germany.
• Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.
• Jongwook Kim & Teppei Okumura, 2012. "Heavy-Tail Distribution from Correlation of Discrete Stochastic Process," Papers 1203.5581, arXiv.org.
• Paris, Quirino, 2012. "The Dual of the Least-Squares Method," Working Papers 121693, University of California, Davis, Department of Agricultural and Resource Economics.
• Laura GRIGOLON & Frank VERBOVEN, 2011. "Nested logit or random coefficients logit? A comparison of alternative discete models of product differentiation," Working Papers of Department of Economics, Leuven ces11.24, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.