Report NEP-ECM-2012-05-15

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:

• Dickhaus, Thorsten, 2012. "Simultaneous statistical inference in dynamic factor models," SFB 649 Discussion Papers 2012-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
• Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
• Item repec:cte:werepe:we1212 is not listed on IDEAS anymore

• Item repec:cte:werepe:we1211 is not listed on IDEAS anymore

• Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
• Stefan Lang & Nikolaus Umlauf & Peter Wechselberger & Kenneth Harttgen & Thomas Kneib, 2012. "Multilevel structured additive regression," Working Papers 2012-07, Faculty of Economics and Statistics, Universität Innsbruck.
• Silvia Gonçalves & Benoit Perron, 2012. "Bootstrapping factor-augmented regression models," CIRANO Working Papers 2012s-12, CIRANO.
• Vincenzo Verardi & Marjorie Gassner & Darwin Ugarte Ontiveros, 2012. "Robustness for Dummies," Working Papers ECARES ECARES 2012-015, ULB -- Universite Libre de Bruxelles.
• Item repec:pdn:wpaper:50 is not listed on IDEAS anymore

• Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
• Bouezmarni, Taoufik & El Ghouch, Anouar, 2011. "Bernstein estimator for unbounded density copula," UC3M Working papers. Economics we1143, Universidad Carlos III de Madrid. Departamento de Economía.
• László Mátyás & László Balázsi, 2012. "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CEU Working Papers 2012_2, Department of Economics, Central European University, revised 18 Feb 2013.
• A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012. "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers 12-01, Duke University, Department of Economics.
• Merrett, Danielle, 2012. "Estimation of Public Goods Game Data," Working Papers 2012-09, University of Sydney, School of Economics.
• François-Charles Wolff, 2012. "Decomposition of non-linear models using simulated residuals," Working Papers hal-00694421, HAL.
• Stefan Aulbach & Verena Bayer & Michael Falk, 2012. "A multivariate piecing-together approach with an application to operational loss data," Papers 1205.1617, arXiv.org.
• Neville Francis & Michael T. Owyang & Özge Savascin, 2012. "An endogenously clustered factor approach to international business cycles," Working Papers 2012-014, Federal Reserve Bank of St. Louis.
• Nikolai V. Hovanov & Maria S. Yudaeva, 2011. "Using of Non-Numeric, Non-Exact and Non-Complete Information for Alternatives’ Probabilities Estimation," DEGIT Conference Papers c016_010, DEGIT, Dynamics, Economic Growth, and International Trade.
• Kyriacou, Maria, 2014. "Overlapping sub-sampling and invariance to initial conditions," Discussion Paper Series In Economics And Econometrics 1203, Economics Division, School of Social Sciences, University of Southampton.
• Michael Greenacre, 2011. "The Contributions of Rare Objects in Correspondence Analysis," Working Papers 571, Barcelona School of Economics.
• Araujo-Enciso, Sergio Rene, 2012. "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122545, European Association of Agricultural Economists.
• Balli, Hatice Ozer & Sorensen, Bent E., 2012. "Interaction effects in econometrics," MPRA Paper 38608, University Library of Munich, Germany.