Report NEP-ECM-2012-06-13

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:

• Bouezmarni, Taoufik, 2012. "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics we1217, Universidad Carlos III de Madrid. Departamento de Economía.
• Timothy Halliday, 2012. "A Note on the Asymptotic Variance of Sample Roots," Working Papers 201209, University of Hawaii at Manoa, Department of Economics.
• Mora Rodriguez, Jhon James & Muro, Juan, 2012. "Consistent estimation of pseudo panels in the presence of selection bias," Economics Discussion Papers 2012-26, Kiel Institute for the World Economy (IfW Kiel).
• Gao, Jiti, 2012. "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper 39256, University Library of Munich, Germany, revised 14 May 2012.
• Item repec:dgr:kubcen:2012039 is not listed on IDEAS anymore

• Fabio Canova, 2012. "Bridging DSGE models and the raw data," Working Papers 635, Barcelona School of Economics.
• Item repec:eca:wpaper:2013/119308 is not listed on IDEAS anymore

• Item repec:asg:wpaper:1051 is not listed on IDEAS anymore

• Zervopoulos, Panagiotis, 2012. "Dealing with small samples and dimensionality issues in data envelopment analysis," MPRA Paper 39226, University Library of Munich, Germany.
• Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "The perils of aggregating foreign variables in panel data models," Globalization Institute Working Papers 111, Federal Reserve Bank of Dallas.
• Item repec:asg:wpaper:1048 is not listed on IDEAS anymore

• Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona School of Economics.
• Item repec:asg:wpaper:1052 is not listed on IDEAS anymore

• Item repec:asg:wpaper:1045 is not listed on IDEAS anymore

• M. T. Aparicio & I. Villan�a, 2012. "Selection criteria for overlapping binary Models," Documentos de Trabajo dt2012-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Candelon, B. & Straetmans, S.T.M., 2012. "Fat tails in small samples," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Item repec:eca:wpaper:2013/119282 is not listed on IDEAS anymore

• Dariusz Grech & Zygmunt Mazur, 2012. "On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data," Papers 1206.1007, arXiv.org.
• Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
• Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.