Report NEP-ECM-2012-07-23

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:

• Breunig, Christoph, 2012. "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Working Papers 12-13, University of Mannheim, Department of Economics.
• Gholamreza Hajargsht, William E. Griffiths, Joseph Brice, D.S. Prasada Rao, Duangkamon Chotikapanich, 2012. "Inference for Income Distributions Using Grouped Data," Department of Economics - Working Papers Series 1140, The University of Melbourne.
• William E. Griffiths and Gholamreza Hajargasht, 2012. "GMM Estimation of Mixtures from Grouped Data:," Department of Economics - Working Papers Series 1148, The University of Melbourne.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012. "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.
• Oliver Grothe & Volodymyr Korniichuk & Hans Manner, 2012. "Modeling Multivariate Extreme Events Using Self-Exciting Point Processes," Cologne Graduate School Working Paper Series 03-06, Cologne Graduate School in Management, Economics and Social Sciences, revised 20 Jun 2013.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers 9056, C.E.P.R. Discussion Papers.
• Pierre Perron & Gabriel Rodriguez, 2012. "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers 2012-327, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Oliver Grothe, 2012. "A higher order correlation unscented Kalman filter," Papers 1207.4300, arXiv.org.
• Item repec:eca:wpaper:2013/122336 is not listed on IDEAS anymore

• Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
• Item repec:hum:wpaper:sfb649dp2012-044 is not listed on IDEAS anymore

• Jan Heufer, 2012. "Generating Random Optimising Choices," Ruhr Economic Papers 0354, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns of Heterogeneity in Panel Data," Working Papers wp2012_1208, CEMFI.
• Oliver Grothe & Stephan Nicklas, 2012. "Vine Constructions of Levy Copulas," Papers 1207.4309, arXiv.org, revised Sep 2012.
• Campos, Rodolfo G., 2013. "Measurement error and imputation of consumption in survey data," UC3M Working papers. Economics we1219, Universidad Carlos III de Madrid. Departamento de Economía.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012. "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers) 872, Bank of Italy, Economic Research and International Relations Area.
• Giampiero M. Gallo & Edoardo Otranto, 2012. "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive 2012_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
• Chang-han Rhee & Peter W. Glynn, 2012. "A new approach to unbiased estimation for SDE's," Papers 1207.2452, arXiv.org.
• Tobias Scholl & Thomas Brenner, 2013. "Detecting Spatial Clustering Using a Firm-Level Index," Working Papers on Innovation and Space 2012-02, Philipps University Marburg, Department of Geography.
• Fischer, Matthias, 2012. "A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form," FAU Discussion Papers in Economics 03/2012, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Thomas Lux, 2012. "Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach," Kiel Working Papers 1781, Kiel Institute for the World Economy.
• Carl Schmertmann, 2012. "Calibrated spline estimation of detailed fertility schedules from abridged data," MPIDR Working Papers WP-2012-022, Max Planck Institute for Demographic Research, Rostock, Germany.
• Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," DSS Empirical Economics and Econometrics Working Papers Series 2012/4, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.