Report NEP-ECM-2013-03-02

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:

• Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing, 2013. "Composite quantile regression for the single-index model," SFB 649 Discussion Papers 2013-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Matyas Barczy & Leif Doering & Zenghu Li & Gyula Pap, 2013. "Parameter estimation for a subcritical affine two factor model," Papers 1302.3451, arXiv.org, revised Apr 2014.
• Lavergne, Pascal, 2013. "Model Equivalence Tests in a Parametric Framework," TSE Working Papers 13-379, Toulouse School of Economics (TSE).
• Item repec:dgr:kubcen:2013009 is not listed on IDEAS anymore

• Daria Pus & László Mátyás & Cecilia Hornok, 2013. "Modelling Firm-Product Level Trade: A Multi-Dimensional Random Effects Panel Data Approach," CEU Working Papers 2013_2, Department of Economics, Central European University, revised 08 May 2013.
• Stanley, T. D. & Doucouliagos, Hristos, 2013. "Neither fixed nor random: weighted least squares meta-analysis," Working Papers eco_2013_1, Deakin University, Department of Economics.
• Antonio Merlo & Thomas R.Palfrey, 2013. "External Validation of Voter Turnout Models by Concealed Parameter Recovery," PIER Working Paper Archive 13-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
• Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
• Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
• R'emy Chicheportiche & Anirban Chakraborti, 2013. "A model-free characterization of recurrences in stationary time series," Papers 1302.3704, arXiv.org, revised Sep 2013.
• Item repec:qut:auncer:2013_03 is not listed on IDEAS anymore