Report NEP-ECM-2013-04-06

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:

• Item repec:ner:euiflo:urn:hdl:1814/25136 is not listed on IDEAS anymore

• Andrew Chesher & Adam Rosen, 2013. "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers CWP10/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Working Papers hal-00805556, HAL.
• Jiaying Gu & Roger Koenker & Stanislav Volgushev, 2013. "Testing for homogeneity in mixture models," CeMMAP working papers CWP09/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers 855, Kyoto University, Institute of Economic Research.
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Mallory, M. & Lence, Sergio H., 2012. "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive 36076, Iowa State University, Department of Economics.
• Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal, 2013. "A Simple and Successul Method to Shrink the Weight," Working Paper Series of the Department of Economics, University of Konstanz 2013-05, Department of Economics, University of Konstanz.
• Item repec:ner:euiflo:urn:hdl:1814/23750 is not listed on IDEAS anymore

• Choudhary, Ali & Hanif, Nadim & Iqbal, Javed, 2013. "On smoothing macroeconomic time series using HP and modified HP filter," MPRA Paper 45630, University Library of Munich, Germany.
• Galen Sher & Pedro Vitoria, 2013. "An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns," Papers 1304.0353, arXiv.org, revised May 2013.
• Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
• Item repec:esx:essedp:725 is not listed on IDEAS anymore

• Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
• Nicolas Jacquemet & Jean-Marc Robin, 2013. "Assortative matching and search with labor supply and home production," CeMMAP working papers CWP07/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Andrei Sirchenko, 2013. "A model for ordinal responses with an application to policy interest rate," NBP Working Papers 148, Narodowy Bank Polski.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
• Yohei Yamamoto, 2013. "Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series," Global COE Hi-Stat Discussion Paper Series gd12-280, Institute of Economic Research, Hitotsubashi University.
• Kei Nanamiya, 2013. "Modelling for the Wavelet Coefficients of ARFIMA Processes," Global COE Hi-Stat Discussion Paper Series gd12-281, Institute of Economic Research, Hitotsubashi University.
• Hashiguchi, Yoshihiro & Tanaka, Kiyoyasu, 2013. "Agglomeration and firm-level productivity : a Bayesian spatial approach," IDE Discussion Papers 403, Institute of Developing Economies, Japan External Trade Organization(JETRO).