Report NEP-ECM-2013-06-16

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:

• Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
• Yu-Chin Hsu & Xiaoxia Shi, 2013. "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research 13-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Muhammad Akram & Aziz Hayat, 2012. "Comparison of estimators of the Weibull Distribution," Working Papers 2012_04, Deakin University, Department of Economics.
• Sermin Gungor & Richard Luger, 2013. "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers 13-16, Bank of Canada.
• Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
• Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Imma Valentina Curato, 2013. "Fourier estimation of stochastic leverage using high frequency data," Working Papers - Mathematical Economics 2013-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers 147, Federal Reserve Bank of Dallas.
• Item repec:cte:wsrepe:ws131718 is not listed on IDEAS anymore

• Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Rachida Ouysse, 2013. "Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression," Discussion Papers 2013-04, School of Economics, The University of New South Wales.
• Westerlund, Joakim & Narayan, Paresh, 2012. "Does the choice of estimator matter when forecasting returns?," Working Papers fe_2012_01, Deakin University, Department of Economics.
• Massimiliano Caporin & Michael McAleer, 2013. "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Working Papers in Economics 13/21, University of Canterbury, Department of Economics and Finance.
• Cordero, José Manuel & Santín, Daniel & Sicilia, Gabriela, 2013. "Dealing with the Endogeneity Problem in Data Envelopment Analysis," MPRA Paper 47475, University Library of Munich, Germany.
• Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi, 2013. "An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach," BEMPS - Bozen Economics & Management Paper Series BEMPS06, Faculty of Economics and Management at the Free University of Bozen.
• Hong il Yoo, 2012. "A new condition for pooling states in multinomial logit," Discussion Papers 2012-48, School of Economics, The University of New South Wales.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
• Le, Vo Phuong Mai & Meenagh, David, 2013. "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers E2013/8, Cardiff University, Cardiff Business School, Economics Section.
• Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013. "Bayesian inference for CoVaR," Papers 1306.2834, arXiv.org, revised Nov 2013.
• Shali Luo & J. Isaac Miller, 2013. "On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables," Working Papers 1306, Department of Economics, University of Missouri.
• Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
• Item repec:dgr:uvatin:20130074 is not listed on IDEAS anymore

• Gaul, Jürgen & Theissen, Erik, 2012. "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers 13-01, University of Cologne, Centre for Financial Research (CFR).
• Ming Chien Lo & James Morley, 2013. "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers 2013-05, School of Economics, The University of New South Wales.
• Hong il Yoo, 2012. "The perceived unreliability of rank-ordered data: an econometric origin and implications," Discussion Papers 2012-46, School of Economics, The University of New South Wales.