Report NEP-ECM-2013-09-26

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:

• Werker, Bas J M & Andreou, Elena, 2013. "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers 9583, C.E.P.R. Discussion Papers.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
• R'emy Chicheportiche, 2013. "Non-linear dependences in finance," Papers 1309.5073, arXiv.org.
• Tim Goedemé & Karel Van den Bosch & Lina Salanauskaite & Gerlinde Verbist, 2013. "Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note," ImPRovE Working Papers 13/10, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers 2013-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Gordon Hughes, 2013. "Estimating spatial panel models using unbalanced panels," United Kingdom Stata Users' Group Meetings 2013 09, Stata Users Group.
• Naoto Kunitomo, 2013. ""Measurement Errors and Statistics" (in Japanese)," CIRJE J-Series CIRJE-J-248, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:ner:dauphi:urn:hdl:123456789/7849 is not listed on IDEAS anymore

• Stephen P. Jenkins, 2013. "A Monte Carlo analysis of multilevel binary logit model estimator performance," United Kingdom Stata Users' Group Meetings 2013 04, Stata Users Group.
• Nebojsa S. Davcik, 2013. "The Use And Misuse Of Structural Equation Modeling In Management Research," Working Papers Series 2 13-07, ISCTE-IUL, Business Research Unit (BRU-IUL).