Report NEP-ECM-2014-01-24

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:

• Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
• Altmeyer, Randolf & Bibinger, Markus, 2014. "Functional stable limit theorems for efficient spectral covolatility estimators," SFB 649 Discussion Papers 2014-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2014. "Confidence bands for impulse responses: Bonferroni versus Wald," SFB 649 Discussion Papers 2014-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Vikström, Johan, 2014. "IPW estimation and related estimators for evaluation of active labor market policies in a dynamic setting," Working Paper Series 2014:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014. "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers 2014-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:hum:wpaper:sfb649dp2014-004 is not listed on IDEAS anymore

• Advani, Arun & Sloczynski, Tymon, 2013. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 7874, Institute of Labor Economics (IZA).
• Colin Vance & Nolan Ritter, 2013. "Is Peace a Missing Value or a Zero?," Ruhr Economic Papers 0466, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Giulio Bottazzi & Fabio Vanni, 2014. "A numerical estimation method for discrete choice models with non-linear externalities," LEM Papers Series 2014/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Volker Kratschmer & Alexander Schied & Henryk Zahle, 2014. "Quasi-Hadamard differentiability of general risk functionals and its application," Papers 1401.3167, arXiv.org, revised Feb 2015.
• Bloechl, Andreas, 2014. "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics 17940, University of Munich, Department of Economics.
• Petr Jizba & Jan Korbel, 2014. "Multifractal Diffusion Entropy Analysis: Optimal Bin Width of Probability Histograms," Papers 1401.3316, arXiv.org, revised Mar 2014.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014. "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica [A TGARCH model with an asymmetric Student´s t distri," MPRA Paper 53019, University Library of Munich, Germany.
• Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.