Report NEP-ECM-2014-03-15

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
• Francq, Christian & Zakoian, Jean-Michel, 2014. "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper 54250, University Library of Munich, Germany.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 8/14, Monash University, Department of Econometrics and Business Statistics.
• Bin Peng & Chaohua Dong & Jiti Gao, 2014. "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 9/14, Monash University, Department of Econometrics and Business Statistics.
• Juan M. Rodríguez-Póo & Stefan Sperlich & Philippe Vieu, 2012. "A Practical Test for Misspecification in Regression: Functional Form, Separability and Distribution," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 12093, Institut d'Economie et Econométrie, Université de Genève.
• Matyas Barczy & Gyula Pap & Tamas T. Szabo, 2014. "Parameter estimation for the subcritical Heston model based on discrete time observations," Papers 1403.0527, arXiv.org, revised Feb 2016.
• Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
• Judith A. Clarke & Ahmed A. Hoque, 2014. "On Variance Estimation for a Gini Coefficient Estimator Obtained from Complex Survey Data," Econometrics Working Papers 1401, Department of Economics, University of Victoria.
• Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
• Kunst, Robert M., 2014. "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series 303, Institute for Advanced Studies.
• Cosma, Antonio & Galli, Fausto, 2014. "A non parametric ACD model," MPRA Paper 53990, University Library of Munich, Germany.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Galli, Fausto, 2014. "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper 54030, University Library of Munich, Germany.
• Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014. "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 7/14, Monash University, Department of Econometrics and Business Statistics.
• Jakub Nowotarski & Rafal Weron, 2014. "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports HSC/14/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Fresoli, Diego Eduardo, 2014. "The uncertainty of conditional returns, volatilities and correlations in DCC models," DES - Working Papers. Statistics and Econometrics. WS ws140202, Universidad Carlos III de Madrid. Departamento de Estadística.
• N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Sarah Baird & J. Aislinn Bohren & Craig McIntosh & Berk Ozler, 2014. "Designing Experiments to Measure Spillover Effects," PIER Working Paper Archive 14-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Item repec:cge:warwcg:184 is not listed on IDEAS anymore