Report NEP-ECM-2011-06-25

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:

• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers 2011-23, Department of Economics and Business Economics, Aarhus University.
• Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, Department of Economics and Business Economics, Aarhus University.
• George Kapetanios & Fotis Papailias, 2011. "Block Bootstrap and Long Memory," Working Papers 679, Queen Mary University of London, School of Economics and Finance.
• J. Isaac Miller, 2011. "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers 1104, Department of Economics, University of Missouri.
• Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers 11-04, Duke University, Department of Economics.
• Remy Chicheportiche & Jean-Philippe Bouchaud, 2011. "Goodness-of-Fit tests with Dependent Observations," Papers 1106.3016, arXiv.org, revised Aug 2011.
• Eric Gautier & Erwan Le Pennec, 2017. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," Working Papers inria-00601274, HAL.
• Thanasis Stengos & Brennan S. Thompson, 2011. "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Papers 1107, University of Guelph, Department of Economics and Finance.
• Yingyao Hu & Ji-Liang Shiu, 2011. "Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness," Economics Working Paper Archive 581, The Johns Hopkins University,Department of Economics.
• Item repec:ner:ucllon:http://discovery.ucl.ac.uk/516136/ is not listed on IDEAS anymore

• Christophe Ley & Yvik Swan, 2011. "A unified approach to Stein characterizations," Working Papers ECARES 2013/88988, ULB -- Universite Libre de Bruxelles.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011. "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers 2011-20, University of Paris Nanterre, EconomiX.
• Hatemi-J, Abdulnasser, 2011. "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper 31700, University Library of Munich, Germany.
• Marc Henry & Ismael Mourifié, 2011. "Euclidean Revealed Preferences: Testing the Spatial Voting Model," CIRANO Working Papers 2011s-49, CIRANO.
• Nicolas Ruiz, 2011. "A Multiplicative Masking Method for Preserving the Skewness of the Original Micro-records," OECD Statistics Working Papers 2011/2, OECD Publishing.
• Alfredo García-Hiernaux & David E. Guerrero, 2011. "Convergence and Cointegration," Documentos de Trabajo del ICAE 2011-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Darrell A Turkington, 2011. "On The Differentiation Of A Log-Liklihood Function Using Matrix Calculus," Economics Discussion / Working Papers 11-06, The University of Western Australia, Department of Economics.
• Abdulnasser, Hatemi-J, 2011. "Hidden panel cointegration," MPRA Paper 31604, University Library of Munich, Germany.