Report NEP-ECM-2012-09-22This 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.
The following items were announced in this report:
- David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria 1203, Department of Economics, University of Victoria.
- Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2012. "Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children," Discussion Papers, Research Department of Statistics Norway 703, Research Department of Statistics Norway.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2012. "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-858, CIRJE, Faculty of Economics, University of Tokyo.
- Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Banco de Espaï¿½a Working Papers, Banco de Espaï¿½a 1230, Banco de Espa�a.
- Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi, 2012. "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimatee," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-861, CIRJE, Faculty of Economics, University of Tokyo.
- Tsionas, Mike, 2012. "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012.
- Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," NBER Working Papers 18399, National Bureau of Economic Research, Inc.
- Nassim N. Taleb, 2012. "The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals," Papers, arXiv.org 1209.2298, arXiv.org.
- Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers, National Graduate Institute for Policy Studies 12-08, National Graduate Institute for Policy Studies.
- Vargas, Jose P Mauricio, 2012. "To be or not to be informal?: A Structural Simulation," MPRA Paper 41290, University Library of Munich, Germany.
- William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," TSE Working Papers, Toulouse School of Economics (TSE) 12-331, Toulouse School of Economics (TSE).
- Ceylan, Ozcan, 2012. "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers, Galatasaray University Economic Research Center 12-4, Galatasaray University Economic Research Center.
- Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
- Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.