Report NEP-ECM-2013-06-30This 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:
- Sergei Ivashchenko, 2013. "Estimating nonlinear DSGE models with moments based methods," EUSP Deparment of Economics Working Paper Series Ec-03/13, European University at St. Petersburg, Department of Economics.
- Thomas A Severini & Gautam Tripathi, 2013. "A survey of semiparametric efficiency bounds for some microeconometric models," CREA Discussion Paper Series 13-10, Center for Research in Economic Analysis, University of Luxembourg.
- Qian, Hang, 2013. "Vector Autoregression with Mixed Frequency Data," MPRA Paper 47856, University Library of Munich, Germany.
- Quiroz, Matias & Villani, Mattias, 2013. "Dynamic mixture-of-experts models for longitudinal and discrete-time survival data," Working Paper Series 268, Sveriges Riksbank (Central Bank of Sweden).
- Elena Di Bernardino & Didier Rullière, 2013. "Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory," Post-Print hal-00750873, HAL.
- Elena Di Bernardino & Didier Rullière, 2013. "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Working Papers hal-00834000, HAL.
- Bache, Stefan Holst Milton & Kristensen, Troels, 2013. "A simple but efficient approach to the analysis of multilevel data," COHERE Working Paper 2013:6, COHERE - Centre of Health Economics Research, University of Southern Denmark.
- Hiroshi Fujiki & Cheng Hsiao, 2013. "Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake," IMES Discussion Paper Series 13-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2013. "Invariant Inference and Efficient Computation in the Static Factor Model," CAMA Working Papers 2013-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Didier Rullière & Alaeddine Faleh & Frédéric Planchet & Wassim Youssef, 2013. "Exploring or reducing noise? A global optimization algorithm in the presence of noise," Post-Print hal-00759677, HAL.
- De Graeve, Ferre & Westermark, Andreas, 2013. "Un-truncating VARs," Working Paper Series 271, Sveriges Riksbank (Central Bank of Sweden).
- Michael P. Keane, 2013. "Panel data discrete choice models of consumer demand," Economics Papers 2013-W08, Economics Group, Nuffield College, University of Oxford.
- Beno\^it Collins & David McDonald & Nadia Saad, 2013. "Compound Wishart Matrices and Noisy Covariance Matrices: Risk Underestimation," Papers 1306.5510, arXiv.org.