Report NEP-ECM-2013-10-11This 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:
- Nadja Klein & Thomas Kneib & Stefan Lang, 2013. "Bayesian Structured Additive Distributional Regression," Working Papers, Faculty of Economics and Statistics, University of Innsbruck 2013-23, Faculty of Economics and Statistics, University of Innsbruck.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers, Barcelona Graduate School of Economics 723, Barcelona Graduate School of Economics.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers, HAL hal-00867850, HAL.
- Rachidi Kotchoni, 2013. "The Indirect Continuous-GMM Estimation," Working Papers, HAL hal-00867804, HAL.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1919, Cowles Foundation for Research in Economics, Yale University.
- Rolando Gonzales Martínez & Last: Gonzales Martínez, 2013. "Modeling Hyperinflation Phenomenon: A Bayesian Approach," Documentos de InvestigaciÃ³n - Research Papers, Centro de Estudios Monetarios Latinoamericanos, CEMLA 8, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Amlan Majumder & Takayoshi Kusago, 2013. "A discreet approach to study the distribution-free downward biases of Gini coefficient and the methods of correction in cases of small observations," Working Papers, ECINEQ, Society for the Study of Economic Inequality 298, ECINEQ, Society for the Study of Economic Inequality.
- Vilmunen, Jouko & Palmroos, Peter, 2013. "Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution," Research Discussion Papers, Bank of Finland 17/2013, Bank of Finland.
- Ajay Singh & Dinghai Xu, 2013. "Random Matrix Application to Correlations Among Volatility of Assets," Papers, arXiv.org 1310.1601, arXiv.org.