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Report NEP-ECM-2012-08-23
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, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012, "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper, University Library of Munich, Germany, number 40695, Aug.
- Le-Yu Chen & Jerzy Szroeter, 2012, "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/12, Jul.
- Item repec:ner:carlos:info:hdl:10016/15031 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-047 is not listed on IDEAS anymore
- Yong Li & Tao Zeng & Jun Yu, 2012, "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 30-2012, Aug.
- Item repec:ner:carlos:info:hdl:10016/15032 is not listed on IDEAS anymore
- Micha Mandel & Yosef Rinott, 2012, "Cross-Sectional Sampling, Bias, Dependence, and Composite Likelihood," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp614, Jul.
- Tatsuya Kubokawa & Akira Inoue, 2012, "Estimation of Covariance and Precision Matrices in High Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-855, Jul.
- Rosen Azad Chowdhury & Bill Russell, 2012, "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 268, Jun.
- Tirthankar Chakravarty, 2012, "Shrinkage Estimators for Structural Parameters," SAN12 Stata Conference, Stata Users Group, number 22, Aug.
- Zhao, Yunfei & Marsh, Thomas L. & Li, Huixin, 2012, "An Evaluation Of Estimators For Censored Systems Of Equations Using Monte Carlo Simulation," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 129166, DOI: 10.22004/ag.econ.129166.
- Item repec:cep:stiecm:em/2012/559 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-046 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20120009 is not listed on IDEAS anymore
- Joshua C.C. Chan & Justin L. Tobias, 2012, "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-580, Aug.
- Joel L. Horowitz & Jian Huang, 2012, "Penalized estimation of high-dimensional models under a generalized sparsity condition," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/12, Jul.
- Item repec:hum:wpaper:sfb649dp2012-045 is not listed on IDEAS anymore
- Karlsson, Sune, 2012, "Forecasting with Bayesian Vector Autoregressions," Working Papers, Örebro University, School of Business, number 2012:12, Aug.
- Item repec:dgr:uvatin:20110177 is not listed on IDEAS anymore
- Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012, "Which model to match?," Working Papers, Banco de España, number 1229, Aug.
- Item repec:dgr:uvatin:20120008 is not listed on IDEAS anymore
- Edward C. Norton, 2012, "Log Odds and Ends," NBER Working Papers, National Bureau of Economic Research, Inc, number 18252, Jul.
- Zhu, Ke, 2012, "A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach," MPRA Paper, University Library of Munich, Germany, number 40382, Jul.
- Marco Cipriani & Michael Holscher & Antoine Martin & Patrick E. McCabe, 2012, "The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-47.
- Bartolucci, Francesco & Lupparelli, Monia, 2012, "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper, University Library of Munich, Germany, number 40588, Aug.
- Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012, "Selecting forecasting models for portfolio allocation," NCER Working Paper Series, National Centre for Econometric Research, number 85, Aug.
- Javier Hualde, 2012, "Estimation of the cointegrating rank in fractional cointegration," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1205.
- Item repec:dgr:uvatin:20120042 is not listed on IDEAS anymore
- Joachim Freyberger, 2012, "Asymptotic theory for differentiated products demand models with many markets," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/12, Aug.
- Insan Tunali & Emre Ekinci & Berk Yavuzoglu, 2012, "Rescaled Additively Non-ignorable (RAN) Model of Attrition and Substitution," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1220, Jul.
- Olesen, Ole B., 2012, "A homothetic reference technology in Data Envelopment Analysis," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 14/2012, Aug.
- Arie ten Cate, 2012, "The identification of reporting accuracies from mirror data," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 216, Aug.
- Item repec:dgr:uvatin:20120059 is not listed on IDEAS anymore
- Michael Connolly & Taeyoung Doh, 2012, "The state space representation and estimation of a time-varying parameter VAR with stochastic volatility," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 12-04.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012, "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/12, Jul.
- Carlos Carrion & Nebiyou Tilahun & David Levinson, 2012, "Monte Carlo Simulation of Adaptive Stated Preference Survey with a case study: Effects of Aggregate Mode Shares on Individual Mode Choice," Working Papers, University of Minnesota: Nexus Research Group, number 000110.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2012, "Euler Equation Estimation on Micro Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1221, Aug.
- Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2012, "Sparse partial least squares in time series for macroeconomic forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws122216, Aug.
- Filip Zikes & Jozef Barunik & Nikhil Shenai, 2012, "Modeling and Forecasting Persistent Financial Durations," Papers, arXiv.org, number 1208.3087, Aug, revised Apr 2013.
- Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, May.
- R'emy Chicheportiche & Jean-Philippe Bouchaud, 2012, "Weighted Kolmogorov-Smirnov test: Accounting for the tails," Papers, arXiv.org, number 1207.7308, Jul, revised Oct 2012.
- Thomas Laurent & Tomasz Koźluk, 2012, "Measuring GDP Forecast Uncertainty Using Quantile Regressions," OECD Economics Department Working Papers, OECD Publishing, number 978, Jul, DOI: 10.1787/5k95xd76jvvg-en.