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Report NEP-ECM-2012-09-22
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:
- David E. Giles, 2012, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1203, Sep.
- Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2012, "Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children," Discussion Papers, Statistics Norway, Research Department, number 703, Sep.
- 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, number CIRJE-F-858, Sep.
- Matteo Luciani & David Veredas, 2012, "A model for vast panels of volatilities," Working Papers, Banco de España, number 1230, Sep.
- 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, number CIRJE-F-861, Sep.
- 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, University Library of Munich, Germany, number 40966, May, 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, National Bureau of Economic Research, Inc, number 18399, Sep.
- Nassim N. Taleb, 2012, "The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals," Papers, arXiv.org, number 1209.2298, Sep.
- 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, number 12-08, Sep.
- Vargas, Jose P Mauricio, 2012, "To be or not to be informal?: A Structural Simulation," MPRA Paper, University Library of Munich, Germany, number 41290, May.
- William Greene & Colin McKenzie, 2012, "LM Tests for Random Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 12-14.
- Chaudourne, Jeremy & Fève, Patrick, 2012, "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 12-331, Aug.
- Ozcan Ceylan, 2012, "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers, Galatasaray University Economic Research Center, number 12-4, Sep.
- Hall, Jamie, 2012, "Rapid estimation of nonlinear DSGE models," MPRA Paper, University Library of Munich, Germany, number 41218, Sep.
- 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, number 12-035, Sep.