Printed from https://ideas.repec.org/n/nep-ecm/2013-07-15.html
Report NEP-ECM-2013-07-15
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:
- Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
- Item repec:esx:essedp:728 is not listed on IDEAS anymore
- Hübler, Olaf, 2013, "Methods in empirical economics - a selective review with applications," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-513, Jul.
- Hiroumi Misaki & Naoto Kunitomo, 2013, "On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random Sampling," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-892, Jun.
- Naoto Kunitomo & Hiroumi Misaki, 2013, "The SIML Estimation of Integrated Covariance and Hedging Coefficient under Micro-market noise and Random Sampling," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-893, Jun.
- Rodica Gilles & Seik Kim, 2013, "Distribution-Free Estimation of Zero-Inflated Models with Unobserved Heterogeneity," Working Papers, University of Washington, Department of Economics, number UWEC-2013-03, Jul.
- Asger Lunde & Anne Floor Brix, 2013, "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-23, Feb.
- Lechner, Michael, 2013, "Treatment effects and panel data," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1314, Jun.
- Kyu Lee Shin & Jin Seo Cho, 2013, "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-57, Jun.
- Jarrow, Robert & Kwok, Simon, 2013, "Specification Tests of Calibrated Option Pricing Models," Working Papers, University of Sydney, School of Economics, number 2013-08, May, revised Dec 2014.
- Jakob Grazzini & Matteo G. Richiardi, 2013, "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 130.
- Ardelean, Vlad & Pleier, Thomas, 2013, "Outliers & predicting time series: A comparative study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2013.
- Franz Buscha & Anna Conte, 2013, "Endogenous variables in non-linear models with mixed effects: Inconsistence under perfect identification conditions?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-027, Jul.
- Gobillon, Laurent & Magnac, Thierry, 2013, "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," TSE Working Papers, Toulouse School of Economics (TSE), number 13-419, Jul.
- Johannes Tang Kristensen, 2013, "Diffusion Indexes with Sparse Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-22, Mar.
- Uysal, S. Derya, 2013, "Doubly Robust Estimation of Causal Effects with Multivalued Treatments," Economics Series, Institute for Advanced Studies, number 297, Jun.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013, "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1312, Jun.
- Hrishikesh D. Vinod, 2013, "Maximum Entropy Bootstrap Algorithm Enhancements," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2013-04.
- Item repec:dgr:uvatin:20130082 is not listed on IDEAS anymore
- Dariusz Grech & Grzegorz Pamu{l}a, 2013, "On the multifractal effects generated by monofractal signals," Papers, arXiv.org, number 1307.2014, Jul, revised Aug 2013.
- Blume, Lawrence E. & Brock, William A. & Durlauf, Steven N. & Jayaraman, Rajshri, 2013, "Linear Social Interactions Models," Economics Series, Institute for Advanced Studies, number 298, Jun.
- Melstrom, Richard & Lupi, Frank, 2012, "Using a Control Function to Resolve the Travel Cost Endogeneity Problem in Recreation Demand Models," MPRA Paper, University Library of Munich, Germany, number 48036, Aug, revised May 2013.
- Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2013, "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws131918, Jun.
- Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013, "Mortality : a statistical approach to detect model misspecification," Post-Print, HAL, number hal-00839339, Jun.
- Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013, "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Yale University, Department of Economics, number 114, May.
- Svend Rasmussen & Anders L. Madsen & Mogens Lund, 2013, "Bayesian network as a modelling tool for risk management in agriculture," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/12, May.