Report NEP-ECM-2013-08-05This 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:
- Sun, Yixiao, 2013. "Fixed-smoothing Asymptotics in a Two-step GMM Framework," University of California at San Diego, Economics Working Paper Series qt64x4z265, Department of Economics, UC San Diego.
- Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T. & Romero, Eva, 2013. "Data cloning estimation of GARCH and COGARCH models," DES - Working Papers. Statistics and Econometrics. WS ws132723, Universidad Carlos III de Madrid. Departamento de Estadística.
- Grote, Claudia & Sibbertsen, Philipp, 2013. "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP) dp-514, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Sciences Po Economics Discussion Papers 2013-09, Sciences Po Departement of Economics.
- Susanne M. Schennach, 2013. "Entropic Latent Variable Integration via Simulation," CeMMAP working papers CWP32/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
- Arthur Lewbel & Thomas Tao Yang, 2013. "Identifying the Average Treatment Effect in a Two Threshold Model," Boston College Working Papers in Economics 825, Boston College Department of Economics.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013. "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers CWP28/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Eric Ghysels & J. Isaac Miller, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers 1307, Department of Economics, University of Missouri, revised 07 May 2014.
- Sun, Yixiao, 2013. "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series qt8x8307rz, Department of Economics, UC San Diego.
- M. Caivano & A. Harvey, 2013. "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics 1326, Faculty of Economics, University of Cambridge.
- Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders, 2013. "A link based network route choice model with unrestricted choice set," MPRA Paper 48707, University Library of Munich, Germany.
- Michael Greenacre & Patrick J.F. Groenen, 2013. "Weighted Euclidean Biplots," Working Papers 708, Barcelona School of Economics.
- Item repec:mar:magkse:20135 is not listed on IDEAS anymore
- Barbara Sianesi, 2013. "Dealing with randomisation bias in a social experiment exploiting the randomisation itself: the case of ERA," IFS Working Papers W13/15, Institute for Fiscal Studies.