Printed from https://ideas.repec.org/n/nep-ecm/2013-08-05.html
Report NEP-ECM-2013-08-05
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:
- Sun, Yixiao, 2013, "Fixed-smoothing Asymptotics in a Two-step GMM Framework," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt64x4z265, Jun.
- Joel L. Horowitz, 2013, "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/13, Jul.
- 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, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws132723, Jul.
- Grote, Claudia & Sibbertsen, Philipp, 2013, "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-514, Jul.
- Item repec:spo:wpecon:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS anymore
- Susanne M. Schennach, 2013, "Entropic Latent Variable Integration via Simulation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/13, Jul.
- Huang, Meng & Sun, Yixiao & White, Hal, 2013, "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3pt89204, May.
- Arthur Lewbel & Thomas Tao Yang, 2013, "Identifying the Average Treatment Effect in a Two Threshold Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 825, Jul.
- Andres Aradillas-Lopez & Adam Rosen, 2013, "Inference in ordered response games with complete information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/13, Jul.
- Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013, "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/13, Jul.
- Eric Ghysels & J. Isaac Miller, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri, number 1307, Jun, 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, Department of Economics, UC San Diego, number qt8x8307rz, May.
- M. Caivano & A. Harvey, 2013, "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1326, Jul.
- Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders, 2013, "A link based network route choice model with unrestricted choice set," MPRA Paper, University Library of Munich, Germany, number 48707, Jul.
- Michael Greenacre, 2015, "Weighted Euclidean Biplots," Working Papers, Barcelona School of Economics, number 708, Sep.
- 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, Institute for Fiscal Studies, number W13/15, Jul.