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Report NEP-ECM-2013-09-24
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:
- Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
- Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
- Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
- Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-28, 08.
- Mariano Kulish & Adrian Pagan, 2013, "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-11, Sep.
- Haiqing Xu, , "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130909.
- Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013, "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws132925, Sep.
- Fadaei Oshyani, Masoud & Sundberg, Marcus & Karlström, Anders, 2013, "Estimating flexible route choice models using sparse data," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2013:11, Sep.
- Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013, "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19457, Sep.
- Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, 2013, "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Sep.
- James J. Heckman & Rodrigo Pinto, 2013, "Causal Analysis after Haavelmo," Working Papers, Human Capital and Economic Opportunity Working Group, number 2013-008, Sep.
- Item repec:vpi:wpaper:e07-37 is not listed on IDEAS anymore
- Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013, "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 19355, Aug.
- Jonathan Bartlett, 2013, "Multiple imputation of covariates in the presence of interactions and nonlinearities," United Kingdom Stata Users' Group Meetings 2013, Stata Users Group, number 03, Sep.
- Jean Dubé & Diègo Legros, 2013, "(VF)Économétrie spatiale et données spatiales empilées dans le temps : Proposition d'une modélisation adaptée.(VA)Spatial Econometric and Spatial Data Pooled over Time: Towards an adapted modelling approach," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2013-01.
- Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli, 2013, "A note on dummies for policies in gravity models: a Montecarlo experiment," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0180, Sep.
- Òscar Jordà & Alan M. Taylor, 2013, "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19414, Sep.
- Ray C. Fair, 2013, "Reflections on Macroeconometric Modeling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1908, Sep, revised Mar 2014.