Report NEP-ECM-2013-09-28This 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:
- Zhu, Ying, 2013. "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper 49846, University Library of Munich, Germany.
- Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013. "Which Parametric Model for Conditional Skewness?," Staff Working Papers 13-32, Bank of Canada.
- Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
- Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Default Probability Estimation via Pair Copula Constructions," DEM Working Papers Series 048, University of Pavia, Department of Economics and Management.
- Richard A. Ashley & Christopher F. Parmeter, 2013. "Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions," Working Papers e07-40, Virginia Polytechnic Institute and State University, Department of Economics.
- GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
- HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, 1992. "Bandwith choice for average derivative estimation," CORE Discussion Papers RP 977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fadaei Oshyani, Masoud & Sundberg, Marcus & Karlström, Anders, 2013. "Consistently estimating link speed using sparse GPS data with measured errors," Working papers in Transport Economics 2013:12, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
- Hanming Fang & Xun Tang, 2013. "Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry," NBER Working Papers 19435, National Bureau of Economic Research, Inc.