Report NEP-ECM-2013-10-11This 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:
- Nadja Klein & Thomas Kneib & Stefan Lang, 2013. "Bayesian Structured Additive Distributional Regression," Working Papers 2013-23, Faculty of Economics and Statistics, University of Innsbruck.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona Graduate School of Economics.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
- Rachidi Kotchoni, 2013. "The Indirect Continuous-GMM Estimation," Working Papers hal-00867804, HAL.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.
- Rolando Gonzales Martínez, 2013. "Modeling Hyperinflation Phenomenon: A Bayesian Approach," Documentos de Investigación - Research Papers 8, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Amlan Majumder & Takayoshi Kusago, 2013. "A discreet approach to study the distribution-free downward biases of Gini coefficient and the methods of correction in cases of small observations," Working Papers 298, ECINEQ, Society for the Study of Economic Inequality.
- Vilmunen, Jouko & Palmroos, Peter, 2013. "Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution," Research Discussion Papers 17/2013, Bank of Finland.
- Ajay Singh & Dinghai Xu, 2013. "Random Matrix Application to Correlations Among Volatility of Assets," Papers 1310.1601, arXiv.org.