Report NEP-ECM-2013-10-25

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:

• Item repec:san:wpecon:1316 is not listed on IDEAS anymore

• Item repec:dgr:umagsb:2013058 is not listed on IDEAS anymore

• Item repec:dgr:umagsb:2013059 is not listed on IDEAS anymore

• Audrino, Francesco & Camponovo, Lorenzo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1327, Oct.
• Maciejowska, Katarzyna, 2013, "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper, University Library of Munich, Germany, number 50303, Oct.
• Matyas Barczy & Gyula Pap, 2013, "Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations," Papers, arXiv.org, number 1310.4783, Oct, revised Jun 2015.
• Sucarrat, Genaro & Escribano, Alvaro, 2013, "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," MPRA Paper, University Library of Munich, Germany, number 50699, Sep.
• Reese, Simon & Li, Yushu, 2013, "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers, Lund University, Department of Economics, number 2013:36, Oct.
• Hyungsik Roger Moon & Martin Weidner, 2013, "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/13, Oct.
• Antonia Arsova & Deniz Dilan Karaman Oersal, 2013, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 280, Aug.
• Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司 & Rao, Yao, 2013, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-12, Sep.
• Item repec:dgr:umagsb:2013060 is not listed on IDEAS anymore

• Toru Kitagawa, 2013, "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP53/13, Oct.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
• Romuald Meango & Ismael Mourifie, 2013, "A note on the identification in two equations probit model with dummy endogenous regressor," Working Papers, University of Toronto, Department of Economics, number tecipa-503, Oct.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013, "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 423, Apr.
• Jeffrey Penney, 2013, "Hypothesis Testing For Arbitrary Bounds," Working Paper, Economics Department, Queen's University, number 1319, Oct.
• Juan Carlos Escanciano & Wei Li, 2013, "On the identification of structural linear functionals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP48/13, Oct.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-059, Oct.
• Woutersen, Tiemen & Khandker, Shahidur R., 2013, "Estimating the effects of credit constraints on productivity of Peruvian agriculture," Policy Research Working Paper Series, The World Bank, number 6658, Oct.
• Magnus, Jan R & Vasnev, Andrey, 2013, "Practical use of sensitivity in econometrics with an illustration to forecast combinations," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2013-04, Mar.
• Pauwels, Laurent & Vasnev, Andrey, 2013, "Practical considerations for optimal weights in density forecast combi nation," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 01/2013, Jan.
• Tatsuya Kubokawa & Muni S. Srivastava, 2013, "Optimal Ridge-type Estimators of Covariance Matrix in High Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-906, Oct.
• Ladislav Kristoufek, 2013, "Measuring correlations between non-stationary series with DCCA coefficient," Papers, arXiv.org, number 1310.3984, Oct.
• Paolo Giudici & Alessandro Spelta, 2013, "Graphical network models for international financial flows," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 052, Oct.
• Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013, "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 07_2013, Aug.
• Gianbiagio Curato & Fabrizio Lillo, 2013, "Modeling the coupled return-spread high frequency dynamics of large tick assets," Papers, arXiv.org, number 1310.4539, Oct.
• Yonghong An & Xun Tang, 2013, "Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-058, Oct.
• Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Generalized method of moments with latent variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/13, Oct.
• Martin Gremm, 2013, "The Origin of Fat Tails," Papers, arXiv.org, number 1310.4538, Oct, revised May 2014.
• Item repec:dgr:eureri:1765041558 is not listed on IDEAS anymore

Report NEP-ECM-2013-10-25

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: