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Report NEP-ECM-2013-12-15
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:
- Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
- Hannah Frick & Carolin Strobl & Achim Zeileis, 2013, "Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-36, Dec.
- Felix Chan, 2013, "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1306, Jul.
- Sato, Yoshihiro & Söderbom, Måns, 2013, "System GMM estimation of panel data models with time varying slope coefficients," Working Papers in Economics, University of Gothenburg, Department of Economics, number 577, Dec.
- Jui-Chung Yang & Ke-Li Xu, 2013, "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers, Job Market Papers, number pya307, Dec.
- Andrews , Rick L. & Ebbes , Peter, 2013, "Properties of Instrumental Variables Estimation in Logit-Based Demand Models: Finite Sample Results," HEC Research Papers Series, HEC Paris, number 1006, Dec.
- Item repec:hal:journl:hal-00914830 is not listed on IDEAS anymore
- William H Greene & Mark N Harris & Preety Srivastava & Xueyan Zhao, 2013, "Econometric Modelling of Social Bads," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1305, Jul.
- Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson, , "Consistent factor estimation in dynamic factor models with structural instability," Working Paper, Harvard University OpenScholar, number 84631.
- Item repec:dgr:umagsb:2013069 is not listed on IDEAS anymore
- Luca Sala, 2013, "DSGE models in the frequency domain," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 504.
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2013, "Long- versus medium-run identification in fractionally integrated VAR models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 476, Dec.
- Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013, "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 330, Oct.
- Kevin D. Hoover, 2012, "The Role of Hypothesis Testing in the Molding of Econometric Models," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2012-03.
- Kaoru Tone, 2013, "Resampling in DEA," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 13-23, Dec.
- Jäckel, Christoph, 2013, "Model uncertainty and expected return proxies," MPRA Paper, University Library of Munich, Germany, number 51978, Dec.
- Jensen, Mark J & Maheu, John M, 2013, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper, University Library of Munich, Germany, number 52132, Dec.
- Pudney, Stephen & Hancock, Ruth & Morciano, Marcello, 2013, "Nonparametric estimation of a compensating variation: the cost of disability," ISER Working Paper Series, Institute for Social and Economic Research, number 2013-26, Dec.
- Item repec:bot:quadip:123 is not listed on IDEAS anymore
- Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013, "“The use of flexible quantile-based measures in risk assessment”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201323, Dec, revised Dec 2013.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, , "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper, Harvard University OpenScholar, number 84656.
- Kevin D. Hoover, 2012, "On the Reception of Haavelmo’s Econometric Thought," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2012-04.
- Kasy, Maximilian, , "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper, Harvard University OpenScholar, number 33257.