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.

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 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Hannah Frick & Carolin Strobl & Achim Zeileis, 2013. "Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications," Working Papers 2013-36, Faculty of Economics and Statistics, Universität Innsbruck.
• Felix Chan, 2013. "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series WP1306, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
• Sato, Yoshihiro & Söderbom, Måns, 2013. "System GMM estimation of panel data models with time varying slope coefficients," Working Papers in Economics 577, University of Gothenburg, Department of Economics.
• 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 pya307, Job Market Papers.
• Andrews , Rick L. & Ebbes , Peter, 2013. "Properties of Instrumental Variables Estimation in Logit-Based Demand Models: Finite Sample Results," HEC Research Papers Series 1006, HEC Paris.
• 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 WP1305, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
• Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson, "undated". "Consistent factor estimation in dynamic factor models with structural instability," Working Paper 84631, Harvard University OpenScholar.
• Heinemann, A., 2013. "Sieve bootstrapping in the Lee-Carter model," Research Memorandum 069, Maastricht University, Graduate School of Business and Economics (GSBE).
• Luca Sala, 2013. "DSGE models in the frequency domain," Working Papers 504, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• 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 476, University of Regensburg, Department of Economics.
• 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 330, Central Bank of Brazil, Research Department.
• 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 2012-03, Center for the History of Political Economy.
• Kaoru Tone, 2013. "Resampling in DEA," GRIPS Discussion Papers 13-23, National Graduate Institute for Policy Studies.
• Jäckel, Christoph, 2013. "Model uncertainty and expected return proxies," MPRA Paper 51978, University Library of Munich, Germany.
• Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
• Pudney, Stephen & Hancock, Ruth & Morciano, Marcello, 2013. "Nonparametric estimation of a compensating variation: the cost of disability," ISER Working Paper Series 2013-26, Institute for Social and Economic Research.
• 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 201323, University of Barcelona, Research Institute of Applied Economics, revised Dec 2013.
• Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
• Kevin D. Hoover, 2012. "On the Reception of Haavelmo’s Econometric Thought," Center for the History of Political Economy Working Paper Series 2012-04, Center for the History of Political Economy.
• Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.