Printed from https://ideas.repec.org/n/nep-ecm/2014-01-10.html
Report NEP-ECM-2014-01-10
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:hum:wpaper:sfb649dp2014-003 is not listed on IDEAS anymore
- Patrick M. Kline, 2014, "A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19784, Jan.
- Item repec:hum:wpaper:sfb649dp2014-002 is not listed on IDEAS anymore
- Shonosuke Sugasawa & Tatsuya Kubokawa, 2013, " Parametric Transformed Fay-Herriot Model for Small Area Estimation ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-911, Dec.
- Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013, "Bayesian Inference of Multiscale Stochastic Conditional Duration Models," Working Paper series, Rimini Centre for Economic Analysis, number 63_13, Dec.
- Kazumitsu Nawata & Michael McAleer, 2014, "The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/02, Jan.
- Simon A. Broda & Raymond Kan, 2013, "On Distributions of Ratios," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-10, Dec.
- Roberto Leon-Gonzalez & Fuyu Yang, 2014, "Bayesian Inference and Forecasting in the Stationary Bilinear Model," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 055, Jan.
- Arias, Jonas E. & Rubio-RamÃrez, Juan F. & Waggoner, Daniel F., 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers, CEPREMAP, number 30, Jan.
- Ting Ting Chen & Tetsuya Takaishi, 2013, "Empirical Study of the GARCH model with Rational Errors," Papers, arXiv.org, number 1312.7057, Dec.
- Jiaqi Chen & Michael Tindall, 2013, "The structure of a machine-built forecasting system," Occasional Papers, Federal Reserve Bank of Dallas, number 13-1.
- Item repec:hum:wpaper:sfb649dp2014-001 is not listed on IDEAS anymore
- Jakub Nowotarski & Rafal Weron, 2013, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/12, Dec.
- Emmanuel Bacry & Jean-Francois Muzy, 2014, "Second order statistics characterization of Hawkes processes and non-parametric estimation," Papers, arXiv.org, number 1401.0903, Jan, revised Feb 2015.
- Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
- Joshua Angrist, 2013, "The Perils of Peer Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19774, Dec.
- Leonardo Bargigli, 2013, "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_25.rdf.