Report NEP-ECM-2014-01-17

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:

• Jason R. Blevins, 2013, "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers, Ohio State University, Department of Economics, number 13-02, Dec.
• Manuel Lukas & Eric Hillebrand, 2014, "Bagging Weak Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-01, Jan.
• Brännäs, Kurt, 2014, "Simultaneity in the Multivariate Count Data Autoregressive Model," Umeå Economic Studies, Umeå University, Department of Economics, number 870, Jan.
• Jan F. KIVIET & Jerzy NIEMCZYK, 2013, "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1311, Nov.
• Item repec:cep:stiecm:/2014/571 is not listed on IDEAS anymore

• Claudia Foroni & Massimiliano Marcellino, 2014, "Mixed frequency structural VARs," Working Paper, Norges Bank, number 2014/01, Jan.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014, "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19792, Jan.
• Bai, Jushan & Ando, Tomohiro, 2013, "Panel data models with grouped factor structure under unknown group membership," MPRA Paper, University Library of Munich, Germany, number 52782, Dec.
• Anton Velinov, 2013, "Can Stock Price Fundamentals Properly be Captured?: Using Markov Switching in Heteroskedasticity Models to Test Identification Schemes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1350.
• William Greene & Mark N Harris & Christopher Spencer, 2014, "Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_01, Jan, revised Jan 2014.
• Dimitrios D. Thomakos & Fotis Papailias, 2013, "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series, Rimini Centre for Economic Analysis, number 66_13, Dec.
• Riccardo LUCCHETTI & Claudia PIGINI, 2014, "A simple and effective misspecification test for the double-hurdle model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 397, Jan.
• Dimitra Chatzi & Dikaios Tserkezos, 2014, "Testing the Linearity of a Time Series," Working Papers, University of Crete, Department of Economics, number 1401, Oct.
• Dikaios Tserkezos, 2013, "Temporal Aggregation and the Ramsey's Test for Functional Form: Results from Empirical and Monte Carlo experiment," Working Papers, University of Crete, Department of Economics, number 1309, Dec.
• Helmut Lütkepohl, 2014, "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1351.
• Dikaios Tserkezos, 2013, "Temporal Aggregation and Systematic Sampling Effects on Non Linear Granger Causality Tests between Trade Volume and Returns. Some Monte Carlo and Empirical Results from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 1310, Dec.
• Thomas-Agnan, Christine & Laurent, Thibault & Goulard, Michel, 2013, "About predictions in spatial autoregressive models : Optimal and almost optimal strategies," TSE Working Papers, Toulouse School of Economics (TSE), number 13-452, Dec, revised Dec 2016.
• Daouia, Abdelaati & Noh, Hohsuk & Park, Byeong U., 2013, "Data envelope fitting with constrained polynomial splines," TSE Working Papers, Toulouse School of Economics (TSE), number 13-449, Nov.
• Hoornweg, V., 2013, "Some Tools for Robustifying Econometric Analyses," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50163, Nov.
• Bai, Jushan & Ando, Tomohiro, 2013, "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper, University Library of Munich, Germany, number 52785, Jul, revised Dec 2013.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
• Marco Bee & Diego GIuliani & Giuseppe Espa, 2013, "Approximate Maximum Likelihood Estimation of the Autologistic Model," DEM Discussion Papers, Department of Economics and Management, number 2013/12.
• Marcos Bujosa Brun & Alfredo García Hiernaux, 2013, "Identifymg series with common trends to improve forecats of their aggregate
  [Identificación de series con tendencias comunes para mejorar las previsiones de agregados]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 13-02.
• Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer, 2013, "Mathematical framework for pseudo-spectra of linear stochastic difference equations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-13, Apr, revised May 2015.
• Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013, "Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares," Economics Discussion Paper Series, Economics, The University of Manchester, number 1328.
• Anna Zaremba & Tomaso Aste, 2014, "Measures of Causality in Complex Datasets with application to financial data," Papers, arXiv.org, number 1401.1457, Jan, revised Jun 2014.
• Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014, "On various confidence intervals post-model-selection," MPRA Paper, University Library of Munich, Germany, number 52858.
• Item repec:imf:imfwpa:13/257 is not listed on IDEAS anymore

• Beaudry, Paul & Portier, Franck & Seymen, Atılım, 2013, "Comparing two methods for the identification of news shocks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-110.
• George Ploubidis, 2013, "The role of sensitivity analysis in estimating causal pathways from observational data," Italian Stata Users' Group Meetings 2013, Stata Users Group, number 01, Nov.
• Sarah Brown & Alan S Duncan & Mark N Harris & Jennifer Roberts & Karl Taylor, 2014, "A Zero Inflated Regression Model for Grouped Data," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1401, Jan.
• A. Girardi & R. Golinelli & C. Pappalardo, 2014, "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp919, Jan.
• Chang, C-L. & McAleer, M.J., 2013, "Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-34, Oct.

Report NEP-ECM-2014-01-17

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: