Printed from https://ideas.repec.org/n/nep-ecm/2014-02-02.html
Report NEP-ECM-2014-02-02
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:sfb649dp2014-010 is not listed on IDEAS anymore
- Haruo Iwakura, 2014, "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers, Kyoto University, Institute of Economic Research, number 886, Jan.
- A. Geraci & D. Fabbri & C. Monfardini, 2014, "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp921, Jan.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2014, "Supplement To "Weak Identification in Fuzzy Regression Discontinuity Designs"," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2014-3, Jan, revised 02 Mar 2015.
- Helmut Lütkepohl & Anton Velinov, 2014, "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1356.
- Gribisch, Bastian, 2013, "A latent dynamic factor approach to forecasting multivariate stock market volatility," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79823.
- Czudaj, Robert & Hanck, Christoph, 2013, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79734.
- Sacht, Stephen, 2014, "Identification of prior information via moment-matching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-04.
- Maurice J.G. Bun & Teresa D. Harrison, 2014, "OLS and IV estimation of regression models including endogenous interaction terms," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-02, Dec.
- Item repec:ipg:wpaper:2014-25 is not listed on IDEAS anymore
- Bet Caeyers, 2014, "Exclusion bias in empirical social interaction models: causes, consequences and solutions," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2014-05.
- Olivier Ledoit & Michael Wolf, 2014, "Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks," ECON - Working Papers, Department of Economics - University of Zurich, number 137, Jan, revised Feb 2017.
- Paparoditis, Efstathios & Politis, Dimitris N, 2013, "The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0784p55m, Dec.
- Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2014, "Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_01.
- Michał Brzeziński, 2014, "Empirical modeling of the impact factor distribution," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-01.
- John Goddard & Enrico Onali, 2014, "Self-affinity in financial asset returns," Papers, arXiv.org, number 1401.7170, Jan.
- Gianluca Stefani & Marco Tiberti, 2013, "Textbook Estimators of Multiperiod Optimal Hedging Ratios: Methodological Aspects and Application to the European Wheat Market," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_29.rdf.
- Arnab Bhattacharjee & Liqian Cai & Taps Maiti, 2013, "Functional regression over irregular domains," SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University, number 1301.
- Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2014, "Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets," SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University, number 1403.
- M. Duembgen & L. C. G. Rogers, 2014, "Estimate nothing," Papers, arXiv.org, number 1401.5666, Jan.
- Marcus Scheiblecker, 2014, "Direct Versus Indirect Approach in Seasonal Adjustment," WIFO Working Papers, WIFO, number 460, Jan.
- Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013, "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79694.
- Reicher, Christopher Phillip, 2013, "Evaluating misspecification in DSGE models using tests for overidentifying restrictions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79955.
- Item repec:spo:wpmain:info:hdl:2441/6o65lgig8d0qcro9p14826c84 is not listed on IDEAS anymore