Printed from https://ideas.repec.org/n/nep-ecm/2014-02-21.html
Report NEP-ECM-2014-02-21
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:
- Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 066, Jan.
- Chaohua Dong & Jiti Gao, 2014, "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/14.
- Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014, "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/14.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/14, Jan.
- Yasumasa Matsuda, 2014, "Wavelet Analysis Of Spatio-Temporal Data," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 311, Jan.
- Malay Ghosh & Tatsuya Kubokawa & Yuki Kawakubo, 2014, "Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-918, Feb.
- Item repec:ipg:wpaper:2014-066 is not listed on IDEAS anymore
- Juyoung Cheong & Do Won Kwak & Kam Ki Tang, 2014, "A Within Estimator for Three-Level Data: An Application to the WTO Effect on Trade Flows," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 501, Feb.
- Matthew Masten, 2014, "Random coefficients on endogenous variables in simultaneous equations models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/14, Jan.
- Ryo Kinoshita & Kosuke Oya, 2014, "Measurement of causality change between multiple time series," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-09, Feb.
- Haruo Iwakura & Ryo Okui, 2014, "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 887, Feb.
- Item repec:vuw:vuwecf:3169 is not listed on IDEAS anymore
- Andrew Chesher & Adam Rosen, 2014, "Generalized instrumental variable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/14, Jan.
- M. Atikur Rahman Khan & D.S. Poskitt, 2014, "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/14.
- Stephen Pollock, 2014, "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/04, Feb.
- Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-8.
- Item repec:ipg:wpaper:2014-086 is not listed on IDEAS anymore
- Amélie Charles & Olivier Darné, 2014, "Volatility persistence in crude oil markets," Post-Print, HAL, number hal-00940312, DOI: 10.1016/j.enpol.2013.10.042.
- Stephen Pollock, 2014, "Econometrics: An Historical Guide for the Uninitiated," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/05, Feb.
- Plötz, Patrick, 2014, "How to estimate the probability of rare long-distance trips," Working Papers "Sustainability and Innovation", Fraunhofer Institute for Systems and Innovation Research (ISI), number S1/2014, DOI: 10.24406/publica-fhg-296792.
- Akihiko Takahashi & Yukihiro Tsuzuki, 2014, "A New Improvement Scheme for Approximation Methods of Probability Density Functions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-917, Feb.