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Report NEP-ECM-2014-03-22
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:
- Rasmus Søndergaard Pedersen, 2014, "Targeting estimation of CCC-Garch models with infinite fourth moments," Discussion Papers, University of Copenhagen. Department of Economics, number 14-04, Feb.
- Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan, 2014, "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A004, Mar, revised Oct 2014.
- Seojeong Lee, 2014, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers, School of Economics, The University of New South Wales, number 2014-02, Jan.
- Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J., 2014, "CCE estimation of factor-augmented regression models with more factors than observables," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 007, Jan, DOI: 10.26481/umagsb.2014007.
- Smeekes, S. & Urbain, J.R.Y.J., 2014, "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Jan, DOI: 10.26481/umagsb.2014008.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche, CIRPEE, number 1413.
- Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws140503, Feb.
- Item repec:dgr:rugsom:14008-eef is not listed on IDEAS anymore
- Philipp Arbenz & Mathieu Cambou & Marius Hofert, 2014, "An importance sampling approach for copula models in insurance," Papers, arXiv.org, number 1403.4291, Mar, revised Apr 2015.
- Tao Chen & Gautam Tripathi, 2014, "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-04.
- Item repec:dnb:dnbwpp:417 is not listed on IDEAS anymore
- Tomasz Skoczylas, 2014, "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-06.
- Yamin Ahmad & Luiggi Donayre, 2014, "Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?," Working Papers, UW-Whitewater, Department of Economics, number 14-02, Mar.
- Westerlund, Joakim & Reese, Simon, 2014, "Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors," Working Papers, Lund University, Department of Economics, number 2014:8, Feb, revised 27 Jan 2014.
- Yamin Ahmad & Ivan Paya, 2014, "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers, UW-Whitewater, Department of Economics, number 14-01, Jan.
- Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas, 2014, "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8024, Mar.
- Giuseppe arbia, 2014, "Least quartic Regression Criterion with Application to Finance," Papers, arXiv.org, number 1403.4171, Mar.
- K. Sudhir & Nathan Yang, 2014, "Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1941, Mar.
- Guido Imbens, 2014, "Instrumental Variables: An Econometrician's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 19983, Mar.