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Report NEP-ECM-2014-04-11
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:
- Timo Teräsvirta & Yukai Yang, 2014, "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-08, Mar.
- Item repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS anymore
- Nicholas Longford, 2014, "On the inefficiency of the restricted maximum likelihood," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1415, Mar.
- Costantini, Mauro & Lupi, Claudio, 2014, "Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14073, Mar.
- Yoshitsugu Kitazawa, 2014, "Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 66, Apr.
- Jose Olmo & William Pouliot, 2014, "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers, Department of Economics, University of Birmingham, number 14-02, Mar.
- A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014, "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-09, Mar.
- Item repec:spo:wpmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS anymore
- Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2014, "A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-926, Mar.
- Li, Yushu & Andersson, Jonas, 2014, "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/12, Mar.
- Yi-Ting Chen & Yu-Chin Hsu & Hung-Jen Wang, 2014, "A Stochastic Frontier Model with an Effect Stochastic Frontier Models with Endogenous Selection," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A006, Apr, revised Sep 2015.
- Item repec:spo:wpecon:info:hdl:2441/6o65lgig8d0qcro9p14826c84 is not listed on IDEAS anymore
- van den Berg, Gerard J. & Effraimidis, Georgios, 2014, "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers, IZA Network @ LISER, number 8083, Mar.
- Chen, Kaihua, 2014, "Weighted Additive DEA Models Associated with Dataset Standardization Techniques," MPRA Paper, University Library of Munich, Germany, number 55072, Feb.
- Nicholas Sander, 2013, "Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2013/09, Dec.
- Christoph Bergmeir & Rob J Hyndman & Jose M Benitez, 2014, "Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/14.
- Gregori Baetschmann & Rainer Winkelmann, 2014, "A dynamic hurdle model for zero-inflated count data: with an application to health care utilization," ECON - Working Papers, Department of Economics - University of Zurich, number 151, Apr.
- Silvia Terzi & Luca Moroni, 2014, "A suggestion for a multivariate concordance coefficient," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0189, Apr.
- Ariel Pakes, 2014, "Behavioral and Descriptive Forms of Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20022, Mar.
- Jennifer Castle & David Hendry & Michael P. Clements, 2014, "Robust Approaches to Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 697, Jan.
- Imbens, Guido W., 2014, "Matching Methods in Practice: Three Examples," IZA Discussion Papers, IZA Network @ LISER, number 8049, Mar.
- Bjerkholt, Olav, 2014, "Promoting Econometrics through econometrica 1933-39," Memorandum, Oslo University, Department of Economics, number 28/2013, Feb.