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Report NEP-ECM-2014-04-18
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:
- Xiaohong Chen & Demian Pouzo, 2013, "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1897R, May, revised Apr 2014.
- Yukai Yang, 2014, "Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-11, Apr.
- Jin, Xin & Maheu, John M, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," MPRA Paper, University Library of Munich, Germany, number 55243, Apr.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/14, Apr.
- Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-12, Apr.
- Prosper Dovonon & Silvia Gonçalves, 2014, "Bootstrapping the GMM overidentification test Under first-order underidentification," CIRANO Working Papers, CIRANO, number 2014s-25, Apr.
- Bertrand Caudelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-18.
- Maciej Kostrzewski, 2014, "Bayesian DEJD model and detection of asymmetric jumps," Papers, arXiv.org, number 1404.2050, Apr.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014, "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/14, Apr.
- Guy Tchuente & Marine Carrasco, 2013, "Regularized LIML for many instruments," CIRANO Working Papers, CIRANO, number 2013s-20, Jul.
- Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014, "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 8084, Mar.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014, "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 55059, Mar.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013, "Modeling Multivariate Data Revisions," CIRANO Working Papers, CIRANO, number 2013s-44, Nov.
- Item repec:qmw:qmwecw:wp713 is not listed on IDEAS anymore
- Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014, "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/14, Mar.
- Tsukasa Ishigaki & Nobuhiko Terui & Tadahiko Sato & Greg M. Allenby, 2014, "A Large-Scale Marketing Model using Variational Bayes Inference for Sparse Transaction Data," TMARG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 114, Jan.
- Hong Pi & Carsten Peterson, 2014, "Estimating nonlinear regression errors without doing regression," Papers, arXiv.org, number 1404.3219, Apr.
- Guy Tchuente & Marine Carrasco, 2013, "Efficient estimation with many weak instruments using regularization techniques," CIRANO Working Papers, CIRANO, number 2013s-21, Jul.
- Dirk Temme & Adamantios Diamantopoulos & Vanessa Pfegfeidel, 2014, "Specifying Formatively-measured Constructs In Endogenous Positions In Structural Equation Models: Caveats and Guidelines For Researchers," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP14005, Apr.
- Item repec:mpr:mprres:7874 is not listed on IDEAS anymore
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2014, "Fuzzy Changes-in Changes," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 184.
- Matthew Blackwell & James Honaker & Gary King, , "A Unified Approach to Measurement Error and Missing Data: Details and Extensions," Working Paper, Harvard University OpenScholar, number 161326.
- Item repec:qmw:qmwecw:wp714 is not listed on IDEAS anymore