Printed from https://ideas.repec.org/n/nep-ecm/2014-05-09.html
Report NEP-ECM-2014-05-09
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:
- Zongwu Cai & Huaiyu Xiong, 2013, "Effient Estimation of Partially Varying Coefficient Instrumental Variables Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2014, "Estimation and Prediction Intervals in Transformed Linear Mixed Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-930, Apr.
- Harald Badinger & Peter Egger, 2014, "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp173, Apr.
- Ying Chen & Bo Li & Linlin Niu, 2013, "A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-12-05, Dec.
- Item repec:spo:wpmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS anymore
- Ying Fang, 2013, "GMM with Weak Identification and Near Exogenneity," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Karyne B. Charbonneau, 2014, "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers, Bank of Canada, number 14-17, DOI: 10.34989/swp-2014-17.
- Gery Geenens & Arthur Charpentier & Davy Paindaveine, 2014, "Probit Transformation for Nonparametric Kernel Estimation of the Copula Density," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-23, Apr.
- Zongwu Cai & Qi Li, 2013, "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Lechner, Michael & Strittmatter, Anthony, 2014, "Practical Procedures to Deal with Common Support Problems in Matching Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1410, Apr.
- Item repec:wyi:wpaper:002020 is not listed on IDEAS anymore
- Federico Carlini & Katarzyna Lasak, 2014, "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-15, Apr.
- Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang, 2013, "A New Test for Superior Predictive Ability," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013, "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Stefan Skowronek & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2014, "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ecares 2014-24, Apr.
- Item repec:wyi:journl:002174 is not listed on IDEAS anymore
- Ming Lin & Changjiang Liu & Linlin Niu, 2013, "Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Item repec:wyi:wpaper:002040 is not listed on IDEAS anymore
- Ahmed, Mumtaz & Zaman, Asad, 2014, "A Minimax Bias Estimator for OLS Variances under Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 55724.
- Item repec:wyi:wpaper:001985 is not listed on IDEAS anymore
- Cinzia Daraio & Leopold Simar, 2014, "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2014-07.
- Nassim N Taleb & Raphael Douady, 2014, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers, arXiv.org, number 1405.1791, May, revised Nov 2014.
- Fukang Zhu & Zongwu Cai & Liang Peng, 2014, "Predictive regressions for macroeconomic data," Papers, arXiv.org, number 1404.7642, Apr.
- Zongwu Cai & Xian Wang, 2013, "Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Item repec:wyi:journl:002173 is not listed on IDEAS anymore