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.
- Item repec:wyi:wpaper:002208 is not listed on IDEAS anymore
- 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