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Report NEP-ECM-2014-06-02
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:
- Ghysels, Eric & Miller, J. Isaac, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9654, Sep.
- Carlomagno, Guillermo & Espasa, Antoni, 2014, "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141309, May.
- Stelios Arvanitis & Antonis Demos, 2014, "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers, Athens University of Economics and Business, number 1406, May.
- Yiannis Karavias & Elias Tzavalis, 2014, "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/02, Feb.
- Marcellino, Massimiliano & Foroni, Claudia, 2014, "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9815, Feb.
- Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013, "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9655, Sep.
- Edit Rroji & Lorenzo Mercuri, 2014, "Mixed Tempered Stable distribution," Papers, arXiv.org, number 1405.7603, May.
- Sun, Yixiao, 2014, "Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8479f4s2, May.
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014, "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9796, Jan.
- Jorg Breitung & Sandra Eickmeier, 2014, "Analyzing Business and Financial Cycles Using Multi-Level Factor Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-43, May.
- Leo Guelman & Montserrat Guillen & Ana M. Pérez-Marín, 2014, "Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-06, May.
- Herwartz, Helmut, 2014, "Structural analysis with independent innovations," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 208.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014, "Structural FECM: Cointegration in large-scale structural FAVAR models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9858, Mar.
- Massimo Filippini & William Greene, 2014, "Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 14/197, May.
- Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas, 2014, "Gravity model estimation: Fixed effects vs. random intercept poisson pseudo maximum likelihood
[Gravity Modell Schätzung: Fixed Effects vs.Random Intercept Poisson Pseudo Maximum Likelihood]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 148. - Yan, Jin & Yoo, Hong Il, 2014, "The seeming unreliability of rank-ordered data as a consequence of model misspecification," MPRA Paper, University Library of Munich, Germany, number 56285, May.
- Bianchi, Francesco, 2013, "Methods for Measuring Expectations and Uncertainty in Markov-Switching Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9705, Oct.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014, "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9848, Mar.
- Jean-David Fermanian & Hassan Malongo, 2014, "On the stationarity of Dynamic Conditional Correlation models," Papers, arXiv.org, number 1405.6905, May, revised Mar 2016.
- Cláudia Duarte, 2014, "Autoregressive augmentation of MIDAS regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201401.
- Item repec:mpr:mprres:8128 is not listed on IDEAS anymore