Report NEP-ECM-2014-07-13

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:

• Item repec:syb:wpbsba:2123/11431 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20140073 is not listed on IDEAS anymore

• Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014, "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers, University of Mannheim, Department of Economics, number 14-18.
• Abdelhamid Ouakasse & Guy Melard, 2014, "On-line estimation of ARMA models using Fisher-scoring," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/13844.
• Jentsch, Carsten & Leucht, Anne, 2014, "Bootstrapping Sample Quantiles of Discrete Data," Working Papers, University of Mannheim, Department of Economics, number 14-15.
• Elbers, Chris & van der Weide, Roy, 2014, "Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality," Policy Research Working Paper Series, The World Bank, number 6962, Jul.
• Item repec:dgr:uvatin:20140074 is not listed on IDEAS anymore

• Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014, "Dependent wild bootstrap for the empirical process," Working Papers, University of Mannheim, Department of Economics, number 35246.
• Giorgio Calzolari & Laura Magazzini, 2014, "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers, University of Verona, Department of Economics, number 12/2014, Jul.
• Item repec:dgr:uvatin:20140061 is not listed on IDEAS anymore

• Bertille Antoine & Otilia Boldea, 2014, "Efficient Inference with Time-Varying Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-03, Jun.
• Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
• Item repec:dgr:uvatin:20140046 is not listed on IDEAS anymore

• Giovanni Forchini, 2014, "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0114, Jun.
• Niels Haldrup & Robinson Kruse, 2014, "Discriminating between fractional integration and spurious long memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-19, Jun.
• Arun G. Chandrasekhar & Matthew O. Jackson, 2014, "Tractable and Consistent Random Graph Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20276, Jul.
• Desire Kedagni & Ismael Mourifie, 2014, "Tightening Bounds In Triangular Systems," Working Papers, University of Toronto, Department of Economics, number tecipa-515, Jul.
• Karapanagiotidis, Paul, 2014, "Dynamic modeling of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56805, Jun.
• Vallejos, Catalina & Steel, Mark F. J., 2014, "Bayesian Survival Modelling of University Outcomes," MPRA Paper, University Library of Munich, Germany, number 57185, May.
• Item repec:dgr:uvatin:20140072 is not listed on IDEAS anymore

• Rubio, Francisco Javier & Steel, Mark F. J., 2014, "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper, University Library of Munich, Germany, number 57102, Jun.
• Ismael Mourifie & Yuanyuan Wan, 2014, "Testing Local Average Treatment Effect Assumptions," Working Papers, University of Toronto, Department of Economics, number tecipa-514, Jul.
• Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
• Item repec:dgr:uvatin:20140057 is not listed on IDEAS anymore

Report NEP-ECM-2014-07-13

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: