Printed from https://ideas.repec.org/n/nep-ecm/2014-07-21.html
Report NEP-ECM-2014-07-21
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:
- Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014, "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1412, Jun.
- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014, "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1413, Jun.
- García de la Fuente, Cristina & Galeano San Miguel, Pedro & Wiper, Michael Peter, 2014, "Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141711, Jun.
- Millo, Giovanni, 2014, "Robust standard error estimators for panel models: a unifying approach," MPRA Paper, University Library of Munich, Germany, number 54954, Jul.
- Joshua C.C. Chan & Angelia L. Grant, 2014, "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-51, Jul.
- Carnero Fernández, María Ángeles & Pérez, Ana & Ruiz Ortega, Esther, 2014, "Identification of asymmetric conditional heteroscedasticity in the presence of outliers," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141912, Jul.
- Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/19, Jul.
- Eleanor Sanderson & Frank Windmeijer, 2014, "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/644, Jun, revised 27 May 2015.
- H. Öztaş Ayhan & Michael Greenacre, 2015, "Identifying Inliers," Working Papers, Barcelona School of Economics, number 763, Sep.
- Item repec:cte:wsrepe:we141410 is not listed on IDEAS anymore
- Hashem Pesaran & Ron Smith, 2014, "Tests of Policy Ineffectiveness in Macroeconometrics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1415, Jun.
- Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1409, Jul.
- M. Hashem Pesaran & Ron P Smith, 2014, "Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1406, Jun.
- Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
- John Goddard & Phil Molyneux & Jonathan Williams, 2013, "Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13011, Sep.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014, "Exploiting the monthly data-flow in structural forecasting," Discussion Papers, Centre for Macroeconomics (CFM), number 1416, Jun.
- Rodolfo G. Campos & Iliana Reggio, 2013, "Measurement error in imputation procedures," Working Papers, Banco de España, number 1322, Dec.