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Report NEP-ECM-2014-07-28
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:
- K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014, "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/14.
- Demetrescu, Matei & Sibbertsen, Philipp, 2014, "Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-531, Jul.
- Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.
- Aryal, Gaurab & Gabrielli, Maria F. & Vuong, Quang, 2014, "Semiparametric Estimation of First-Price Auction Models," MPRA Paper, University Library of Munich, Germany, number 57340, Jul.
- William C. Horrace & Christopher F. Parmeter, 2014, "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 166, Apr.
- Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone, 2014, "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 167, Apr.
- Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
- Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014, "Bayesian Exploratory Factor Analysis," Working Papers, Human Capital and Economic Opportunity Working Group, number 2014-014, Jul.
- Long, Ting-Hsuan & Emura, Takeshi, 2014, "A control chart using copula-based Markov chain models," MPRA Paper, University Library of Munich, Germany, number 57419, Jul.
- Michal Sawa & Dariusz Grech, 2014, "Identification of cross and autocorrelations in time series within an approach based on Wigner eigenspectrum of random matrices," Papers, arXiv.org, number 1407.4702, Jul.
- Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014, "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper, University Library of Munich, Germany, number 57485, Jul.
- Jason R. Blevins, 2014, "Structural Estimation of Sequential Games of Complete Information," Working Papers, Ohio State University, Department of Economics, number 14-01, Jul.
- Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014, "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0192, Jul.
- Azari Soufiani, Hossein & Diao, Hansheng & Lai, Zhenyu & Parkes, David C., 2013, "Generalized Random Utility Models with Multiple Types," Scholarly Articles, Harvard University Department of Economics, number 12363923.
- Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2015, "A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets," Working Paper, Economics Department, Queen's University, number 1327, Nov.