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Report NEP-ECM-2014-08-02
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:
- J. Isaac Miller, 2014, "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers, Department of Economics, University of Missouri, number 1412, Jul.
- Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67, Jul.
- Liu-Evans, Gareth, 2014, "A note on approximating moments of least squares estimators," MPRA Paper, University Library of Munich, Germany, number 57543, Jul.
- Bryan S. Graham, 2014, "An econometric model of link formation with degree heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 20341, Jul.
- Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Working Papers, Singapore Management University, School of Economics, number 01-2014, Jun.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014, "Finite Population Causal Standard Errors," NBER Working Papers, National Bureau of Economic Research, Inc, number 20325, Jul.
- Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/21, Jul.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Paper, Norges Bank, number 2014/10, Jul.
- Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/10, Jul.
- Emura, Takeshi & Shiu, Shau-Kai, 2014, "Estimation and model selection for left-truncated and right-censored lifetime data with application to electric power transformers analysis," MPRA Paper, University Library of Munich, Germany, number 57528, Jul.
- Charles E. Gibbons & Juan Carlos Suárez Serrato & Michael B. Urbancic, 2014, "Broken or Fixed Effects?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20342, Jul.
- Vincenzo Atella & Federico Belotti & Domenico Depalo & Andrea Piano Mortari, 2014, ": Measuring spatial effects in presence of institutional constraints: the case of Italian Local Health Authority expenditure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 967, Jul.
- Andras Fulop & Jun Yu, 2014, "Bayesian Analysis of Bubbles in Asset Prices," Working Papers, Singapore Management University, School of Economics, number 04-2014, Jul.