Printed from https://ideas.repec.org/n/nep-ecm/2014-08-25.html
Report NEP-ECM-2014-08-25
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:cep:stiecm:/2014/575 is not listed on IDEAS anymore
- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Working Papers, Singapore Management University, School of Economics, number 07-2014, Aug.
- Junhui Qian & Liangjun Su, 2014, "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers, Singapore Management University, School of Economics, number 06-2014, Aug.
- W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot, 2014, "A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/22, Aug.
- Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014, "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper, University Library of Munich, Germany, number 57871, Aug.
- Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-20, Aug.
- Trojan, Sebastian, 2014, "Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1425, Aug.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2014, "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers, Singapore Management University, School of Economics, number 09-2014, Aug.
- Emura, Takeshi & Chen, Yi-Hau, 2014, "Gene selection for survival data under dependent censoring: a copula-based approach," MPRA Paper, University Library of Munich, Germany, number 58043, May.
- Marinho Bertanha & Petra Moser, 2014, "Spatial Errors in Count Data Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 20374, Aug.
- Steve Gibbons & Henry G. Overman & Eleonora Patacchini, 2014, "Spatial Methods," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0162, Aug.
- John Morrow, 2014, "Benford's Law, Families of Distributions and a Test Basis," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1291, Aug.
- Angela Gu & Patrick Zeng, 2014, "Sector-Based Factor Models for Asset Returns," Papers, arXiv.org, number 1408.2794, Aug.