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Report NEP-ECM-2014-09-05
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:
- David M. Kaplan, 2014, "Nonparametric Inference on Quantile Marginal Effects," Working Papers, Department of Economics, University of Missouri, number 1413, Aug.
- Kusdhianto Setiawan & Koichi Maekawa, 2014, "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014, EcoMod, number 7002, Jul.
- Matias D. Cattaneo & Michael Jansson, 2014, "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-25, Jul.
- Ladislav Kristoufek, 2014, "Spectrum-based estimators of the bivariate Hurst exponent," Papers, arXiv.org, number 1408.6637, Aug, revised Nov 2014.
- Item repec:emo:wp2003:1408 is not listed on IDEAS anymore
- Item repec:emo:wp2003:1409 is not listed on IDEAS anymore
- Marcio Laurini & Alberto Ohashi, 2014, "A Noisy Principal Component Analysis for Forward Rate Curves," Papers, arXiv.org, number 1408.6279, Aug.
- Andrew Gelman & Guido Imbens, 2014, "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20405, Aug.
- Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
- Florian Huber, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp179, Jul.
- Enrique Martínez García & Mark A. Wynne, 2014, "Assessing Bayesian model comparison in small samples," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 189, Aug, DOI: 10.24149/gwp189.
- Hyeon-Seung Huh & Lance Fisher & Adrian Pagan, 2014, "Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables," EcoMod2014, EcoMod, number 7225, Jul.
- Harry-Paul Vander Elst & David Veredas, 2014, "Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-35, Aug.
- Liudas Giraitis & George Kapetanios & Konstantinos Theodoridis & Tony Yates, 2014, "Estimating time-varying DSGE models using minimum distance methods," Bank of England working papers, Bank of England, number 507, Aug.