Printed from https://ideas.repec.org/n/nep-ecm/2014-09-25.html
Report NEP-ECM-2014-09-25
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:
- Gianfranco Piras & Ingmar R. Prucha, 2013, "On the Finite Sample Properties of Pre-test Estimators of Spatial Models," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-07, Oct.
- Isabelle Charlier & Davy Paindaveine & Jérôme Saracco, 2014, "Conditional Quantile Estimation Based on Optimal Quantization: from Theory to Practice," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-39, Sep.
- Item repec:cte:wsrepe:es142416 is not listed on IDEAS anymore
- Michael Creel & Dennis Kristensen, 2014, "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-30, Aug.
- Joseph Cummins, 2013, "On the Use and Misuse of Child Height-for-Age Z-score in the Demographic and Health Surveys," Working Papers, University of California at Riverside, Department of Economics, number 201417, Aug.
- Aman Ullah & Alan T.K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2014, "A Semiparametric Generalized Ridge Estimator and Link with Model Averaging," Working Papers, University of California at Riverside, Department of Economics, number 201412, Sep.
- Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Value-at-Risk Using High Frequency Information," Working Papers, University of California at Riverside, Department of Economics, number 201409, Sep.
- Tetsuya Takaishi, 2014, "Analysis of Spin Financial Market by GARCH Model," Papers, arXiv.org, number 1409.0118, Aug.
- Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014, "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 169, Jul.
- Item repec:hum:wpaper:sfb649dp2014-040 is not listed on IDEAS anymore
- Mauricio Romero & ÔøΩlvaro Riascos & Diego Jara, 2014, "A derivation of the optimal answer-copying index and some applications," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12061, Aug.
- Tae-Hwy Lee & Weiping Yang, 2014, "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers, University of California at Riverside, Department of Economics, number 201406, Sep.