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Report NEP-ECM-2014-10-03
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:
- Badi Baltagi & Chihwa Kao & Long Liu, 2014, "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 170, Jul.
- Arnaud Dufays, 2014, "On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers," Working Paper Research, National Bank of Belgium, number 263, Sep.
- Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
- Zhu, Weixuan & Marín Díazaraque, Juan Miguel & Leisen, Fabrizio, 2014, "A Bootstrap Likelihood approach to Bayesian Computation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142517, Sep.
- M. E. Bontempi & I. Mammi, 2014, "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp960, Aug.
- Leschinski, Christian & Sibbertsen, Philipp, 2014, "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-535, Sep.
- Aman Ullah & Yong Bao & Yun Wang, 2014, "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers, University of California at Riverside, Department of Economics, number 201413, Sep.
- Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014, "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers, University of California at Riverside, Department of Economics, number 201411, Sep.
- Item repec:hum:wpaper:sfb649dp2014-042 is not listed on IDEAS anymore
- Timothy B. Armstrong, 2014, "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1957, Aug, revised Oct 2014.
- Atsushi Inoue & Lu Jin & Barbara Rossi, 2014, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1435, Jun, revised Apr 2016.
- Roberto Leon-Gonzalez, 2014, "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," Working Paper series, Rimini Centre for Economic Analysis, number 19_14, Sep.
- Jones, A. & Lomas, J. & Rice, N., 2014, "Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/26, Aug.
- van der Weide, Roy, 2014, "GLS estimation and empirical bayes prediction for linear mixed models with Heteroskedasticity and sampling weights : a background study for the POVMAP project," Policy Research Working Paper Series, The World Bank, number 7028, Sep.
- Yevgeniy Kovchegov & Nese Yildiz, 2014, "Orthogonal Polynomials for Seminonparametric Instrumental Variables Model," Papers, arXiv.org, number 1409.1620, Sep.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014, "Have standard VARs remained stable since the crisis?," Working Paper, Norges Bank, number 2014/13, Sep.
- Paola Cerchiello & Paolo Giudici, 2014, "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 086, Sep.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014, "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers, Athens University of Economics and Business, number 1410, Sep.
- Prados de la Escosura, Leandro, 2014, "Mismeasuring long run growth : the bias from spliced national accounts," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp14-04, Sep.