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Report NEP-ECM-2014-10-22
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:
- Yiannis Karavias & Elias Tzavalis, 2014, "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/03, Mar.
- Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
- Stelios Arvanitis & Antonis Demos, , "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers, Athens University of Economics and Business, number 1411, revised 23 Sep 2014.
- Shew Fan Liu & Zhenlin Yang, 2014, "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers, Singapore Management University, School of Economics, number 15-2014, Sep.
- Harry H. Kelejian & Gianfranco Piras, 2012, "Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-02, Oct.
- Yao Luo & Isabelle Perrigne & Quang Vuong, 2014, "Structural Analysis of Nonlinear Pricing," Working Papers, University of Toronto, Department of Economics, number tecipa-518, Oct.
- Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1445, Sep.
- Roger Bivand & Gianfranco Piras, 2013, "Comparing Implementations of Estimation Methods for Spatial Econometrics," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-01, Jan.
- Christophe Ley, 2014, "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-42, Sep.
- Jir^o Akahori & Nien-Lin Liu & Maria Elvira Mancino & Yukie Yasuda, 2014, "The Fourier estimation method with positive semi-definite estimators," Papers, arXiv.org, number 1410.0112, Oct.
- Item repec:hum:wpaper:sfb649dp2014-053 is not listed on IDEAS anymore
- Jose Apesteguia & Miguel A. Ballester, 2014, "Discrete choice estimation of risk aversion," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1443, Sep.
- Matteo Formenti, 2014, "Mean of Ratios or Ratio of Means: statistical uncertainty applied to estimate Multiperiod Probability of Defaul," Papers, arXiv.org, number 1409.4896, Sep.