Report NEP-ECM-2014-11-01This 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.
The following items were announced in this report:
- Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
- Markus Bibinger & Markus Reiss & Nikolaus Hautsch & Peter Malec, 2014. "Estimating the Spot Covariation of Asset Prices â€“ Statistical Theory and Empirical Evidence," SFB 649 Discussion Papers SFB649DP2014-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
- Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers halshs-01065775, HAL.
- Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
- Daniel Cerquera & François Laisney & Hannes Ullrich, 2014. "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin 1419, DIW Berlin, German Institute for Economic Research.
- Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle, 2014. "Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers SFB649DP2014-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- David Bernstein & Bent Nielsen, 2014. "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford.
- Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014. "Testing for no factor structures: on the use of average-type and Hausman-type statistics," DEM Working Papers Series 092, University of Pavia, Department of Economics and Management.
- Charles F. Manski & Aleksey Tetenov, 2014. "The Quantile Performance Of Statistical Treatment Rules Using Hypothesis Tests To Allocate A Population To Two Treatments," Carlo Alberto Notebooks 361, Collegio Carlo Alberto.
- Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2014. "A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects," Economics Series 304, Institute for Advanced Studies.
- Juan C. Arismendi & Herbert Kimura, 2014. "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance icma-dp2014-08, Henley Business School, Reading University.
- Nicholas Longford, 2014. "Incompatibility of estimation and policy objectives. An example from small-area estimation," Economics Working Papers 1447, Department of Economics and Business, Universitat Pompeu Fabra.
- João Barata R. B. Barroso, 2014. "Realized Volatility as an Instrument to Official Intervention," Working Papers Series 363, Central Bank of Brazil, Research Department.
- John K. Dagsvik & Zhiyang Jia, 2014. "Labor supply as a discrete choice among latent jobs: Unobserved heterogeneity and identification," Discussion Papers 786, Statistics Norway, Research Department.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.