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Report NEP-ECM-2014-11-01
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:
- Mehmet Caner & Anders Bredahl Kock, 2014, "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-36, Oct.
- Item repec:hum:wpaper:sfb649dp2014-055 is not listed on IDEAS anymore
- Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014, "Bagging Constrained Equity Premium Predictors," Working Papers, University of California at Riverside, Department of Economics, number 201421, Sep, revised Feb 2013.
- Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers, HAL, number halshs-01065775, Sep.
- Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2014-25, Sep, DOI: 10.20955/wp.2014.025.
- Daniel Cerquera & François Laisney & Hannes Ullrich, 2014, "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1419.
- Item repec:hum:wpaper:sfb649dp2014-059 is not listed on IDEAS anymore
- David Bernstein & Bent Nielsen, 2014, "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W06, Oct.
- 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, University of Pavia, Department of Economics and Management, number 092, Oct.
- 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, Collegio Carlo Alberto, number 361.
- Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2014, "A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects," Economics Series, Institute for Advanced Studies, number 304, Sep.
- Juan C. Arismendi & Herbert Kimura, 2014, "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-08, Aug.
- Nicholas Longford, 2014, "Incompatibility of estimation and policy objectives. An example from small-area estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1447, Oct.
- João Barata R. B. Barroso, 2014, "Realized Volatility as an Instrument to Official Intervention," Working Papers Series, Central Bank of Brazil, Research Department, number 363, Sep.
- John K. Dagsvik & Zhiyang Jia, 2014, "Labor supply as a discrete choice among latent jobs: Unobserved heterogeneity and identification," Discussion Papers, Statistics Norway, Research Department, number 786, Sep.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-034, Oct.