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Report NEP-ECM-2014-11-07
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:
- Ulrich Hounyo, 2014, "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-35, Oct.
- Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2014, "Ordinary Least Squares Estimation for a Dynamic Game," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_19, Oct, revised 23 Feb 2015.
- Marc Hallin & Davide La Vecchia, 2014, "Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-45, Oct.
- Giacomo Sbrana & Andrea Silvestrini, 2014, "Random switching exponential smoothing and inventory forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 971, Jul.
- Timothy B. Armstrong, 2014, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960, Oct.
- Nikolay, Iskrev, 2014, "Choosing the variables to estimate singular DSGE models: Comment," Dynare Working Papers, CEPREMAP, number 41, Oct.
- van de Velden, M. & Iodice D' Enza, A. & Palumbo, F., 2014, "Cluster Correspondence Analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-24, Oct.
- Sylvia Kaufmann, 2014, "K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 14.04, Feb.