Report NEP-ECM-2014-11-17
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.
Other reports in NEP-ECM
The following items were announced in this report:
- István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014. "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 14-118/III, Tinbergen Institute, revised 31 Mar 2016.
- Item repec:dgr:uvatin:20140061 is not listed on IDEAS anymore
- Gustavo Fruet Dias & George Kapetanios, 2014. "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers 2014-37, Department of Economics and Business Economics, Aarhus University.
- Preinerstorfer, David, 2014. "Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators," MPRA Paper 58333, University Library of Munich, Germany.
- Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers 14-046/III, Tinbergen Institute.
- Arie ten Cate, 2014. "Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model," CPB Discussion Paper 284, CPB Netherlands Bureau for Economic Policy Analysis.
- Item repec:dgr:uvatin:20140089 is not listed on IDEAS anymore
- Shutes, Karl & Adcock, Chris, 2013. "Regularized Extended Skew-Normal Regression," MPRA Paper 58445, University Library of Munich, Germany, revised 09 Sep 2014.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Ciuiu, Daniel, 2013. "Qualitative variables and their reduction possibility. Application to time series models," MPRA Paper 59284, University Library of Munich, Germany, revised Aug 2013.
- YAMAGUCHI Kazuo, 2014. "Decomposition of Gender or Racial Inequality with Endogenous Intervening Covariates: An extension of the DiNardo-Fortin-Lemieux method," Discussion papers 14061, Research Institute of Economy, Trade and Industry (RIETI).
- Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014. "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers 14-119/III, Tinbergen Institute, revised 14 Sep 2014.
- Raffaella Calabrese & Silvia Osmetti, 2014. "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers 1411.1348, arXiv.org.
- Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
- Michel Beine & Simone Bertoli & Jesús Fernández-Huertas Moraga, 2014. "A practitioners' guide to gravity models of international migration," DEM Discussion Paper Series 14-24, Department of Economics at the University of Luxembourg.
- Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Generalized Autocontours: Evaluation of Multivariate Density Models," Working Papers 201431, University of California at Riverside, Department of Economics.
- Wolfgang Karl Härdle & Natalia Sirotko-Sibirskaya & Weining Wang, 2014. "TENET: Tail-Event driven NETwork risk," SFB 649 Discussion Papers SFB649DP2014-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Item repec:dgr:uvatin:20140090 is not listed on IDEAS anymore
- Olivier Schöni, 2014. "Asymptotic Properties of Imputed Hedonic Price Indices," SERC Discussion Papers 0166, Centre for Economic Performance, LSE.