Printed from https://ideas.repec.org/n/nep-ecm/2014-11-22.html
Report NEP-ECM-2014-11-22
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:
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014, "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper, University Library of Munich, Germany, number 59640.
- Li, Kunpeng & Lu, Lina, 2014, "Efficient estimation of heterogeneous coefficients in panel data models with common shock," MPRA Paper, University Library of Munich, Germany, number 59312, Oct.
- Virbickaite, Audrone & Lopes, Hedibert F. & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2014, "Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142819, Oct.
- Item repec:dgr:uvatin:20140103 is not listed on IDEAS anymore
- Qiu, Yumou & Chen, Song Xi, 2014, "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper, University Library of Munich, Germany, number 59641.
- Gloria Gonzalez-Rivera & Wei Lin, 2014, "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers, University of California at Riverside, Department of Economics, number 201429, Sep.
- Item repec:dgr:uvatin:20140105 is not listed on IDEAS anymore
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014, "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-11, Aug.
- Item repec:cep:stiecm:/2014/577 is not listed on IDEAS anymore
- Jason R. Blevins & Garrett T. Senney, 2014, "Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models," Working Papers, Ohio State University, Department of Economics, number 14-02, Oct.
- Item repec:dgr:uvatin:20140092 is not listed on IDEAS anymore
- Ladislav Kristoufek, 2014, "Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales," Papers, arXiv.org, number 1411.0496, Nov, revised Jan 2015.
- Chollete, Loran & Pena, Victor de la & Segers , Johan, 2014, "Spurious Dependence," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/10, Aug.
- Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014, "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series, Institute for Advanced Studies, number 307, Oct.
- Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014, "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-06.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014, "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/02, Aug.
- Sripad Motiram, 2014, "The Cult of statistical significance - A Review," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-038, Sep.
- Gloria Gonzalez-Rivera & Yingying Sun, 2014, "Density Forecast Evaluation in Unstable Environments," Working Papers, University of California at Riverside, Department of Economics, number 201428, Aug.
- Yang, Bill Huajian, 2014, "Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework," MPRA Paper, University Library of Munich, Germany, number 59025, Mar.
- Luca Onorante & Adrian E. Raftery, 2014, "Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window," Papers, arXiv.org, number 1410.7799, Oct.