Report NEP-ECM-2014-11-28

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Christophe Ley & Thomas Verdebout, 2014. "Skew-rotsymmetric Distributions on Unit Spheres and Related Efficient Inferential Proceedures," Working Papers ECARES ECARES 2014-46, ULB -- Universite Libre de Bruxelles.
• Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
• Tatsuya Kubokawa & Shonosuke Sugasawa & Malay Ghosh & Sanjay Chaudhuri, 2014. "Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions," CIRJE F-Series CIRJE-F-939, CIRJE, Faculty of Economics, University of Tokyo.
• Mark Bognanni & Edward P. Herbst, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
• Matthias Held & Marcel Omachel, 2014. "An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes," FEMM Working Papers 140010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014. "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper 59815, University Library of Munich, Germany.
• Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014. "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers 20673, National Bureau of Economic Research, Inc.
• Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014. "The modified R a robust measure of association for time series," MPRA Paper 60025, University Library of Munich, Germany.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers 8493, Institute of Labor Economics (IZA).
• Zirogiannis, Nikolaos & Tripodis, Yorghos, 2014. "Dynamic Factor Analysis for Short Panels: Estimating Performance Trajectories for Water Utilities," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170592, Agricultural and Applied Economics Association.
• Stolzenburg, Ulrich, 2014. "Growth determinants across time and space: A semiparametric panel data approach," Economics Working Papers 2014-11, Christian-Albrechts-University of Kiel, Department of Economics.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models," CFS Working Paper Series 479, Center for Financial Studies (CFS).
• Offermanns, Christian J., 2014. "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers 2014/25, Free University Berlin, School of Business & Economics.