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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, ULB -- Universite Libre de Bruxelles, number ECARES 2014-46, Nov.
- Firmin Doko Tchatoka, 2014, "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-05, Jun.
- Tatsuya Kubokawa & Shonosuke Sugasawa & Malay Ghosh & Sanjay Chaudhuri, 2014, "Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-939, Aug.
- Mark Bognanni & Edward P. Herbst, 2014, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1427, Nov, DOI: 10.26509/frbc-wp-201427.
- Matthias Held & Marcel Omachel, 2014, "An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 140010, Oct.
- Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014, "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper, University Library of Munich, Germany, number 59815.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014, "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20673, Nov.
- Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014, "The modified R a robust measure of association for time series," MPRA Paper, University Library of Munich, Germany, number 60025, Apr.
- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014, "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8493, Sep.
- 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, Agricultural and Applied Economics Association, number 170592, DOI: 10.22004/ag.econ.170592.
- Stolzenburg, Ulrich, 2014, "Growth determinants across time and space: A semiparametric panel data approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-11.
- 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, Monash University, Department of Econometrics and Business Statistics, number 22/14.
- 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, Center for Financial Studies (CFS), number 479.
- Offermanns, Christian J., 2014, "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/25.