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Report NEP-ECM-2014-12-03
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:
- Chen, Song Xi & Guo, Bin, 2014, "Tests for High Dimensional Generalized Linear Models," MPRA Paper, University Library of Munich, Germany, number 59816.
- Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014, "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper, University Library of Munich, Germany, number 59901, Nov.
- Francis J. DiTraglia, 2011, "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-037, Nov, revised 04 Aug 2014.
- Mangold, Benedikt, 2014, "Plausible prior estimation," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 09/2014.
- Jozef Baruník & Lucie Kraicová, 2014, "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/33, Sep, revised Sep 2014.
- Bel, K. & Fok, D. & Paap, R., 2014, "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-25, Oct.
- Shonosuke Sugasawa & Tatsuya Kubokawa, 2014, "On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-934, Jun.
- Jozef Baruník & Frantisek Cech, 2014, "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/23, Aug, revised Aug 2014.
- Zapata, Samuel D. & Carpio, Carlos E., 2014, "Distribution-free Methods for Estimation of Willingness to Pay Models Using Discrete Response Valuation Data," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170453, May, DOI: 10.22004/ag.econ.170453.
- Josué M. Polanco-Martínez & Sérgio H. Faria, 2014, "Hunting spectro-temporal information in unevenly spaced paleoclimate time series," Working Papers, BC3, number 2014-07, Oct.
- Chao, Wang & Richard, Gerlach, 2014, "Forecasting risk via realized GARCH, incorporating the realized range," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2014-06, Nov.
- Hac`ene Djellout & Arnaud Guillin & Yacouba Samoura, 2014, "Large deviations of the realized (co-)volatility vector," Papers, arXiv.org, number 1411.5159, Nov.
- Harald Badinger & Jesus Crespo Cuaresma, 2014, "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp183, Sep.
- Hyeongwoo Kim & Jintae Kim, 2014, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-13, Nov.
- Erika Gomes-Gonc{c}alves & Henryk Gzyl & Silvia Mayoral, 2014, "Two maxentropic approaches to determine the probability density of compound risk losses," Papers, arXiv.org, number 1411.5625, Nov, revised Nov 2014.
- Bacci, Silvia & Bartolucci, Francesco & Pigini, Claudia & Signorelli, Marcello, 2014, "A finite mixture latent trajectory model for hirings and separations in the labor market," MPRA Paper, University Library of Munich, Germany, number 59730, Nov.
- Wu, Feng & Guan, Zhengfei, 2014, "Efficient Estimation of Risk Attitude with Seminonparametric Risk Modeling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170625, DOI: 10.22004/ag.econ.170625.
- Minegishi, Kota, 2014, "Integrating Efficiency Concepts in Technology Approximation: A Weighted DEA Approach," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170277, DOI: 10.22004/ag.econ.170277.
- Parman, Bryon & Featherstone, Allen & Amanor-Boadu, Vincent, 2014, "A Comparison of Parametric and Nonparametric Estimation Methods for Cost Frontiers and Economic Measures," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169877, DOI: 10.22004/ag.econ.169877.
- William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014, "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers, Bank of Canada, number 14-39, DOI: 10.34989/swp-2014-39.
- Bresson, G. & Etienne, J-M. & Mohnen, P., 2014, "How important is innovation? : A Bayesian factor-augmented productivity model on panel data," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-052, Jun.