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Report NEP-ECM-2014-12-08
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:
- Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014, "Robust linear static panel data models using epsilon-contamination," MPRA Paper, University Library of Munich, Germany, number 59896, Nov.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
- Laurent Callot & Johannes Tang Kristensen, 2014, "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-41, Nov.
- Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8548, Oct.
- Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
- Yuki Kawakubo & Shonosuke Sugasawa & Tatsuya Kubokawa, 2014, "Conditional AIC under Covariate Shift with Application to Small Area Prediction," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-944, Oct.
- Azam, Kazim, 2014, "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1053.
- Sundström, David, 2014, "It’s All in the Interval - An imperfect measurements approach to estimate bidders’ primitives in auctions," Umeå Economic Studies, Umeå University, Department of Economics, number 899, Nov, revised 17 Jun 2016.
- Bellemare, Charles & Bissonnette, Luc & Kröger, Sabine, 2014, "Statistical Power of Within and Between-Subjects Designs in Economic Experiments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8583, Oct.
- David Azriel & Yosef Rinott, 2014, "On measuring and comparing usefulness of statistical models," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp669, Oct.
- Item repec:dgr:uvatin:20140147 is not listed on IDEAS anymore
- Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
- Becker, Gideon, 2014, "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 74.
- Francis X. Diebold & Minchul Shin, 2014, "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-038, Nov.
- Dominic Coey & Bradley Larsen & Kane Sweeney, 2014, "The Bidder Exclusion Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 20523, Sep.
- Yuko Onishi & Yasuhiro Omori, 2014, "Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-943, Oct.
- Jennifer Roberts & Gurleen Popli & Rosemary J. Harris, 2014, "Do environmental concerns affect commuting choices? Hybrid choice modelling with household survey data," Working Papers, The University of Sheffield, Department of Economics, number 2014019, Nov.
- Arcidiacono, Peter & Hotz, V. Joseph & Maurel, Arnaud & Romano, Teresa, 2014, "Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8549, Oct.