Report NEP-ECM-2014-12-08This 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.
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 59896, University Library of Munich, Germany.
- 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 478, Center for Financial Studies (CFS).
- Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
- 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 8548, Institute of Labor Economics (IZA).
- Petra Andrlíková, 2014. "Bayesian default probability models," Working Papers IES 2014/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, 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-F-944, CIRJE, Faculty of Economics, University of Tokyo.
- Azam, Kazim, 2014. "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS) 1053, University of Warwick, Department of Economics.
- Sundström, David, 2014. "It’s All in the Interval - An imperfect measurements approach to estimate bidders’ primitives in auctions," Umeå Economic Studies 899, Umeå University, Department of Economics, 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 8583, Institute of Labor Economics (IZA).
- David Azriel & Yosef Rinott, 2014. "On measuring and comparing usefulness of statistical models," Discussion Paper Series dp669, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Laurent Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," Tinbergen Institute Discussion Papers 14-147/III, Tinbergen Institute.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Businesss School.
- Becker, Gideon, 2014. "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tuebingen Working Papers in Economics and Finance 74, University of Tuebingen, Faculty of Economics and Social Sciences.
- Francis X. Diebold & Minchul Shin, 2014. "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive 14-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dominic Coey & Bradley Larsen & Kane Sweeney, 2014. "The Bidder Exclusion Effect," NBER Working Papers 20523, National Bureau of Economic Research, Inc.
- Yuko Onishi & Yasuhiro Omori, 2014. "Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria," CIRJE F-Series CIRJE-F-943, CIRJE, Faculty of Economics, University of Tokyo.
- Jennifer Roberts & Gurleen Popli & Rosemary J. Harris, 2014. "Do environmental concerns affect commuting choices? Hybrid choice modelling with household survey data," Working Papers 2014019, The University of Sheffield, Department of Economics.
- 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 8549, Institute of Labor Economics (IZA).