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Report NEP-ECM-2014-12-13
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:
- Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014, "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/14.
- Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014, "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 59973, Nov.
- David Card & Zhuan Pei & David S. Lee & Andrea Weber, 2014, "Local Polynomial Order in Regression Discontinuity Designs," Working Papers, Brandeis University, Department of Economics and International Business School, number 81, Oct.
- Delphine Cassart & Marc Hallin & Davy Paindaveine, 2014, "Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-48, Nov.
- Bel, K. & Paap, R., 2014, "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-26, Oct.
- Muni S. Srivastava & Hirokazu Yanagihara & Tatsuya Kubokawa, 2014, "Tests for Covariance Matrices in High Dimension with Less Sample Size," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-933, Jun.
- Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014, "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-935, Jul.
- Francesca Di Iorio & Stefano Fachin, 2014, "Dealing with unobservable common trends in small samples: a panel cointegration approach," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/5, Nov.
- Gregory Connor & Zhuo Chen & Robert A. Korajczyk, 2014, "A Performance Comparison of Large-n Factor Estimators," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n255-14.pdf.
- Peter Burridge & J. Paul Elhorst & Katarina Zigova, 2014, "Group Interaction in Research and the Use of General Nesting Spatial Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-19, Sep.
- Campbell R. Harvey & Yan Liu & Heqing Zhu, 2014, ". . . and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20592, Oct.
- Chiara Sabelli & Michele Pioppi & Luca Sitzia & Giacomo Bormetti, 2014, "Multi-curve HJM modelling for risk management," Papers, arXiv.org, number 1411.3977, Nov, revised Oct 2015.
- Ramsey, Ford, 2014, "An Application of Kernel Density Estimation via Diffusion to Group Yield Insurance," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170173, DOI: 10.22004/ag.econ.170173.
- Gregor Semieniuk & Ellis Scharfenaker, 2014, "A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2014-1, Feb.