Report NEP-ECM-2014-12-19

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Gabriele Fiorentini & Enrique Sentana, 2014, "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers, CEMFI, number wp2014_1406, Oct.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
• Azam, Kazim & Pitt, Michael, 2014, "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1051.
• Hisayuki Tsukuma & Tatsuya Kubokawa, 2014, "Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-937, Aug.
• Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014, "On Improved Shrinkage Estimators for Concave Loss," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-936, Jul.
• Gian P. Cervellera & Marco P. Tucci, 2014, "A note on the estimation of a Gamma-Variance process: Learning from a failure," Department of Economics University of Siena, Department of Economics, University of Siena, number 702, Oct.
• Joo, Joonhwi & LaLonde, Robert J., 2014, "Testing for Selection Bias," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8455, Sep.
• Matteo Barigozzi & Marc Hallin, 2014, "Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-52, Nov.
• Qin, Duo, 2014, "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-42.
• Clément Marsilli, 2014, "Variable Selection in Predictive MIDAS Models," Working papers, Banque de France, number 520.

Report NEP-ECM-2014-12-19

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: