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Report NEP-ECM-2014-12-24
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:
- Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2014, "High Dimensional Correlation Matrices: CLT and Its Applications," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/14.
- Peter C.B. Phillips & Ye Chen, , "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
- Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
- Ryo Okui & Takahide Yanagi, 2014, "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 906, Nov.
- CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014, "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014014, Jun.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014, "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-04, Dec.
- W. Robert Reed, 2014, "Unit Root Tests, Size Distortions, and Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/28, Dec.
- Andrew Harvey & Stephen Thiele, 2014, "Testing against Changing Correlation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1439, Nov.
- Kaspar W thrich, 2014, "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1408, Nov.
- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014, "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:22.
- YABE, Ryota & 矢部, 竜太, 2014, "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-20, Dec.
- Timothy Christensen, 2014, "Nonparametric Stochastic Discount Factor Decomposition," Papers, arXiv.org, number 1412.4428, Dec, revised May 2017.
- Gaure, Simen, 2014, "Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression," Memorandum, Oslo University, Department of Economics, number 21/2014, Aug.
- Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter, 2014, "Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2014-12, Feb.
- Kleijnen, Jack P.C. & Mehdad, E., 2014, "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-012.
- Ghysels, Eric, 2014, "Factor Analysis with Large Panels of Volatility Proxies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10034, Jun.
- Kerstin Gärtner & Mark Podolskij, 2014, "On non-standard limits of Brownian semi-stationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-50, Dec.
- Giovannelli, Alessandro & Proietti, Tommaso, 2014, "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper, University Library of Munich, Germany, number 60673, Nov.
- YABE, Ryota & 矢部, 竜太, 2014, "Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-19, Dec.
- Fiorini, Mario & Katrien Stevens, 2014, "Assessing the Monotonicity Assumption in IV and fuzzy RD designs," Working Papers, University of Sydney, School of Economics, number 2014-13, Oct.
- Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014, "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/18, Dec.
- Lei, J., 2014, "Essays on nonlinear panel data models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 302d1ae7-0310-43b0-b253-6.
- Wagner Piazza Gaglianone & João Victor Issler, 2014, "Microfounded Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 372, Dec.
- Cerqueti, Roy & Lupi, Claudio, 2014, "A new family of nonexchangeable copulas for positive dependence," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14075, Nov.
- Gustavo Fruet Dias & Fotis Papailias, 2014, "Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-55, Dec.
- Manuel Gonzalez-Astudillo, 2014, "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-97, Sep.
- Subhash C. Ray, 2014, "Data Envelopment Analysis: An Overview," Working papers, University of Connecticut, Department of Economics, number 2014-33, Nov.