Report NEP-ECM-2014-12-29

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:

• Item repec:cep:stiecm:/2014/579 is not listed on IDEAS anymore

• Jia Chen & Degui Li & Hua Liang & Suojin Wang, 2014, "Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data," Discussion Papers, Department of Economics, University of York, number 14/26, Apr.
• Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2014, "Statistics of Heteroscedastic Extremes," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-015.
• Tobias Fissler & Mark Podolskij, 2014, "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-52, Dec.
• Timothy B. Armstrong & Michal Kolesar, 2014, "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1961, Dec.
• Peter C.B. Phillips & Chirok Han, 2014, "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1963, Dec.
• He, Y. & Einmahl, J.H.J., 2014, "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-035.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch, 2014, "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2014-003, Dec.
• Item repec:hum:wpaper:sfb649dp2014-067 is not listed on IDEAS anymore

• Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014, "Valid confidence intervals for post-model-selection predictors," MPRA Paper, University Library of Munich, Germany, number 60643, Dec.
• Kulaksizoglu, Tamer, 2014, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper, University Library of Munich, Germany, number 60456, Aug.
• Giacomini, Raffaella & Kitagawa, Toru, 2014, "Inference about Non-Identified SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10287, Dec.
• Loretta Mastroeni & Giuseppe D'Acquisto & Maurizio Naldi, 2014, "Evaluation of Credit Risk Under Correlated Defaults: The Cross-Entropy Simulation Approach," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0193, Sep.
• HAFNER, Christian & PREMINGER, Arie, 2014, "A note on the Tobit model in the presence of a duration variable," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014013, Jun.
• Gaurab Aryal & Federico Zincenko, 2014, "Identification and Estimation of Multidimensional Screening," Papers, arXiv.org, number 1411.6250, Nov, revised Oct 2024.
• Maren Duvendack & Richard W. Palmer-Jones & W. Robert Reed, 2014, "Replications in Economics: A Progress Report," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/26, Dec.
• Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014, "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers, European Regional Science Association, number ersa14p25, Nov.