Printed from https://ideas.repec.org/n/nep-ecm/2015-01-03.html
Report NEP-ECM-2015-01-03
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 & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
- Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014, "Impulse response matching estimators for DSGE models," CFS Working Paper Series, Center for Financial Studies (CFS), number 498.
- Item repec:cep:stiecm:/2014/578 is not listed on IDEAS anymore
- Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014, "An M-estimator of Spatial Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-021.
- Sermin Gungor & Richard Luger, 2014, "Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings," Staff Working Papers, Bank of Canada, number 14-51, DOI: 10.34989/swp-2014-51.
- Jin Seo Cho & Peter C.B. Phillips, , "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1970.
- Peter C.B. Phillips, 2014, "Dynamic Panel GMM with Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1962, Dec.
- Lee, Mei-Yu, 2014, "Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures," MPRA Paper, University Library of Munich, Germany, number 60362.
- Jan F. KIVIET & Qu FENG, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1413, Nov.
- Klein, Torsten L., 2014, "Communicating quantitative information: tables vs graphs," MPRA Paper, University Library of Munich, Germany, number 60514, Dec.
- Klein, Torsten L., 2014, "The small multiple in econometrics – a redesign," MPRA Paper, University Library of Munich, Germany, number 60521, Dec.
- Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014, "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers, CIRANO, number 2014s-44, Dec.
- Kleijnen, Jack P.C., 2014, "Response Surface Methodology," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-013.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10160, Sep.
- Mateescu, George Daniel, 2014, "Extinderi ale regresiei cu puncte multiple," Studii Economice, Institutul National de Cercetari Economice (INCE), number 141118, Nov.
- Dagsvik, John K. & Jia, Zhiyang, 2014, "Labor Supply as a Choice among Latent Jobs: Unobserved Heterogeneity and Identification," Memorandum, Oslo University, Department of Economics, number 22/2014, Sep.
- David Hendry & Jurgen A. Doornik, 2014, "Statistical Model Selection with 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 735, Dec.
- Canova, Fabio & Pérez Forero, Fernando J., 2014, "Estimating overidentified, non-recursive, time varying coefficients structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10022, Jun.
- Kreif, N. & Grieve, R. & DÃaz, I. & Harrison, D., 2014, "Health econometric evaluation of the effects of a continuous treatment: a machine learning approach," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/19, Aug.
- Stacy, Brian, 2014, "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 104744, Dec.
- Item repec:kie:kieliw:1975 is not listed on IDEAS anymore
- Manfred M Fischer & James P. LeSage, 2014, "Spatial regression-based model specifications for exogenous and endogenous spatial interaction," ERSA conference papers, European Regional Science Association, number ersa14p716, Nov.
- Freitag L., 2014, "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 038.
- Galina Besstremyannaya, 2014, "Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators," Discussion Papers, Stanford Institute for Economic Policy Research, number 14-014, Nov.
- Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014, "Noisy News in Business Cycles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 531.
- Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014, "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-44, Nov.
- Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1405, Nov.