Report NEP-ECM-2015-01-09

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:

• Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Discussion Paper 2014-060, Tilburg University, Center for Economic Research.
• Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
• Jin, Xin & Maheu, John M, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper 60102, University Library of Munich, Germany.
• Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi, 2014. "Fitting Spatial Econometric Models through the Unilateral Approximation," DEM Discussion Papers 2014/08, Department of Economics and Management.
• Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A., 2014. "Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas," Discussion Paper 2014-041, Tilburg University, Center for Economic Research.
• Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
• Claudio Heinrich & Mark Podolskij, 2014. "On spectral distribution of high dimensional covariation matrices," CREATES Research Papers 2014-54, Department of Economics and Business Economics, Aarhus University.
• Christiane Baumeister & James D. Hamilton, 2014. "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," NBER Working Papers 20741, National Bureau of Economic Research, Inc.
• Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas, 2014. "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Discussion Papers in Economics 14/19, Division of Economics, School of Business, University of Leicester.
• Gregor Chliamovitch & Alexandre Dupuis & Bastien Chopard & Anton Golub, 2014. "Improving predictability of time series using maximum entropy methods," Papers 1411.7805, arXiv.org.
• BAUWENS, Luc & GRIGORYEVA, Lyudmila & ORTEGA, Juan-Pablo, 2014. "Estimation and empirical performance of non-scalar dynamic conditional correlation models," LIDAM Discussion Papers CORE 2014012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Roberto Casarin, 2014. "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers 2014:23, Department of Economics, University of Venice "Ca' Foscari".
• Rossi, Barbara & Inoue, Atsushi & Kuo, Chun-Hung, 2014. "Identifying the Sources of Model Misspecification," CEPR Discussion Papers 10140, C.E.P.R. Discussion Papers.
• Bayram, Deniz & Dayé, Modeste, 2014. "Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction," MPRA Paper 60465, University Library of Munich, Germany.
• Ahmet Celikoglu & Ugur Tirnakli, 2014. "Skewness and kurtosis analysis for non-Gaussian distributions," Papers 1412.1293, arXiv.org.
• Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
• Fani Lea Cymrot Bader & Sérgio Mikio Koyama & Marcos Hiroyuki Tsuchida, 2014. "Modelo FAVAR Canônico para Previsão do Mercado de Crédito," Working Papers Series 369, Central Bank of Brazil, Research Department.
• Offer Lieberman & Peter C.B. Phillips, 2014. "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University.