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