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Report NEP-ECM-2015-01-19
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:
- Ando, Tomohiro & Bai, Jushan, 2014, "A simple new test for slope homogeneity in panel data models with interactive effects," MPRA Paper, University Library of Munich, Germany, number 60795, Dec.
- Bai, Jushan & Li, Kunpeng & Lu, Lina, 2014, "Estimation and inference of FAVAR models," MPRA Paper, University Library of Munich, Germany, number 60960, Dec.
- Ahmad, Ali & Francq, Christian, 2014, "Poisson qmle of count time series models," MPRA Paper, University Library of Munich, Germany, number 59804, Nov.
- Donald W. K. Andrews & Patrik Guggenberger, 2014, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1977, Dec.
- Item repec:spo:wpecon:info:hdl:2441/2i27dd3b6h94aarftq0slq652a is not listed on IDEAS anymore
- Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978, Jan.
- Takahide Yanagi, 2014, "The Effect of Measurement Error in the Sharp Regression Discontinuity Design," KIER Working Papers, Kyoto University, Institute of Economic Research, number 910, Dec.
- Liang Jiang & Xiaohu Wang & Jun Yu, 2014, "On Bias in the Estimation of Structural Break Points," Working Papers, Singapore Management University, School of Economics, number 22-2014, Dec.
- Sheng Wang & Jun Shao & Jae Kwang Kim, , "An Instrumental Variable Approach for Identification and Estimation with Nonignorable Nonresponse," Mathematica Policy Research Reports, Mathematica Policy Research, number a9593fac2c9746f486d2162f9.
- Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.
- Haotian Chen & Xibin Zhang, 2014, "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/14.
- Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014, "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-21, Nov.
- Carsten Schröder & Shlomo Yitzhaki, 2014, "Reasonable Sample Sizes for Convergence to Normality," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 714.
- Peter Z. Schochet, , "Statistical Power for School-Based RCTs with Binary Outcomes," Mathematica Policy Research Reports, Mathematica Policy Research, number eca22893011a4774852c1cc58.
- Item repec:rwi:repape:0526 is not listed on IDEAS anymore
- Victor A. Lapshin & Vadim Ya. Kaushanskiy, 2014, "A Nonparametric Method For Term Structure Fitting With Automatic Smoothing," HSE Working papers, National Research University Higher School of Economics, number WP BRP 39/FE/2014.
- Daniel Bencik, 2014, "Range-based Volatility Estimation and Forecasting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/34, Dec, revised Dec 2014.
- Nikhil Agarwal & Paulo Somaini, 2014, "Demand Analysis using Strategic Reports: An application to a school choice mechanism," NBER Working Papers, National Bureau of Economic Research, Inc, number 20775, Dec.
- Badi H. Baltagi & Peter H. Egger, 2014, "Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 173, Dec.
- Mussa, Richard, 2014, "Extending the Oaxaca-Blinder Decomposition to the Independent Double Hurdle Model: With Application to Parental Spending on Education in Malawi," MPRA Paper, University Library of Munich, Germany, number 60740.