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Report NEP-ECM-2015-01-26
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:
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015, "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-952, Jan.
- David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper, Economics Department, Queen's University, number 1336, Jan.
- Item repec:hum:wpaper:sfb649dp2015-001 is not listed on IDEAS anymore
- Gianluca, Stefani & Tiberti, Marco, 2014, "Multiperiod optimal hedging ratios: Methodological aspects and application to wheat markets," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 182787, Aug, DOI: 10.22004/ag.econ.182787.
- Item repec:hum:wpaper:sfb649dp2014-012 is not listed on IDEAS anymore
- Jianqing Fan & Fang Han & Han Liu & Byron Vickers, 2015, "Robust Inference of Risks of Large Portfolios," Papers, arXiv.org, number 1501.02382, Jan.
- Ying-Ying Lee, 2015, "Efficient propensity score regression estimators of multi-valued treatment effects for the treated," Economics Series Working Papers, University of Oxford, Department of Economics, number 738, Jan.
- Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015, "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-03, Jan.
- Francisco RUGE-MURCIA, 2014, "Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2014.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
- Bozena Bobkova, 2014, "On Estimation of Gravity Equation: A Cluster Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/37, Dec, revised Dec 2014.
- STANKOVA, Marija & MARTENS, David & PROVOST, Foster, 2015, "Classification over bipartite graphs through projection," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2015001, Jan.