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Report NEP-ECM-2015-02-11
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. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015, "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-003.
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015, "The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8756, Jan.
- Catalina Bolancé & Zuhair Bahraoui & Ramon Alemany, 2015, "Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2015-01, Jan, revised Jan 2015.
- Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015, "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-001.
- Sgouropoulos, Nikolaos & Yao, Qiwei & Yastremiz, Claudia, 2015, "Matching a distribution by matching quantiles estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57221, Jun.
- Calvet , Laurent & Czellar, Veronika, 2013, "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series, HEC Paris, number 1048, Nov.
- Da Silva, Damião Nóbrega & Skinner, Chris J., 2014, "The use of accuracy indicators to correct for survey measurement error," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51256, Feb.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015, "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-02, Jan.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015, "Tests for Normality in Linear Panel Data Models," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0178, Feb.
- Go, Delfin S. & Lofgren, Hans & Mendez Ramos, Fabian & Robinson, Sherman, 2015, "Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach," Policy Research Working Paper Series, The World Bank, number 7174, Jan.
- Vilsmeier, Johannes, 2014, "Updating the option implied probability of default methodology," Discussion Papers, Deutsche Bundesbank, number 43/2014.
- Sabrina Mulinacci, 2015, "Archimedean-based Marshall-Olkin Distributions and Related Copula Functions," Papers, arXiv.org, number 1502.01912, Feb.
- James Duffy, 2015, "A uniform law for convergence to the local times of linear fractional stable motions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W01, Jan.
- Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Best estimate reporting with asymmetric loss," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/7, Jan.
- Conrad, Christian & Mammen , Enno, 2015, "Asymptotics for parametric GARCH-in-Mean Models," Working Papers, University of Heidelberg, Department of Economics, number 0579, Jan.