Printed from https://ideas.repec.org/n/nep-ecm/2015-02-22.html
Report NEP-ECM-2015-02-22
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:
- Daniel J. Henderson & Christopher F. Parmeter, 2015, "Single-Step Estimation of a Partially Linear Model," Working Papers, University of Miami, Department of Economics, number 2015-01, Jan.
- Ndene Ka & Stephane Mussard, 2015, "l1 Regressions: Gini Estimators for Fixed Effects Panel Data," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 15-02, Feb.
- Yuki Ikeda & Tatsuya Kubokawa, 2015, "Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-958, Feb.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014, "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1415, Dec.
- Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014, "Testing for Panel Cointegration using Common Correlated Effects Estimators," Discussion Papers, Department of Economics, University of Birmingham, number 15-02, Dec.
- Wagner, Martin & Wied, Dominik, 2014, "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100386.
- Item repec:hum:wpaper:sfb649dp2015-008 is not listed on IDEAS anymore
- Item repec:esx:essedp:761 is not listed on IDEAS anymore
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015, "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10390, Feb.
- Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015, "Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-04, Feb.
- Xun Lu & Su Liangjun, 2015, "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 02-2015, Feb.
- Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015, "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers, National Bureau of Economic Research, Inc, number 20955, Feb.
- Biqing Cai & Jiti Gao & Dag Tjostheim, 2015, "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/15.
- Malefaki, Valia, 2015, "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper, University Library of Munich, Germany, number 62216, Jan.
- Davide Fiaschi & Lisa Gianmoena & Angela Parenti, 2015, "Local Directional Moran Scatter Plot - LDMS," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/197, Feb.
- David M. Kaplan & Matt Goldman, 2015, "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers, Department of Economics, University of Missouri, number 1503.
- Johan Dahlin & Fredrik Lindsten & Thomas B. Schon, 2015, "Quasi-Newton particle Metropolis-Hastings," Papers, arXiv.org, number 1502.03656, Feb, revised Sep 2015.
- Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-11, Jan.
- Gianluca Cassese, 2015, "Non Parametric Estimates of Option Prices Using Superhedging," Papers, arXiv.org, number 1502.03978, Feb.
- Schumacher, Christian, 2014, "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100289.
- Drepper, Bettina & Effraimidis, Georgios, 2015, "Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8839, Feb.
- Item repec:stn:sotoec:1518 is not listed on IDEAS anymore
- Franck A. Cowell & Emmanuel Flachaire, 2015, "Statistical Methods for Distributional Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1507, Feb.