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Report NEP-ECM-2015-03-22
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:
- Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015, "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper, University Library of Munich, Germany, number 62807, Mar.
- Akio Namba & Kazuhiro Ohtani, 2015, "MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators," Discussion Papers, Graduate School of Economics, Kobe University, number 1513, Mar.
- Joshua C.C. Chan & Angelia L. Grant, 2015, "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-08, Mar.
- Schmid, Timo & Tzavidis, Nikos & Münnich, Ralf & Chambers, Ray, 2015, "Outlier robust small area estimation under spatial correlation," Discussion Papers, Free University Berlin, School of Business & Economics, number 2015/8.
- Joshua C.C. Chan, 2015, "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-07, Mar.
- Groß, Marcus & Rendtel, Ulrich & Schmid, Timo & Schmon, Sebastian & Tzavidis, Nikos, 2015, "Estimating the density of ethnic minorities and aged people in Berlin: Multivariate kernel density estimation applied to sensitive geo-referenced administrative data protected via measurement error," Discussion Papers, Free University Berlin, School of Business & Economics, number 2015/7.
- Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi, 2015, "Pooling data across markets in dynamic Markov games," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/582, Mar.
- Vijverberg, Wim P. & Hasebe, Takuya, 2015, "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers, IZA Network @ LISER, number 8898, Feb.
- Martín Rossi, 2015, "The Econometrics Approach to the Measurement of Efficiency: A Survey," Working Papers, Universidad de San Andres, Departamento de Economia, number 117, Feb, revised Feb 2015.
- Fornaro, Paolo, 2015, "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper, University Library of Munich, Germany, number 62973, Mar.
- Boriss Siliverstovs, 2015, "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-375, Mar, DOI: 10.3929/ethz-a-010399937.
- Alberto Ohashi & Alexandre B Simas, 2015, "Principal Components Analysis for Semimartingales and Stochastic PDE," Papers, arXiv.org, number 1503.05909, Mar, revised Mar 2016.
- Toru Kitagawa & Aleksey Tetenov, 2015, "Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 402.
- Roberto Cominetti & Juan Diaz & Jorge Rivera, 2014, "Large sample properties of an optimization-based matching estimator," Working Papers, University of Chile, Department of Economics, number wp389, Nov.