Report NEP-ECM-2015-04-11

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:

• Item repec:hum:wpaper:sfb649dp2015-016 is not listed on IDEAS anymore

• Marian Vavra, 2015, "Testing for normality with applications," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2015, Mar.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• Masamune Iwasawa, 2015, "Joint Specification Tests For Response Probabilities In Unordered Multinomial Choice Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 919, Mar.
• Javier Hidalgo & Marcia M Schafgans, 2015, "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/583, Apr.
• Yuki Ikeda & Tatsuya Kubokawa & Muni S. Srivastava, 2015, "Comparison of Linear Shrinkage Estimators of a Large Covariance Matrix in Normal and Non-normal Distributions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-970, Mar.
• Yu, Chao & Fang, Yue & Zhao, Xujie & Zhang, Bo, 2013, "Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise," MPRA Paper, University Library of Munich, Germany, number 63293, Mar, revised 10 Mar 2014.
• Robinson, Peter & Rossi, Francesca, 2015, "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61432, Mar.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923R, Nov, revised Apr 2015.
• Helmut Lütkepohl & Aleksei Netsunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1464.
• Van Bellegem, Sébastien & Florens, Jean-Pierre, 2014, "Instrumental variable estimation in functional linear models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014056, Sep.
• Jeffrey S. Racine, 2015, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers, McMaster University, number 2015-02, Mar.
• Jisu Yoon & Tatyana Krivobokova, 2015, "Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 172, Mar.
• Seisho Sato & Naoto Kunitomo, 2015, "A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-964, Mar.
• Hafner, Christian & Breitung, Jörg, 2014, "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014060, Nov.
• Heiner F. Mikosch & Stefan Neuwirth, 2015, "Real-Time Forecasting with a MIDAS VAR," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-377, Apr, DOI: 10.3929/ethz-a-010414894.
• Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015, "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper, University Library of Munich, Germany, number 63429.
• Braione, Manuela & Scholtes, Nicolas K., 2014, "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014059, Nov.
• Ellis Scharfenaker, 2015, "A Quantal Response Model of Firm Competition," Working Papers, New School for Social Research, Department of Economics, number 1507, Mar.
• BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014053, Nov.
• Dube, Arindrajit & Zipperer, Ben, 2015, "Pooling Multiple Case Studies Using Synthetic Controls: An Application to Minimum Wage Policies," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8944, Mar.
• Dionissi Aliprantis, 2015, "A distinction between causal effects in structural and rubin causal models," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1505, Mar, DOI: 10.26509/frbc-wp-201505.
• Item repec:cty:dpaper:8123 is not listed on IDEAS anymore

• Giovanni Angelini & Luca Fanelli Fanelli, 2015, "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 1.

Report NEP-ECM-2015-04-11

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: