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Report NEP-ECM-2015-04-19
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:
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
- Marcelo C. Medeiros & Eduardo F. Mendes, 2015, "Adaptative LASSO estimation for ARDL models with GARCH innovations," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 637, Apr.
- Bo E. Honore & Luojia Hu, 2015, "Poor (Wo)man’s Bootstrap," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-1, Mar.
- Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015, "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-020.
- Marcelo C. Medeiros & Eduardo F. Mendes, 2015, "l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 636, Apr.
- Samantha Leorato & Maura Mezzetti, 2015, "Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 338, Apr, revised 09 Apr 2015.
- Lavergne, Pascal, 2015, "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 15-562, Mar, revised May 2020.
- Item repec:rnp:ppaper:mak8 is not listed on IDEAS anymore
- Naoto Kunitomo & Hiroumi Misaki & Seisho Sato, 2015, "The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-965, Mar.
- Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015, "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper, University Library of Munich, Germany, number 63620, Apr.
- Gaurab Aryal & Dong-Hyuk Kim, 2015, "Empirical Relevance of Ambiguity in First Price Auction Models," Papers, arXiv.org, number 1504.02516, Apr.
- Ruli Xiao, 2015, "Identification and Estimation of Incomplete Information Games with Multiple Equilibria," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-007, Mar.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015, "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 15-A002, Apr.
- Item repec:rnp:ppaper:mak6 is not listed on IDEAS anymore
- Ghonghadze, Jaba & Lux, Thomas, 2015, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 38.
- Nandram, B. & Bhadra, Dhiman & Liu, Yiwei, 2015, "A Bayesian Analysis of Racial Differences in Treatment among Breast-cancer Patients," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP2015-03-38, Apr.
- Zhenxi, Chen & Lux, Thomas, 2015, "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 37.
- Raffaella Giacomini & Barbara Rossi, 2014, "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1476, Dec.
- Marco S. Matsumura & Ajax R. B. Moreira, 2015, "Identification of Affine Term Structure Models with Observed Factors: Economic Shocks on Brazilian Yield Curves," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0178, Jan.
- Ahmed Bel Hadj Ayed & Gr'egoire Loeper & Fr'ed'eric Abergel, 2015, "Forecasting trends with asset prices," Papers, arXiv.org, number 1504.03934, Apr, revised Apr 2015.
- Xi-Yuan Qian & Ya-Min Liu & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2015, "Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces," Papers, arXiv.org, number 1504.02435, Apr, revised Apr 2015.
- Mauro Bernardi & Leopoldo Catania, 2015, "Switching-GAS Copula Models With Application to Systemic Risk," Papers, arXiv.org, number 1504.03733, Apr, revised Jan 2016.