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Report NEP-ECM-2015-05-02
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:
- Yoonseok Lee & Mehmet Caner & Xu Han, 2015, "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 177, Jan.
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015, "Estimation of Heterogeneous Panels with Structural Breaks," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 179, Mar.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
- Badi H. Baltagi & Long Liu, 2014, "Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 174, Dec.
- Item repec:rcr:wpaper:03_14 is not listed on IDEAS anymore
- Marco Barnabani, 2015, "A parametric test to discriminate between a linear regression model and a linear latent growth model," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2015_04, Apr.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014, ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 176, Dec.
- Rasmus Søndergaard Pedersen & Anders Rahbek, 2015, "Nonstationary ARCH and GARCH with t-Distributed Innovations," Discussion Papers, University of Copenhagen. Department of Economics, number 15-07, Apr.
- Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang, 2015, "A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/15.
- Ralph D. Snyder & J. Keith Ord & Anne B. Koehler & Keith R. McLaren & Adrian Beaumont, 2015, "Forecasting Compositional Time Series: A State Space Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/15.
- Mendez Parra, Maximiliano, 2015, "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper, University Library of Munich, Germany, number 63831, Mar, revised 06 Apr 2015.
- Ajax R. B. Moreira & Dani Gamerman, 2015, "Bayesian Analysis of Econometric Time Series Models Using Hybrid Integration Rules," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0105, Jan.
- Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
- Xiaohong Chen & Andres Santos, 2015, "Overidentification in Regular Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1999, Apr.
- Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015, "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers, McMaster University, number 2015-03, May.
- Elcyon Caiado Rocha Lima & Paulo Brígido Rocha Macedo, 2015, "Estimation of a Weights Matrix for Determining Spatial Effects," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0087, Jan.
- Didenko, Alexander & Dubovikov, Michael & Poutko, Boris, 2015, "Forecasting Coherent Volatility Breakouts," MPRA Paper, University Library of Munich, Germany, number 63708, Mar.
- Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper, University Library of Munich, Germany, number 63844, Apr.
- Michael Sanders & Aisling Ní Chonaire, 2015, "“Powered to Detect Small Effect Sizes”: You keep saying that. I do not think it means what you think it means," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 15/337, Apr.
- Clemens, Michael A., 2015, "The Meaning of Failed Replications: A Review and Proposal," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9000, Apr.