Report NEP-ECM-2015-05-09

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:

• Robert F. Phillips, 2014, "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers, The George Washington University, The Center for Economic Research, number 2014-006, Sep.
• Anastasia Semykina & Jeffrey M. Wooldridge, 2015, "Binary Response Panel Data Models with Sample Selection and Self Selection," Working Papers, Department of Economics, Florida State University, number wp2015_05_01, Feb.
• Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
• Takuya Hasebe, 2015, "Estimating the Variance of Decomposition Effects," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 6, Apr.
• Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov, 2015, "Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game," NBER Working Papers, National Bureau of Economic Research, Inc, number 21125, Apr.
• Steven E. Pav, 2015, "Inference on the Sharpe ratio via the upsilon distribution," Papers, arXiv.org, number 1505.00829, May, revised Aug 2021.
• Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015, "Bootstrap-Based Bias Correction And Inference For Dynamic Panels With Fixed Effects," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/906, Apr.
• Goodwin, Roger L, 2014, "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper, University Library of Munich, Germany, number 64101, Dec, revised 17 Apr 2015.
• Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2015, "A Variant of AIC Using Bayesian Marginal Likelihood," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-971, Apr.
• Dinda, Soumyananda, 2015, "A Note on DD Approach," MPRA Paper, University Library of Munich, Germany, number 63949, Apr.
• Guadarrama Sanz, Maria & Molina Peralta, Isabel & Rao, J. N. K., 2015, "A Comparison of Small Area Estimation Methods for Poverty Mapping," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1505, Apr.
• Fafchamps, Marcel & Comola, Margherita, 2015, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10575, May.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 64143, Apr.
• G. Papadopoulos & D. Kugiumtzis, 2015, "Estimation of connectivity measures in gappy time series," Papers, arXiv.org, number 1505.00003, Apr.
• Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2015, "A Random Walk Test for Functional Time Series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1506, Apr.
• Peter Reinhard Hansen, 2015, "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-18, Apr.
• Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2015, "On the Forecast Combination Puzzle," Papers, arXiv.org, number 1505.00475, May.
• James Rockey & Jonathan Temple, 2015, "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/656, May.
• Damien Challet, 2015, "Sharper asset ranking from total drawdown durations," Papers, arXiv.org, number 1505.01333, May, revised Feb 2017.
• Sohei Kaihatsu & Jouchi Nakajima, 2015, "Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-3, May.
• Francisco J. Bahamonde-Birke & Uwe Kunert & Heike Link & Juan de Dios Ortúzar, 2015, "About Attitudes and Perceptions: Finding the Proper Way to Consider Latent Variables in Discrete Choice Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1474.
• Nicholas M. Kiefer & C. Erik Larson, 2015, "Counting Processes for Retail Default Modeling," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-17, Apr.
• Dietmar Pfeifer & Herv'e Awoumlac Tsatedem & Andreas Mandle & C^ome Girschig, 2015, "New copulas based on general partitions-of-unity and their applications to risk management," Papers, arXiv.org, number 1505.00288, May, revised Jan 2019.

Report NEP-ECM-2015-05-09

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: