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Report NEP-ECM-2015-05-22
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:
- Vasdekis, Vassilis G. S. & Rizopoulos, Dimitris & Moustaki, Irini, 2014, "Weighted pairwise likelihood estimation for a general class of random effects models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56733, Oct.
- Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 64341, Apr.
- Laitila, Thomas & Wang, Lisha, 2015, "A Two-Step Estimator for Missing Values in Probit Model Covariates," Working Papers, Örebro University, School of Business, number 2015:3, Apr.
- Fricke, Hans, 2015, "Identification based on Difference-in-Differences Approaches with Multiple Treatments," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1510, May.
- Meyer, Marco & Jentsch, Carsten & Kreiss, Jens-Peter, 2015, "Baxter`s inequality and sieve bootstrap for random fields," Working Papers, University of Mannheim, Department of Economics, number 15-06.
- Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
- Jing Zeng, 2015, "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-11, May.
- Helson C. Braga & William G. Tyler, 2015, "Testing for First Order Serial Correlation in Temporally Aggregated Regression Models," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0014, Jan.
- Samuele Centorrino & Jean-Pierre Florens, 2014, "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 14-07.
- M. Formenti & L. Spadafora & M. Terraneo & F. Ramponi, 2015, "The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model," Papers, arXiv.org, number 1505.04593, May.
- Sloczynski, Tymon, 2015, "Average Wage Gaps and Oaxaca–Blinder Decompositions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9036, May.
- Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2015, "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Cahiers de recherche, CIRPEE, number 1506.
- Arkadiusz Szydlowski, 2015, "Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/06, Jun.
- Henri Nyberg & Harri Pönkä, 2015, "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-20, May.
- Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.