Printed from https://ideas.repec.org/n/nep-ecm/2015-05-30.html
Report NEP-ECM-2015-05-30
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:
- Taisuke Otsu & Myung Hwan Seo, 2014, "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 571, Jan.
- Taisuke Otsu & Luke Taylor, 2014, "Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 575, Aug.
- Item repec:cep:stiecm:581 is not listed on IDEAS anymore
- Clifford Lam & Pedro Souza, 2014, "Regularization for Spatial Panel Time Series Using the Adaptive LASSO," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 578, Nov.
- Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu, 2014, "Robust estimation of moment condition models with weakly dependent data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 579, Dec.
- Item repec:qmw:qmwecw:wp746 is not listed on IDEAS anymore
- Item repec:cep:stiecm:583 is not listed on IDEAS anymore
- Javier Hidalgo & Jungyoon Lee, 2014, "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 576, Aug.
- Item repec:hum:wpaper:sfb649dp2015-029 is not listed on IDEAS anymore
- Item repec:cep:stiecm:580 is not listed on IDEAS anymore
- Myung Hwan Seo & Yongcheol Shin, 2014, "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 577, Sep.
- Karun Adusumilli & Taisuke Otsu, 2014, "Empirical Likelihood for Random Sets," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 574, Jun.
- Jungyoon Lee & Peter M Robinson, 2013, "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 570, Jun.
- Item repec:cep:stiecm:582 is not listed on IDEAS anymore
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/08, May.
- Tatiana Komarova, 2013, "Extremum Sieve Estimation in k-out-of-n Systems," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 564, Jul.
- Miguel A. Delgado & Peter M Robinson, 2013, "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 568, Nov.
- Reese, Simon, 2015, "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers, Lund University, Department of Economics, number 2015:16, May.
- Zhao, Yanyun, 2015, "Bayesian Linear Regression with Conditional Heteroskedasticity," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1504, Apr.
- Lafit, Ginette & Nogales Martín, Francisco Javier & Zamar, Rubén, 2015, "Ranking Edges and Model Selection in High-Dimensional Graphs," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1511, May.
- Aldanondo, Ana M. & Casasnovas, Valero L., 2015, "More is better than one: the impact of different numbers of input aggregators in technical efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 64120, Apr.
- André-Marie Taptué, 2015, "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche, CIRPEE, number 1511.
- Andrew Binning & Junior Maih, 2015, "Sigma point filters for dynamic nonlinear regime switching models," Working Paper, Norges Bank, number 2015/10, May.
- Peter M Robinson & Francesca Rossi, 2013, "Improved Lagrange Multiplier Tests in Spatial Autoregressions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 566, Oct.
- Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma, 2015, "Fundamental shock selection in DSGE models," Studies in Economics, School of Economics, University of Kent, number 1508, May.
- Roman Horváth & Boril Sopov, 2015, "GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/09, May, revised May 2015.
- Sylvain Barde, 2015, "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics, School of Economics, University of Kent, number 1507, Apr.
- Item repec:mse:cesdoc:15045 is not listed on IDEAS anymore
- Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2015, "Record statistics for random walk bridges," Papers, arXiv.org, number 1505.06053, May, revised Jan 2016.
- Kelly D.T.Trinh & Valentin Zelenyuk, 2015, "Bootstrap-based testing for network DEA: Some Theory and Applications," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP052015, May.
- Javier Hidalgo & Pedro Souza & Pedro Souza, 2013, "Testing for equality of an increasing number of spectral density functions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 563, Jun.
- André-Marie Taptué, 2015, "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche, CIRPEE, number 1512.
- Archil Gulisashvili & Frederi Viens & Xin Zhang, 2015, "Small-time asymptotics for Gaussian self-similar stochastic volatility models," Papers, arXiv.org, number 1505.05256, May, revised Mar 2016.
- Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2015, "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," MPRA Paper, University Library of Munich, Germany, number 64503.
- Robert Engle & Emil Siriwardane, 2014, "Structural GARCH: The Volatility-Leverage Connection," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-07, Oct.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/07, May.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/09, May.