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Report NEP-ECM-2015-08-25
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:
- Nina Munkholt Jakobsen & Michael Sørensen, 2015, "Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-33, Aug.
- Arthur Charpentier & Emmanuel Flachaire, 2014, "Log-Transform Kernel Density Estimation of Income Distribution," Working Papers, HAL, number halshs-01115988, Nov.
- Jaroslava Hlouskova & Leopold Sogner, 2015, "GMM Estimation of Affine Term Structure Models," Papers, arXiv.org, number 1508.01661, Aug.
- Fedotenkov, Igor, 2015, "A note on the bootstrap method for testing the existence of finite moments," MPRA Paper, University Library of Munich, Germany, number 66033, Jun.
- Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print, HAL, number hal-00858174, Sep, DOI: 10.1016/j.jeconom.2015.02.046.
- Almeida, Daniel de & Hotta, Luiz & Ruiz Ortega, Esther, 2015, "MGARCH models: tradeoff between feasibility and flexibility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1516, Jul.
- Sumanta Adhya & Banerjee, Tathagata & Chattopadhyay, Gouranga, 2015, "A Note on Estimating Variance of Finite Population Distribution Function," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP2015-08-02, Aug.
- Item repec:hal:wpaper:hal-01147778 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-01147189 is not listed on IDEAS anymore
- Jean-Guy Simonato & Lars Stentoft, 2015, "Which pricing approach for options under GARCH with non-normal innovations?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-32, Jul.
- Smith, Leonard A. & Suckling, Emma B. & Thompson, Erica L. & Maynard, Trevor & Du, Hailiang, 2015, "Towards improving the framework for probabilistic forecast evaluation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62949, Jul.
- Sébastien Roux, 2015, "Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)," Working papers, Banque de France, number 565.