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Report NEP-ECM-2015-08-30
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:
- Hwang, Jungbin & Sun, Yixiao, 2015, "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1c62d8xf, Aug.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
- Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014, "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers, HAL, number halshs-01078158, Oct.
- Yunus Emre Ergemen & Carlos Velasco, 2015, "Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-35, Aug.
- Yu-Chin Hsu & Robert P. Lieli & Tsung-Chih Lai, 2015, "Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 15-A003, Aug.
- Cláudia Duarte, 2015, "Covariate-augmented unit root tests with mixed-frequency data," Working Papers, Banco de Portugal, Economics and Research Department, number w201507.
- Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
- Bakshi, Gurdip & Chabi-Yo, Fousseni, 2014, "New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-07, May.
- Francesco Lautizi, 2015, "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper, Tor Vergata University, CEIS, number 353, Aug, revised 07 Aug 2015.
- K Autchariyapanitkul & S Chanaim & S Sriboonchitta & T Denoeux, 2014, "Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions," Post-Print, HAL, number hal-01127790, Sep, DOI: 10.1007/978-3-319-11191-9_24.
- Markku Lanne & Henri Nyberg, 2015, "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-36, Aug.
- Niels Erik Kaaber Rasmussen & Marianne Frank Hansen & Peter Stephensen, 2013, "Conditional inference trees in dynamic microsimulation - modelling transition probabilities in the SMILE model," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201302, Dec.
- Hans Bækgaard, 2014, "The Differences-in-Differences Approach with overlapping differences - Experimental Verification of Estimation Bias," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201403, May.
- Javier Hualde & Fabrizio Iacone, 2015, "Autocorrelation robust inference using the Daniell kernel with fixed bandwidth," Discussion Papers, Department of Economics, University of York, number 15/14, Aug.
- Murasawa, Yasutomo, 2015, "The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series," MPRA Paper, University Library of Munich, Germany, number 66319, Aug.
- Item repec:hum:wpaper:sfb649dp2015-042 is not listed on IDEAS anymore