Report NEP-ECM-2012-09-22

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
• Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2012. "Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children," Discussion Papers 703, Statistics Norway, Research Department.
• Hisayuki Tsukuma & Tatsuya Kubokawa, 2012. "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices," CIRJE F-Series CIRJE-F-858, CIRJE, Faculty of Economics, University of Tokyo.
• Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Working Papers 1230, Banco de España.
• Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi, 2012. "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimatee," CIRJE F-Series CIRJE-F-861, CIRJE, Faculty of Economics, University of Tokyo.
• Tsionas, Mike, 2012. "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012.
• Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," NBER Working Papers 18399, National Bureau of Economic Research, Inc.
• Nassim N. Taleb, 2012. "The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals," Papers 1209.2298, arXiv.org.
• Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
• Vargas, Jose P Mauricio, 2012. "To be or not to be informal?: A Structural Simulation," MPRA Paper 41290, University Library of Munich, Germany.
• William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.
• Chaudourne, Jeremy & Fève, Patrick, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," TSE Working Papers 12-331, Toulouse School of Economics (TSE).
• Ceylan, Ozcan, 2012. "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers 12-4, Galatasaray University Economic Research Center.
• Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
• Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.