Report NEP-ECM-2013-04-27

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:

• Mark E. McGovern & Till Bärnighausen & Joshua A. Salomon & David Canning, 2013. "Using Interviewer Random Effects to Calculate Unbiased HIV Prevalence Estimates in the Presence of Non-Response: a Bayesian Approach," PGDA Working Papers 10113, Program on the Global Demography of Aging.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201325, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Ito, Ryoko, 2013. "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics 1315, Faculty of Economics, University of Cambridge.
• Marc Hallin & Chintan Mehta, 2013. "R-Estimation for Asymmetric Independent Component Analysis," Working Papers ECARES 2013-19, ULB -- Universite Libre de Bruxelles.
• Kociecki, Andrzej, 2013. "Bayesian Approach and Identification," MPRA Paper 46538, University Library of Munich, Germany.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013. "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014.
• Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
• Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2013. "Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV [A GARCH model with autor," MPRA Paper 46328, University Library of Munich, Germany.
• Kociecki, Andrzej, 2013. "Further Results on Identification of Structural VAR Models," MPRA Paper 46536, University Library of Munich, Germany.
• Pierpaolo Pierani & Silvia Tiezzi, 2012. "Revealed Bounded rationality:Testing present bias in a Rational Addiction Equation," Department of Economics University of Siena 666, Department of Economics, University of Siena.
• Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Kajornrit, Jesada & Wong, Kok Wai & Fung, Chun Che, 2012. "A comparative analysis of soft computing techniques used to estimate missing precipitation records," 19th ITS Biennial Conference, Bangkok 2012: Moving Forward with Future Technologies - Opening a Platform for All 72486, International Telecommunications Society (ITS).
• M. Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013. "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Working Papers 1316, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.