Report NEP-ECM-2013-05-24

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:

• Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
• Item repec:cep:stiecm:/2013/562 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2012/559 is not listed on IDEAS anymore

• Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood Inference in Some Finite Mixture Models," Cowles Foundation Discussion Papers 1895, Cowles Foundation for Research in Economics, Yale University.
• Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
• Item repec:cte:wsrepe:ws131211 is not listed on IDEAS anymore

• Item repec:cte:wsrepe:ws131009 is not listed on IDEAS anymore

• Item repec:cte:wsrepe:ws131110 is not listed on IDEAS anymore

• Marco Del Negro & Giorgio E. Primiceri, 2013. "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports 619, Federal Reserve Bank of New York.
• Item repec:esx:essedp:727 is not listed on IDEAS anymore

• Olivier Ledoit & Michael Wolf, 2013. "Optimal estimation of a large-dimensional covariance matrix under Stein’s loss," ECON - Working Papers 122, Department of Economics - University of Zurich, revised Mar 2017.
• Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel, 2013. "Assessing Relative Volatility/Intermittency/Energy Dissipation," CREATES Research Papers 2013-15, Department of Economics and Business Economics, Aarhus University.
• Martos, Gabriel, 2013. "A new distance for data sets (and probability measures) in a RKHS context," DES - Working Papers. Statistics and Econometrics. WS ws131514, Universidad Carlos III de Madrid. Departamento de Estadística.
• Item repec:cte:wsrepe:ws131312 is not listed on IDEAS anymore

• Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013. "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers 2013-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Item repec:cte:wsrepe:ws131413 is not listed on IDEAS anymore

• Brännäs, Kurt, 2013. "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies 860, Umeå University, Department of Economics.
• Mitze, Timo & Stephan, Andreas, 2013. "Simultaneous-equations Analysis in Regional Science and Economic Geography," Working Paper Series in Economics and Institutions of Innovation 309, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Item repec:cep:stiecm:/2013/560 is not listed on IDEAS anymore