Report NEP-ECM-2013-07-05

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:

• Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2013. "Bayesian Inference of Asymmetric Stochastic Conditional Duration Models," Working Paper series 28_13, Rimini Centre for Economic Analysis.
• Yuanyuan Wan & Haiqing Xu, 2013. "Inference in Semiparametric Binary Response Models with Interval Data," Working Papers tecipa-492, University of Toronto, Department of Economics.
• Tony S. Wirjanto & Adam W. Kolkiewicz & Zhongxian Men, 2013. "Stochastic Conditional Duration Models with Mixture Processes," Working Paper series 29_13, Rimini Centre for Economic Analysis.
• Claudia Foroni & Massimiliano Marcellino, 2013. "Mixed frequency structural models: estimation, and policy analysis," Working Paper 2013/15, Norges Bank.
• Guney, Selin & Goodwin, Barry K., 2013. "Semi-Parametric, Generalized Additive Vector Autoregressive Models of Spatial Price Dynamics," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151149, Agricultural and Applied Economics Association.
• Item repec:cep:stiecm:/2013/563 is not listed on IDEAS anymore

• Fujii, Tomoki & van der Weide, Roy, 2013. "Cost-effective estimation of the population mean using prediction estimators," Policy Research Working Paper Series 6509, The World Bank.
• Leisen, Fabrizio, 2013. "A multivariate extension of a vector of Poisson- Dirichlet processes," DES - Working Papers. Statistics and Econometrics. WS ws132220, Universidad Carlos III de Madrid. Departamento de Estadística.
• Daouia, Abdelaati & Simar, Léopold & Wilson, Paul, 2013. "Measuring Firm Performance using Nonparametric Quantile-type Distances," TSE Working Papers 13-412, Toulouse School of Economics (TSE), revised Nov 2013.
• Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013. "A Threshold Stochastic Conditional Duration Model for Financial Transaction Data," Working Paper series 30_13, Rimini Centre for Economic Analysis.
• Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2013. "A gamma-moment approach to monotonic boundaries estimation," TSE Working Papers 13-411, Toulouse School of Economics (TSE).
• Shaik, Saleem & Tokovenko, Oleksiy, 2013. "Evaluating the Importance of Multiple Imputations of Missing Data on Stochastic Frontier Analysis Efficiency Measures," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150792, Agricultural and Applied Economics Association.
• Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
• Dang,Hai-Anh H. & Lanjouw,Peter F., 2013. "Measuring poverty dynamics with synthetic panels based on cross-sections," Policy Research Working Paper Series 6504, The World Bank.
• David C Broadstock & Lester C Hunt, 2013. "Tying up loose ends: A note on the impact of omitting MA residuals from panel energy demand models based on the Koyck lag transformation," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 140, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
• Pierre Nyquist, 2013. "Moderate deviations for importance sampling estimators of risk measures," Papers 1306.6588, arXiv.org.