Report NEP-ECM-2014-02-21

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:

• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014. "A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors," DEM Working Papers Series 066, University of Pavia, Department of Economics and Management.
• Chaohua Dong & Jiti Gao, 2014. "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 2/14, Monash University, Department of Econometrics and Business Statistics.
• Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014. "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers 1/14, Monash University, Department of Econometrics and Business Statistics.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Yasumasa Matsuda, 2014. "Wavelet Analysis Of Spatio-Temporal Data," TERG Discussion Papers 311, Graduate School of Economics and Management, Tohoku University.
• Malay Ghosh & Tatsuya Kubokawa & Yuki Kawakubo, 2014. "Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation," CIRJE F-Series CIRJE-F-918, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:ipg:wpaper:2014-066 is not listed on IDEAS anymore

• Juyoung Cheong & Do Won Kwak & Kam Ki Tang, 2014. "A Within Estimator for Three-Level Data: An Application to the WTO Effect on Trade Flows," Discussion Papers Series 501, School of Economics, University of Queensland, Australia.
• Matthew Masten, 2014. "Random coefficients on endogenous variables in simultaneous equations models," CeMMAP working papers CWP01/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ryo Kinoshita & Kosuke Oya, 2014. "Measurement of causality change between multiple time series," Discussion Papers in Economics and Business 14-09, Osaka University, Graduate School of Economics.
• Haruo Iwakura & Ryo Okui, 2014. "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers 887, Kyoto University, Institute of Economic Research.
• Roberts, Leigh, 2014. "Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns," Working Paper Series 3169, Victoria University of Wellington, School of Economics and Finance.
• Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers CWP04/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
• Stephen Pollock, 2014. "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics 14/04, Division of Economics, School of Business, University of Leicester.
• Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
• Item repec:ipg:wpaper:2014-086 is not listed on IDEAS anymore

• Amélie Charles & Olivier Darné, 2014. "Volatility persistence in crude oil markets," Post-Print hal-00940312, HAL.
• Stephen Pollock, 2014. "Econometrics: An Historical Guide for the Uninitiated," Discussion Papers in Economics 14/05, Division of Economics, School of Business, University of Leicester.
• Plötz, Patrick, 2014. "How to estimate the probability of rare long-distance trips," Working Papers "Sustainability and Innovation" S1/2014, Fraunhofer Institute for Systems and Innovation Research (ISI).
• Akihiko Takahashi & Yukihiro Tsuzuki, 2014. "A New Improvement Scheme for Approximation Methods of Probability Density Functions," CIRJE F-Series CIRJE-F-917, CIRJE, Faculty of Economics, University of Tokyo.