Report NEP-ECM-2014-05-17

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:

• Liu, Xiaochun, 2013. "Markov-Switching Quantile Autoregression," MPRA Paper 55800, University Library of Munich, Germany.
• Dai, Deliang & Holgersson, Thomas & Karlsson, Peter, 2014. "Estimating Individual Mahalanobis Distance in High-Dimensional Data," Working Paper Series in Economics and Institutions of Innovation 362, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Isabelle Charlier & Davy Paindaveine, 2014. "Conditional Quantile Estimation through Optimal Quantization," Working Papers ECARES ECARES 2014-28, ULB -- Universite Libre de Bruxelles.
• Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
• Brännäs, Kurt, 2014. "Adaptations of Conventional Spatial Econometric Models to Count Data," Umeå Economic Studies 883, Umeå University, Department of Economics.
• António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
• Holgersson, Thomas & Dai, Deliang, 2014. "High-dimensional CLTs for individual Mahalanobis distances," Working Paper Series in Economics and Institutions of Innovation 361, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2014. "Outlier Detection in Nonparametric Frontier Models," Working Papers ECARES ECARES 2014-12, ULB -- Universite Libre de Bruxelles.
• Guanglei Hong & Jonah Deutsch & Heather D. Hill, 2013. "Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction," Working Papers 2013-009, Human Capital and Economic Opportunity Working Group.
• Fernandes, Marcelo & Preumont, Pierre-Yves, 2014. "The finite-sample size of the BDS test for GARCH standardized residuals," Textos para discussão 361, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Sarah Brown & William Greene & Mark N. Harris, 2014. "A New Formulation for Latent Class Models," Working Papers 2014006, The University of Sheffield, Department of Economics.