Report NEP-ECM-2014-06-14

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:

• Alexander Dokumentov & Rob J Hyndman, 2014. "Low-dimensional decomposition, smoothing and forecasting of sparse functional data," Monash Econometrics and Business Statistics Working Papers 16/14, Monash University, Department of Econometrics and Business Statistics.
• Eric Ghysels & J. Isaac Miller, 2014. "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers 1403, Department of Economics, University of Missouri.
• Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 11604, Banco de la Republica.
• Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers 189, Department of Economics, SOAS University of London, UK.
• Yamamoto, Yohei & 山本, 庸平, 2014. "A Modified Confidence Set for the Structural Break Date in Linear Regression Models," Discussion Papers 2014-08, Graduate School of Economics, Hitotsubashi University.
• Rob J Hyndman & Alan Lee & Earo Wang, 2014. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers 17/14, Monash University, Department of Econometrics and Business Statistics.
• Item repec:dgr:uvatin:20140067 is not listed on IDEAS anymore

• Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
• Massimo Filippini & Elisa Tosetti, 2014. "Stochastic Frontier Models for Long Panel Data Sets: Measurement of the Underlying Energy Efficiency for the OECD Countries," CER-ETH Economics working paper series 14/198, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Eva Ventura & Albert Satorra, 2014. "A multiple indicator model for panel data: an application to ICT area-level variation," Economics Working Papers 1419, Department of Economics and Business, Universitat Pompeu Fabra.
• DUPUY Arnaud & GALICHON Alfred & HENRY Marc, 2014. "Entropy methods for identifying hedonic models," LISER Working Paper Series 2014-07, Luxembourg Institute of Socio-Economic Research (LISER).