Report NEP-ECM-2014-07-13

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:

• Item repec:syb:wpbsba:2123/11431 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20140073 is not listed on IDEAS anymore

• Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014. "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers 14-18, University of Mannheim, Department of Economics.
• Abdelhamid Ouakasse & Guy Melard, 2014. "On-line estimation of ARMA models using Fisher-scoring," ULB Institutional Repository 2013/13844, ULB -- Universite Libre de Bruxelles.
• Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
• Elbers, Chris & van der Weide, Roy, 2014. "Estimation of normal mixtures in a nested error model with an application to small area estimation of poverty and inequality," Policy Research Working Paper Series 6962, The World Bank.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers 14-074/III, Tinbergen Institute.
• Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014. "Dependent wild bootstrap for the empirical process," Working Papers 35246, University of Mannheim, Department of Economics.
• Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
• Item repec:dgr:uvatin:20140061 is not listed on IDEAS anymore

• Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
• Proietti, Tommaso, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper 57230, University Library of Munich, Germany.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers 14-046/III, Tinbergen Institute.
• Giovanni Forchini, 2014. "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers 0114, School of Economics, University of Surrey.
• Niels Haldrup & Robinson Kruse, 2014. "Discriminating between fractional integration and spurious long memory," CREATES Research Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
• Arun G. Chandrasekhar & Matthew O. Jackson, 2014. "Tractable and Consistent Random Graph Models," NBER Working Papers 20276, National Bureau of Economic Research, Inc.
• Desire Kedagni & Ismael Mourifie, 2014. "Tightening Bounds In Triangular Systems," Working Papers tecipa-515, University of Toronto, Department of Economics.
• Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.
• Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
• Item repec:dgr:uvatin:20140072 is not listed on IDEAS anymore

• Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
• Ismael Mourifie & Yuanyuan Wan, 2014. "Testing Local Average Treatment Effect Assumptions," Working Papers tecipa-514, University of Toronto, Department of Economics.
• Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014. "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers 14-057/III, Tinbergen Institute.