Report NEP-ECM-2014-07-28

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:

• K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014. "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers 18/14, Monash University, Department of Econometrics and Business Statistics.
• Demetrescu, Matei & Sibbertsen, Philipp, 2014. "Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility," Hannover Economic Papers (HEP) dp-531, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014. "Consistent Pretesting for Jumps," Departmental Working Papers 201408, Rutgers University, Department of Economics.
• Aryal, Gaurab & Gabrielli, Maria F. & Vuong, Quang, 2014. "Semiparametric Estimation of First-Price Auction Models," MPRA Paper 57340, University Library of Munich, Germany.
• William C. Horrace & Christopher F. Parmeter, 2014. "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers 166, Center for Policy Research, Maxwell School, Syracuse University.
• Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone, 2014. "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," Center for Policy Research Working Papers 167, Center for Policy Research, Maxwell School, Syracuse University.
• Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
• Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014. "Bayesian Exploratory Factor Analysis," Working Papers 2014-014, Human Capital and Economic Opportunity Working Group.
• Long, Ting-Hsuan & Emura, Takeshi, 2014. "A control chart using copula-based Markov chain models," MPRA Paper 57419, University Library of Munich, Germany.
• Michal Sawa & Dariusz Grech, 2014. "Identification of cross and autocorrelations in time series within an approach based on Wigner eigenspectrum of random matrices," Papers 1407.4702, arXiv.org.
• Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014. "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper 57485, University Library of Munich, Germany.
• Jason R. Blevins, 2014. "Structural Estimation of Sequential Games of Complete Information," Working Papers 14-01, Ohio State University, Department of Economics.
• Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014. "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre' 0192, Department of Economics - University Roma Tre.
• Azari Soufiani, Hossein & Diao, Hansheng & Lai, Zhenyu & Parkes, David C., 2013. "Generalized Random Utility Models with Multiple Types," Scholarly Articles 12363923, Harvard University Department of Economics.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2015. "A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets," Working Paper 1327, Economics Department, Queen's University.