Report NEP-ECM-2014-09-05

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:

• David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
• Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.
• Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
• Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
• Ian M. McCarthy, 2014. "Putting the Patient in Patient Reported Outcomes: A Robust Methodology for Health Outcomes Assessment," Emory Economics 1408, Department of Economics, Emory University (Atlanta).
• Ian M. McCarthy, 2014. "Eliminating Aggregation Bias when Estimating Treatment Effects on Combined Outcomes with Applications to Quality of Life Assessment," Emory Economics 1409, Department of Economics, Emory University (Atlanta).
• Marcio Laurini & Alberto Ohashi, 2014. "A Noisy Principal Component Analysis for Forward Rate Curves," Papers 1408.6279, arXiv.org.
• Andrew Gelman & Guido Imbens, 2014. "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers 20405, National Bureau of Economic Research, Inc.
• Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
• Florian Huber, 2014. "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers wuwp179, Vienna University of Economics and Business, Department of Economics.
• Enrique Martínez García & Mark A. Wynne, 2014. "Assessing Bayesian model comparison in small samples," Globalization Institute Working Papers 189, Federal Reserve Bank of Dallas.
• Hyeon-Seung Huh & Lance Fisher & Adrian Pagan, 2014. "Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables," EcoMod2014 7225, EcoMod.
• Harry-Paul Vander Elst & David Veredas, 2014. "Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices," Working Papers ECARES ECARES 2014-35, ULB -- Universite Libre de Bruxelles.
• Giraitis, Liudas & Kapetanios, George & Theodoridis, Konstantinos & Yates, Tony, 2014. "Estimating time-varying DSGE models using minimum distance methods," Bank of England working papers 507, Bank of England.