Report NEP-ECM-2014-11-22
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
- Li, Kunpeng & Lu, Lina, 2014. "Efficient estimation of heterogeneous coefficients in panel data models with common shock," MPRA Paper 59312, University Library of Munich, Germany.
- Lopes, Hedibert F., 2014. "Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model," DES - Working Papers. Statistics and Econometrics. WS ws142819, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Item repec:dgr:uvatin:20140103 is not listed on IDEAS anymore
- Qiu, Yumou & Chen, Song Xi, 2014. "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper 59641, University Library of Munich, Germany.
- Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
- Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014. "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-105/III, Tinbergen Institute.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
- Item repec:cep:stiecm:/2014/577 is not listed on IDEAS anymore
- Jason R. Blevins & Garrett T. Senney, 2014. "Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models," Working Papers 14-02, Ohio State University, Department of Economics.
- Item repec:dgr:uvatin:20140092 is not listed on IDEAS anymore
- Ladislav Kristoufek, 2014. "Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales," Papers 1411.0496, arXiv.org, revised Jan 2015.
- Chollete, Loran & Pena, Victor de la & Segers , Johan, 2014. "Spurious Dependence," UiS Working Papers in Economics and Finance 2014/10, University of Stavanger.
- Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series 307, Institute for Advanced Studies.
- Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014. "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series 14-06, Luxembourg School of Finance, University of Luxembourg.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014. "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes 2014/02, Czech National Bank.
- Sripad Motiram, 2014. "The Cult of statistical significance - A Review," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-038, Indira Gandhi Institute of Development Research, Mumbai, India.
- Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
- Yang, Bill Huajian, 2014. "Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework," MPRA Paper 59025, University Library of Munich, Germany.
- Luca Onorante & Adrian E. Raftery, 2014. "Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window," Papers 1410.7799, arXiv.org.