Report NEP-ECM-2014-12-03

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:

• Chen, Song Xi & Guo, Bin, 2014. "Tests for High Dimensional Generalized Linear Models," MPRA Paper 59816, University Library of Munich, Germany.
• Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014. "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper 59901, University Library of Munich, Germany.
• Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive 14-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2014.
• Mangold, Benedikt, 2014. "Plausible prior estimation," FAU Discussion Papers in Economics 09/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Jozef Baruník & Lucie Kraicová, 2014. "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES 2014/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2014.
• Bel, K. & Fok, D. & Paap, R., 2014. "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers EI 2014-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Shonosuke Sugasawa & Tatsuya Kubokawa, 2014. "On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation," CIRJE F-Series CIRJE-F-934, CIRJE, Faculty of Economics, University of Tokyo.
• Jozef Baruník & Frantisek Cech, 2014. "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES 2014/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2014.
• Zapata, Samuel D. & Carpio, Carlos E., 2014. "Distribution-free Methods for Estimation of Willingness to Pay Models Using Discrete Response Valuation Data," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170453, Agricultural and Applied Economics Association.
• Josué M. Polanco-Martínez & Sérgio H. Faria, 2014. "Hunting spectro-temporal information in unevenly spaced paleoclimate time series," Working Papers 2014-07, BC3.
• Chao, Wang & Richard, Gerlach, 2014. "Forecasting risk via realized GARCH, incorporating the realized range," Working Papers 2014-06, University of Sydney Business School, Discipline of Business Analytics.
• Hac`ene Djellout & Arnaud Guillin & Yacouba Samoura, 2014. "Large deviations of the realized (co-)volatility vector," Papers 1411.5159, arXiv.org.
• Harald Badinger & Jesus Crespo Cuaresma, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers wuwp183, Vienna University of Economics and Business, Department of Economics.
• Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
• Erika Gomes-Gonc{c}alves & Henryk Gzyl & Silvia Mayoral, 2014. "Two maxentropic approaches to determine the probability density of compound risk losses," Papers 1411.5625, arXiv.org, revised Nov 2014.
• Bacci, Silvia & Bartolucci, Francesco & Pigini, Claudia & Signorelli, Marcello, 2014. "A finite mixture latent trajectory model for hirings and separations in the labor market," MPRA Paper 59730, University Library of Munich, Germany.
• Wu, Feng & Guan, Zhengfei, 2014. "Efficient Estimation of Risk Attitude with Seminonparametric Risk Modeling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170625, Agricultural and Applied Economics Association.
• Minegishi, Kota, 2014. "Integrating Efficiency Concepts in Technology Approximation: A Weighted DEA Approach," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170277, Agricultural and Applied Economics Association.
• Parman, Bryon & Featherstone, Allen & Amanor-Boadu, Vincent, 2014. "A Comparison of Parametric and Nonparametric Estimation Methods for Cost Frontiers and Economic Measures," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169877, Agricultural and Applied Economics Association.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014. "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers 14-39, Bank of Canada.
• Bresson, G. & Etienne, J-M. & Mohnen, P., 2014. "How important is innovation? : A Bayesian factor-augmented productivity model on panel data," MERIT Working Papers 2014-052, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).