Report NEP-ECM-2015-05-09

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:

• Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Anastasia Semykina & Jeffrey M. Wooldridge, 2015. "Binary Response Panel Data Models with Sample Selection and Self Selection," Working Papers wp2015_05_01, Department of Economics, Florida State University.
• Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015. "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers 2015-19, Department of Economics and Business Economics, Aarhus University.
• Takuya Hasebe, 2015. "Estimating the Variance of Decomposition Effects," Working Papers 6, City University of New York Graduate Center, Ph.D. Program in Economics.
• Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov, 2015. "Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game," NBER Working Papers 21125, National Bureau of Economic Research, Inc.
• Steven E. Pav, 2015. "Inference on the Sharpe ratio via the upsilon distribution," Papers 1505.00829, arXiv.org, revised Aug 2021.
• Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-Based Bias Correction And Inference For Dynamic Panels With Fixed Effects," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/906, Ghent University, Faculty of Economics and Business Administration.
• Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64101, University Library of Munich, Germany, revised 17 Apr 2015.
• Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2015. "A Variant of AIC Using Bayesian Marginal Likelihood," CIRJE F-Series CIRJE-F-971, CIRJE, Faculty of Economics, University of Tokyo.
• Dinda, Soumyananda, 2015. "A Note on DD Approach," MPRA Paper 63949, University Library of Munich, Germany.
• Guadarrama Sanz, Maria & Rao, J. N. K., 2015. "A Comparison of Small Area Estimation Methods for Poverty Mapping," DES - Working Papers. Statistics and Econometrics. WS ws1505, Universidad Carlos III de Madrid. Departamento de Estadística.
• Fafchamps, Marcel & Comola, Margherita, 2015. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," CEPR Discussion Papers 10575, C.E.P.R. Discussion Papers.
• Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
• G. Papadopoulos & D. Kugiumtzis, 2015. "Estimation of connectivity measures in gappy time series," Papers 1505.00003, arXiv.org.
• Item repec:cte:wsrepe:ws1506 is not listed on IDEAS anymore

• Peter Reinhard Hansen, 2015. "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers 2015-18, Department of Economics and Business Economics, Aarhus University.
• Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2015. "On the Forecast Combination Puzzle," Papers 1505.00475, arXiv.org.
• James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
• Damien Challet, 2015. "Sharper asset ranking from total drawdown durations," Papers 1505.01333, arXiv.org, revised Feb 2017.
• Sohei Kaihatsu & Jouchi Nakajima, 2015. "Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model," Bank of Japan Working Paper Series 15-E-3, Bank of Japan.
• Francisco J. Bahamonde-Birke & Uwe Kunert & Heike Link & Juan de Dios Ortúzar, 2015. "About Attitudes and Perceptions: Finding the Proper Way to Consider Latent Variables in Discrete Choice Models," Discussion Papers of DIW Berlin 1474, DIW Berlin, German Institute for Economic Research.
• Nicholas M. Kiefer & C. Erik Larson, 2015. "Counting Processes for Retail Default Modeling," CREATES Research Papers 2015-17, Department of Economics and Business Economics, Aarhus University.
• Dietmar Pfeifer & Herv'e Awoumlac Tsatedem & Andreas Mandle & C^ome Girschig, 2015. "New copulas based on general partitions-of-unity and their applications to risk management," Papers 1505.00288, arXiv.org, revised Jan 2019.