Report NEP-ECM-2015-05-22

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Vasdekis, Vassilis G. S. & Rizopoulos, Dimitris & Moustaki, Irini, 2014. "Weighted pairwise likelihood estimation for a general class of random effects models," LSE Research Online Documents on Economics 56733, London School of Economics and Political Science, LSE Library.
• Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
• Laitila, Thomas & Wang, Lisha, 2015. "A Two-Step Estimator for Missing Values in Probit Model Covariates," Working Papers 2015:3, Örebro University, School of Business.
• Fricke, Hans, 2015. "Identification based on Difference-in-Differences Approaches with Multiple Treatments," Economics Working Paper Series 1510, University of St. Gallen, School of Economics and Political Science.
• Meyer, Marco & Jentsch, Carsten & Kreiss, Jens-Peter, 2015. "Baxter`s inequality and sieve bootstrap for random fields," Working Papers 15-06, University of Mannheim, Department of Economics.
• Benedikt Rotermann & Bernd Wilfling, 2015. "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers 4015, Center for Quantitative Economics (CQE), University of Muenster.
• Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
• Helson C. Braga & William G. Tyler, 2015. "Testing for First Order Serial Correlation in Temporally Aggregated Regression Models," Discussion Papers 0014, Instituto de Pesquisa Econômica Aplicada - IPEA.
• Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
• M. Formenti & L. Spadafora & M. Terraneo & F. Ramponi, 2015. "The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model," Papers 1505.04593, arXiv.org.
• Sloczynski, Tymon, 2015. "Average Wage Gaps and Oaxaca–Blinder Decompositions," IZA Discussion Papers 9036, Institute of Labor Economics (IZA).
• Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2015. "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Cahiers de recherche 1506, CIRPEE.
• Arkadiusz Szydlowski, 2015. "Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance," Discussion Papers in Economics 15/06, Division of Economics, School of Business, University of Leicester.
• Henri Nyberg & Harri Pönkä, 2015. "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers 2015-20, Department of Economics and Business Economics, Aarhus University.
• Harry Vander Elst, 2015. "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research 280, National Bank of Belgium.