New Economic Papers : Econometrics

New Economic Papers  : Econometrics

Edited by: Sune Karlsson

  1. Estimation and Inference by the Method of Projection Minimum Distance
    Òscar Jordà; Sharon Kozicki
  2. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
    Badi H. Baltagi; Peter Egger; Michael Pfaffermayr
  3. Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)
    Carling, Kenneth; Alam, Moudud
  4. Are there Structural Breaks in Realized Volatility?
    Chun Liu; John M Maheu
  5. Least squares volatility change point estimation for partially observed diffusion processes
    Alessandro De Gregorio; Stefano Iacus
  6. Is neglected heterogeneity really an issue in logit and probit models? A simulation exercise for binary and fractional data
    Joaquim J.S. Ramalho; Esmeralda A. Ramalho
  7. A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors
    Sarantis Tsiaplias
  8. Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach
    Yingyao Hu; Matthew Shum
  9. A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
    Ralph D. Snyder; Adrian Beaumont
  10. Loss distribution estimation, external data and model averaging
    Ethan Cohen-Cole; Todd Prono
  11. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    Kevin D. Hoover; Katarina Juselius; Søren Johansen
  12. A Simple Representation of the Bera-Jarque-Lee Test for Probit Models
    Joachim Wilde
  13. Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange
    Andersson, Jonas; Moberg, Jan-Magnus
  14. The Use of Encompassing Tests for Forecast Combinations
    Turgut Kisinbay
  15. Identifying the Returns to Lying When the Truth is Unobserved
    Yingyao Hu; Arthur Lewbel
  16. Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
    Alexander Meyer-Gohde
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