NEP: New Economics Papers
Econometrics

Edited by:	Sune Karlsson
	Orebro University
Issue date:	2014-06-28
Papers:	16

This issue of nep-ecm is sponsored by the University of Girona. Applications are still open until July 15 for theMaster's in Economic Analysis of Public Policies (MEAPP) Program starting September 2014 in Girona, Spain. Find out more and register now!
Access to full contents may be restricted. To subscribe/unsubscribe follow this link;http://lists.repec.org/mailman/options/nep-ecm

Contents.

• Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion
  

  Date:	2013-07-05
  By:	David Kaplan (Department of Economics, University of Missouri-Columbia)
  URL:	http://d.repec.org/n?u=RePEc:umc:wpaper:1313&r=ecm
  Keywords:	Edgeworth expansion, fixed-smoothing asymptotics, inference, quantile, studentize, testing-optimal
  JEL:	C01 C12 C21

• Exact Distributional Inference Using the Dirichlet Distribution
  

  Date:	2013-10-31
  By:	David Kaplan (Department of Economics, University of Missouri-Columbia) Matt Goldman
  URL:	http://d.repec.org/n?u=RePEc:umc:wpaper:1319&r=ecm
  Keywords:	fractional order statistics, nonparametric statistics, quantile inference, quantile treatment effect

• IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics
  

  Date:	2013-09-05
  By:	David Kaplan (Department of Economics, University of Missouri-Columbia) Matt Goldman
  URL:	http://d.repec.org/n?u=RePEc:umc:wpaper:1315&r=ecm
  Keywords:	fractional order statistics, nonparametric statistics, quantile inference, quantile treatment effect
  JEL:	C01 C12 C21

• Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation
  

  Date:	2014
  By:	Heng Chen
  URL:	http://d.repec.org/n?u=RePEc:bca:bocawp:14-24&r=ecm
  Keywords:	Econometric and statistical methods
  JEL:	C13 C14 C21

• IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics
  

  Date:	2013-09-05
  By:	David Kaplan (Department of Economics, University of Missouri-Columbia)
  URL:	http://d.repec.org/n?u=RePEc:umc:wpaper:1316&r=ecm
  Keywords:	fractional order statistics, nonparametric statistics, quantile inference, quantile treatment effect
  JEL:	C01 C12 C21

• Smoothed Estimating Equations for Instrumental Variables Quantile Regression
  

  Date:	2013-09-05
  By:	David Kaplan (Department of Economics, University of Missouri-Columbia) Yixiao Sun
  URL:	http://d.repec.org/n?u=RePEc:umc:wpaper:1314&r=ecm
  Keywords:	bandwidth choice, higher-order properties, instrumental variables, quantile regression, smoothing
  JEL:	C01 C12 C13 C21 C26

• Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
  

  Date:	2014-05-19
  By:	Markku Lanne (University of Helsinki and CREATES) Henri Nyberg (University of Helsinki)
  URL:	http://d.repec.org/n?u=RePEc:aah:create:2014-17&r=ecm
  Keywords:	Forecast error variance decomposition, generalized impulse response function, output growth, term spread
  JEL:	C13 C32 C53

• Two-Part Models for Fractional Responses Defined as Ratios of Integers
  

  Date:	2014-06-17
  By:	Harald Oberhofer Michael Pfaffermayr (WIFO)
  URL:	http://d.repec.org/n?u=RePEc:wfo:wpaper:y:2014:i:472&r=ecm
  Keywords:	Fractional response models for ratios of integers, one-part versus two-part models, Wald test, LM test, LR test

• A Permutation Test and Estimation Alternatives for the Regression Kink Design
  

  Date:	2014-01
  By:	Peter Ganong Simon Jäger
  URL:	http://d.repec.org/n?u=RePEc:qsh:wpaper:174531&r=ecm

• Causality Networks
  

  Date:	2014-06
  By:	Ishanu Chattopadhyay
  URL:	http://d.repec.org/n?u=RePEc:arx:papers:1406.6651&r=ecm

• Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains
  

  Date:	2014-02
  By:	Juan Carlos Martínez-Ovando Sergio I. Olivares-Guzmán Adriana Roldán-Rodríguez
  URL:	http://d.repec.org/n?u=RePEc:bdm:wpaper:2014-04&r=ecm
  Keywords:	Survey methods, robustness, species-sampling models
  JEL:	C11 C14 C42 C81 C88 J31

• Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
  

  Date:	2014-06
  By:	Barbara Rossi Tatevik Sekhposyan
  URL:	http://d.repec.org/n?u=RePEc:upf:upfgen:1426&r=ecm
  Keywords:	Forecasting, forecast rationality, regression-based tests of forecasting ability, Greenbook forecasts, survey forecasts, real-time data
  JEL:	C22 C52 C53

• Exact fit of simple finite mixture models
  

  Date:	2014-06
  By:	Dirk Tasche
  URL:	http://d.repec.org/n?u=RePEc:arx:papers:1406.6038&r=ecm

• A generalized panel data switching regression model
  

  Date:	2014-05-28
  By:	Malikov, Emir Kumbhakar, Subal C.
  URL:	http://d.repec.org/n?u=RePEc:pra:mprapa:56770&r=ecm
  This paper considers a generalized panel data model of polychotomous and/or sequential switching which can also accommodate the dependence between unobserved effects and covariates in the model. We showcase our model using an empirical illustration in which we estimate scope economies for the publicly owned electric utilities in the U.S. during the period from 2001 to 2003.
  Keywords:	Correlated Effects, Multinomial Logit, Nested Logit, Panel Data, Polychotomous, Selection
  JEL:	C33 C34

• Input aggregation bias in technical efficiency with multiple criteria analysis
  

  Date:	2014-06-12
  By:	Casasnovas, Valero L. Aldanondo, Ana M.
  URL:	http://d.repec.org/n?u=RePEc:pra:mprapa:56778&r=ecm
  We extend the Tauer (2001) and Färe et al. (2004) analyses of aggregation bias in technical efficiency measurement to multiple criteria decision analysis. We show input aggregation conditions consistent with multiple criteria evaluation of overall efficiency in conjunction with variation in aggregation bias.
  Keywords:	Data Envelopment Analysis, Input aggregation, multiple objectives
  JEL:	C61 D20

• Dynamic State-Space Models
  

  Date:	2014-06-03
  By:	Karapanagiotidis, Paul
  URL:	http://d.repec.org/n?u=RePEc:pra:mprapa:56807&r=ecm
  A review of the general state-space modeling framework. The discussion focuses heavily on the three prediction problems of forecasting, filtering, and smoothing within the state- space context. Numerous examples are provided detailing special cases of the state-space model and its use in solving a number of modeling issues. Independent sections are also devoted to both the topics of Factor models and Harvey’s Unobserved Components framework.
  Keywords:	state-space models, signal extraction, unobserved components
  JEL:	C10 C32 C51 C53 C58

  
  

---

This nep–ecm issue is ©2014 by Sune Karlsson. It is provided as is without any express or implied warranty. It may be freely redistributed in whole or in part for any purpose. If distributed in part, it must include this copyright notice. It may not be sold, or placed in something else for sale.
General information on the NEP project can be found at http://nep.repec.org/. For comments please write to the director of NEP, Marco Novarese at < director @ nep point repec point org >.
NEP is sponsored by the Department of Economics, University of Auckland Business School.

_______________________________________________
nep-ecm mailing list
nep-ecm@lists.repec.org
http://lists.repec.org/mailman/listinfo/nep-ecm