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Report NEP-ECM-2015-01-31
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Indirect inference with time series observed with error," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-57, Dec.
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2015, "Nonparametric likelihood for volatility under high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/581, Jan.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015, "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-952, Jan.
- Giorgio Calzolari & Roxana Halbleib, 2014, "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-25, Dec.
- Noud P.A. van Giersbergen, 2014, "Inference about the Indirect Effect: a Likelihood Approach," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-10, Dec.
- Anders Bredahl Kock & Haihan Tang, 2014, "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-58, Dec.
- Stephen Morris, 2014, "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers, Society for Economic Dynamics, number 738.
- Knüppel, Malte, 2014, "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers, Deutsche Bundesbank, number 40/2014.
- Taisuke Otsu & Yoshiyasu Rai, 2015, "Bootstrap inference of matching estimators for average treatment effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/580, Jan.
- Giorgio Calzolari, 2015, "Indirect estimation and econometrics exams: how to live a round life," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2015_01, Jan.
- Zura Kakushadze, 2015, "Combining Alphas via Bounded Regression," Papers, arXiv.org, number 1501.05381, Jan, revised Oct 2015.
- Victor Aguiar & Roberto Serrano, 2015, "Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour," Working Papers, Brown University, Department of Economics, number 2015-1.
- Thorsten Drautzburg, 2014, "A Narrative Approach to a Fiscal DSGE Model," 2014 Meeting Papers, Society for Economic Dynamics, number 791.