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Report NEP-ECM-2015-02-28
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:
- Su Liangjun & Tadao Hoshino, 2015, "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers, Singapore Management University, School of Economics, number 01-2015, Feb.
- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015, "Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 223, Jan, DOI: 10.24149/gwp223.
- Item repec:stn:sotoec:1418 is not listed on IDEAS anymore
- Russel Davidson & Andrea Monticini, 2014, "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def012, Mar.
- Arthur Charpentier & Emmanuel Flachaire, 2015, "Log-Transform Kernel Density Estimation of Income Distribution," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1506, Feb.
- Ahmad Farid Osman & Maxwell L. King, 2015, "A new approach to forecasting based on exponential smoothing with independent regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/15.
- Shonosuke Sugasawa & Tatsuya Kubokawa, 2015, "Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-957, Feb.
- Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan, 2014, "Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition," MPRA Paper, University Library of Munich, Germany, number 62335, Sep.
- Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 15/01, Feb.
- Biørn, Erik, 2014, "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum, Oslo University, Department of Economics, number 28/2014, Dec.
- Seojeong Lee, 2015, "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers, School of Economics, The University of New South Wales, number 2015-01, Jan.
- David M. Kaplan & Matt Goldman, 2015, "Fractional order statistic approximation for nonparametric conditional quantile inference," Working Papers, Department of Economics, University of Missouri, number 1502, Sep.
- Florian Ziel, 2015, "Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes," Papers, arXiv.org, number 1502.06557, Feb, revised Dec 2015.
- Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers, Centre for Macroeconomics (CFM), number 1505, Jan.
- Süß, Philipp, 2015, "A simple procedure to estimate k structural parameters on conditionally endogenous variables with one conditionally mean independent instrument in linear models," MPRA Paper, University Library of Munich, Germany, number 62030, Feb.
- Omay, Tolga & Yildirim, Dilem, 2013, "Nonlinearity and Smooth Breaks in Unit Root Testing," MPRA Paper, University Library of Munich, Germany, number 62334, May.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015, "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers, Department of Economics, University of Birmingham, number 15-03, Jan.
- Damien Challet, 2015, "One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics," Papers, arXiv.org, number 1502.05367, Feb, revised Jul 2015.
- Francesco Lamperti, 2015, "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/02, 02.
- Stéphane Mussard & Fattouma Souissi-Benrejab, 2015, "Gini-PLS Regressions," Working Papers, LAMETA, Universtiy of Montpellier, number 15-03, Feb, revised Feb 2015.
- Task Force Members Include: Lilli Japec & Frauke Kreuter & Marcus Berg & Paul Biemer & Paul Decker & Cliff Lampe & Julia Lane & Cathy O'Neil & Abe Usher, , "AAPOR Report on Big Data," Mathematica Policy Research Reports, Mathematica Policy Research, number 4eb9b798fd5b42a8b53a9249c.
- Junior Maih, 2014, "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2014, Dec.
- Alexander Schnurr, 2015, "An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series," Papers, arXiv.org, number 1502.07321, Jan.