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Report NEP-ECM-2015-03-13
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:
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015, "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper, Norges Bank, number 2015/03, Feb.
- Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie, 2015, "A Multivariate Test Against Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-547, Mar.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-12, Feb.
- Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2014, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-70, Nov.
- James Davidson & Dooruj Rambaccussing, 2015, "A test of the long memory hypothesis based on self-similarity," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 286, Feb.
- Medel, Carlos & Pincheira, Pablo, 2015, "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper, University Library of Munich, Germany, number 62552, Mar.
- Fernández Kranz, Daniel & Lechner, Michael & Rodriguez-Planas, Nuria, 2015, "A note on difference-in-difference estimation by Fixed Effects and OLS when there is panel non-response," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1507, Mar.
- Mukhoti, Sujay, 2014, "Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness," MPRA Paper, University Library of Munich, Germany, number 62532, Jun.
- Chopin, Nicolas & Gadat, Sébastien & Guedj, Benjamin & Guyader, Arnaud & Vernet, Elodie, 2015, "On some recent advances in high dimensional Bayesian Statistics," TSE Working Papers, Toulouse School of Economics (TSE), number 15-557, Feb.
- Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014, "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-69, Nov.
- Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2015, "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-77, Jan.
- Sylvain Barde, 2015, "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics, School of Economics, University of Kent, number 1504, Jan.
- Yae Ji Jun & Jin Seo Cho, 2015, "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-78, Feb.
- Frederik Meudt & Martin Theissen & Rudi Schafer & Thomas Guhr, 2015, "Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Data," Papers, arXiv.org, number 1503.01584, Mar, revised Jul 2015.
- Rudi Schafer & Sonja Barkhofen & Thomas Guhr & Hans-Jurgen Stockmann & Ulrich Kuhl, 2015, "Compounding approach for univariate time series with non-stationary variances," Papers, arXiv.org, number 1503.02177, Mar.
- An, Yonghong & Tang, Xun, 2015, "Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects," MPRA Paper, University Library of Munich, Germany, number 62602, Feb.
- Ruiz Ortega, Esther & Poncela, Pilar, 2015, "Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1502, Jan.
- Laffers, Lukas & Mellace, Giovanni, 2015, "A Note on Testing the LATE Assumptions," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2015, Mar.