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Report NEP-ECM-2015-06-20
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:
- Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
- Jean-Marie Dufour & Tarek Jouini, 2015, "Asymptotic distributions for quasi-efficient estimators in echelon VARMA models," CIRANO Working Papers, CIRANO, number 2015s-26, Jun.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2015, "Exact confidence sets and goodness-of-fit methods for stable distributions," CIRANO Working Papers, CIRANO, number 2015s-25, Jun.
- Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
- Item repec:tam:wpaper:1392 is not listed on IDEAS anymore
- Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015, "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1016, Jun.
- Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
- Andrew Harvey & Rutger-Jan Lange, 2015, "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1517, Jun.
- Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1522, May, revised May 2015.
- Gómez, M. & Ausín Olivera, María Concepción & Domínguez, M. C., 2015, "Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1513, Jun.
- Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
- Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015, "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers, CIRANO, number 2015s-20, May.
- Carolina Caetano & Juan Carlos Escaniano, 2015, "Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-009, May.
- Item repec:iwh:dispap:6-15 is not listed on IDEAS anymore
- Matthew T. Panhans & John D. Singleton, 2015, "The Empirical Economist's Toolkit: From Models to Methods," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2015-3.