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Report NEP-ECM-2015-06-27
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:
- Item repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp749 is not listed on IDEAS anymore
- Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-30, Jun.
- Martin,William J. & Pham,Cong S., 2015, "Estimating the gravity model when zero trade flows are frequent and economically determined," Policy Research Working Paper Series, The World Bank, number 7308, Jun.
- Johan Dahlin & Mattias Villani & Thomas B. Schon, 2015, "Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods," Papers, arXiv.org, number 1506.06975, Jun, revised Jun 2017.
- Matteo Barigozzi & Marc Hallin, 2015, "Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-22, Jun.
- Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-82, Jun.
- Lee, JiHyung, 2015, "Predictive quantile regression with persistent covariates: IVX-QR approach," MPRA Paper, University Library of Munich, Germany, number 65150, Apr.
- Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.
- Stephan B. Bruns & David I. Stern, 2015, "Meta-Granger causality testing," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-22, Jun.
- Carlo Marinelli & Stefano d'Addona, 2015, "Nonparametric estimates of pricing functionals," Papers, arXiv.org, number 1506.06568, Jun, revised Sep 2017.
- Matthias Bannert & Dirk Drechsel & Heiner Mikosch & Samad Sarferaz, 2015, "Macro and micro level impulse responses: A survey experimental identification procedure," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-386, Jun, DOI: 10.3929/ethz-a-010479956.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15052, Jun.
- Michael W. McCracken & Serena Ng, 2015, "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers, Federal Reserve Bank of St. Louis, number 2015-12, Jun, DOI: 10.20955/wp.2015.012.
- John Deke, , "Using the Linear Probability Model to Estimate Impacts on Binary Outcomes in Randomized Controlled Trials," Mathematica Policy Research Reports, Mathematica Policy Research, number 62a1477e274d429faf7e0c71b.