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Report NEP-ECM-2015-07-11
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:
- YAMAMOTO, Yohei & 山本, 庸平, 2015, "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-05, Jul.
- Item repec:spo:wpecon:info:hdl:2441/4ect7tfnam9poo2tioundd7pb3 is not listed on IDEAS anymore
- Marian Vavra, 2015, "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2015, Jun.
- Shi, W. & Kleijnen, J.P.C., 2015, "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-034.
- Carsten Schröder & Shlomo Yitzhaki, 2015, "Revisiting the Evidence for a Cardinal Treatment of Ordinal Variables," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 772.
- Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015, "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-076/IV/DSF94, Jul.
- Yoann Potiron & Per Mykland, 2015, "Estimation of integrated quadratic covariation with endogenous sampling times," Papers, arXiv.org, number 1507.01033, Jul, revised Nov 2016.
- Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169307, May.
- Kleijnen, J.P.C., 2015, "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-035.
- Susan Athey & Dean Eckles & Guido W. Imbens, 2015, "Exact P-values for Network Interference," NBER Working Papers, National Bureau of Economic Research, Inc, number 21313, Jul.