Report NEP-ECM-2015-08-19

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:

• Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014, "Uniform post selection inference for LAD regression and other Z-estimation problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/14, Dec.
• Fedotenkov, Igor, 2015, "A simple nonparametric test for the existence of finite moments," MPRA Paper, University Library of Munich, Germany, number 66089, Aug.
• Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014, "Nonparametric identification in panels using quantiles," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP54/14, Dec.
• Paul Larsen, 2015, "Asyptotic Normality for Maximum Likelihood Estimation and Operational Risk," Papers, arXiv.org, number 1508.02824, Aug, revised Aug 2016.
• Michael Vogt & Oliver Linton, 2015, "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/15, Feb.
• Ivan A. Canay & Vishal Kamat, 2015, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/15, Jun.
• Guillaume Chevillon, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," Working Papers, HAL, number hal-00914830, Nov.
• Michael S. Delgado & Raymond J.G.M. Florax, 2015, "Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-091/VIII, Jul.
• Jie Ding & Vahid Tarokh & Yuhong Yang, 2015, "Bridging AIC and BIC: a new criterion for autoregression," Papers, arXiv.org, number 1508.02473, Aug, revised Aug 2016.
• Joel L. Horowitz, 2015, "Variable selection and estimation in high-dimensional models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP35/15, Jul.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/9, Jul.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-984, Jul.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/15, Jul.
• Amélie Charles & Olivier Darné & Fabien Tripier, 2015, "Are unit root tests useful in the debate over the (non)stationarity of hours worked?," Post-Print, HAL, number hal-01101618, DOI: 10.1017/S1365100513000321.
• Elena Di Bernardino & Didier Rullière, 2015, "Estimation of multivariate critical layers: Applications to rainfall data," Post-Print, HAL, number hal-00940089, Jan.
• Joshua C.C. Chan & Eric Eisenstat, 2015, "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-32, Aug.
• Item repec:oxf:wpaper:wps/2014-05 is not listed on IDEAS anymore

• Elotma H, 2015, "Parameter estimation for stochastic diffusion process," Working Papers, HAL, number hal-01081470, Feb.
• Toru Kitagawa, 2014, "A Test for Instrument Validity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/14, Aug.
• Andrew Chesher & Adam Rosen, 2015, "Identification of the distribution of valuations in an incomplete model of English auctions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/15, Jun.
• Portier, Franck & Beaudry, Paul & Feve, Patrick & Guay, Alain, 2015, "When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10763, Aug.
• Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A., 2015, "Generalised partially linear regression with misclassified data and an application to labour market transitions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-043.
• Brendon McConnell & Marcos Vera-Hernandez, 2015, "Going beyond simple sample size calculations: a practitioner's guide," IFS Working Papers, Institute for Fiscal Studies, number W15/17, Sep.
• Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
• Mehmet Pasaogullari, 2015, "Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1512, Aug, DOI: 10.26509/frbc-wp-201512.

Report NEP-ECM-2015-08-19

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: