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Report NEP-ECM-2015-09-05
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:
- Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015, "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201522.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 764, May.
- Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2015, "Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2015-08.
- Lorenzo Boldrini & Eric Hillebrand, 2015, "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-38, Aug.
- George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2015, "Estimation of Dynastic Life-Cycle Discrete Choice Models," Working Papers, Federal Reserve Bank of St. Louis, number 2015-20, Aug, DOI: 10.20955/wp.2015.020.
- Galina Besstremyannaya & Jaak Simm, 2015, "Robust non-parametric estimation of cost efficiency with an application to banking industry," Working Papers, Center for Economic and Financial Research (CEFIR), number w0217, Aug.
- Kim, Jae, 2015, "How to Choose the Level of Significance: A Pedagogical Note," MPRA Paper, University Library of Munich, Germany, number 66373, Aug.
- Groenen, P.J.F. & Terada, Y., 2015, "Symbolic Multidimensional Scaling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-15, May.
- Pirmin Fessler & Kasy, Maximilian, 2017, "How to use economic theory to improve estimators," Working Paper, Harvard University OpenScholar, number 309271, Jan.
- Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015, "High dimensional Global Minimum Variance Portfolio," MPRA Paper, University Library of Munich, Germany, number 66284, Aug.
- Noemi Nava & Tiziana Di Matteo & Tomaso Aste, 2015, "Time-dependent scaling patterns in high frequency financial data," Papers, arXiv.org, number 1508.07428, Aug, revised Dec 2015.
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015, "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers, arXiv.org, number 1508.07505, Aug.
- Steven T. Berry & Philip Haile, 2015, "Identification in Differentiated Products Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 21500, Aug.
- Lorenzo Boldrini, 2015, "Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-40, Aug.