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Report NEP-ECM-2015-09-18
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:
- Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015, "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper, University Library of Munich, Germany, number 66492, Aug.
- Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015, "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers, Federal Reserve Bank of St. Louis, number 2015-25, Sep, DOI: 10.20955/wp.2015.025.
- Bo E. Honore & Luojia Hu, 2015, "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-7, Sep.
- E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
- Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, CIRPEE, number 1518.
- Daiji Kawaguchi & Yukitoshi Matsushita & Hisahiro Naito, 2015, "Moment Estimation of the Probit Model with an Endogenous Continuous Regressor," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2015-003, Dec.
- Marmer, Vadim & Yu, Zhengfei, 2015, "Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2015-17, Sep, revised 02 Sep 2015.
- Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, European Central Bank, number 1837, Aug.
- Item repec:iab:iabfme:201510_en is not listed on IDEAS anymore
- I. Mammi, 2015, "GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1028, Sep.
- Qian, Hang, 2015, "Inequality Constrained State Space Models," MPRA Paper, University Library of Munich, Germany, number 66447, Sep.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015, "Forecasting with Temporal Hierarchies," MPRA Paper, University Library of Munich, Germany, number 66362, Aug.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015, "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10803, Sep.
- Groß, Marcus & Rendtel, Ulrich, 2015, "Kernel density estimation for heaped data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2015/27.
- Barend Abeln & Jan P.A.M. Jacobs, 2015, "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CIRANO Working Papers, CIRANO, number 2015s-35, Jul.