Report NEP-ECM-2015-09-26

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.
• Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
• Keita, Moussa, 2015, "Introduction à l'Econométrie
  [Introduction to Econometrics]," MPRA Paper, University Library of Munich, Germany, number 66840, 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.
• 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.
• Yoonseok Lee & Yu Zhou, 2015, "Averaged Instrumental Variables Estimators," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 180, May.
• Bernard M.S. van Praag, 2015, "A New View on Panel Econometrics. Is Probit feasible after all ?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-112/V, Sep.
• Karlsson, Sune & Temesgen, Asrat, 2015, "Bayesian Inference in Regression Models with Ordinal Explanatory Variables," Working Papers, Örebro University, School of Business, number 2015:9, Sep.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-990, Sep.
• Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015, "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers, Department of Economics, University of Missouri, number 1513, Sep, revised 25 Jul 2016.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015, "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63663, Jan.
• Christian Westermeier & Markus M. Grabka, 2015, "Longitudinal Wealth Data and Multiple Imputation: An Evaluation Study," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 790.
• Riccardo Junior Buonocore & Tomaso Aste & Tiziana Di Matteo, 2015, "Measuring multiscaling in financial time-series," Papers, arXiv.org, number 1509.05471, Sep, revised Sep 2015.
• Gautier Marti & Philippe Very & Philippe Donnat, 2015, "Toward a generic representation of random variables for machine learning," Working Papers, HAL, number hal-01196883, Sep.
• Laura Coroneo & Fabrizio Iacone, 2015, "Comparing predictive accuracy in small samples," Discussion Papers, Department of Economics, University of York, number 15/15, Sep.
• Marjolein Fokkema & Niels Smits & Achim Zeileis & Torsten Hothorn & Henk Kelderman, 2015, "Detecting Treatment-Subgroup Interactions in Clustered Data with Generalized Linear Mixed-Effects Model Trees," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2015-10, Sep.
• Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015, "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers, IZA Network @ LISER, number 9344, Sep.
• Item repec:hum:wpaper:sfb649dp2015-047 is not listed on IDEAS anymore

• Qian, Hang, 2015, "Inequality Constrained State Space Models," MPRA Paper, University Library of Munich, Germany, number 66447, Sep.
• João Santos Silva, 2015, "Robust covariance estimation for quantile regression," United Kingdom Stata Users' Group Meetings 2015, Stata Users Group, number 10, Sep.
• 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.
• Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou, 2015, "Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application," Papers, arXiv.org, number 1509.05952, Sep.
• Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J., 2015, "Simple Tests for Selection Bias: Learning More from Instrumental Variables," IZA Discussion Papers, IZA Network @ LISER, number 9346, Sep.
• Li-Fei Huang, 2015, "Jackknife-2 confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704968, Sep.

Report NEP-ECM-2015-09-26

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: