Printed from https://ideas.repec.org/n/nep-ecm/2015-10-17.html
Report NEP-ECM-2015-10-17
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:
- Kim, Jaeho, 2015, "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 67153, Oct.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015, "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1065.
- Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
- Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
- Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers, Department of Economics, University of York, number 15/18, Oct.
- Zou, Tao & Chen, Song Xi, 2014, "Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices," MPRA Paper, University Library of Munich, Germany, number 67073, Jan, revised Apr 2015.
- Keith R. Phillips & Jianguo Wang, 2015, "Seasonal adjustment of state and metro ces jobs data," Working Papers, Federal Reserve Bank of Dallas, number 1505, Sep, DOI: 10.24149/wp1505.
- Donal O'Neill, 2015, "Correcting for Self-Reporting Bias in BMI: A Multiple Imputation Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n263-15.pdf.
- Jia Chen & Degui Li & Yingcun Xia, 2015, "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers, Department of Economics, University of York, number 15/17, Oct.
- Adam Nowak & Patrick Smith, 2015, "Textual Analysis in Real Estate," Working Papers, Department of Economics, West Virginia University, number 15-34, Aug.
- Carrillo Julio A. & Elizondo Rocío, 2015, "How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?," Working Papers, Banco de México, number 2015-18, Sep.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015, "Supplement to Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1066.
- Mangold, Benedikt, 2017, "A multivariate rank test of independence based on a multiparametric polynomial copula," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 10/2015, revised 2017.
- Item repec:vie:viennp:1512 is not listed on IDEAS anymore
- Aguirregabiria, Victor & Magesan, Arvind, 2015, "Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10872, Oct.
- de Bruijn, L.P. & Franses, Ph.H.B.F., 2015, "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-20, Sep.
- Serguei Kaniovski & David Stadelmann, 2015, "The Probability of Legislative Shirking: Estimation and Validation," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2015-17, Oct.
- Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015, "Not Just Another Mixed Frequency Paper," Working Papers Series, Central Bank of Brazil, Research Department, number 400, Sep.
- Item repec:hal:wpaper:hal-01212018 is not listed on IDEAS anymore
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
- Francesco Sergi, 2015, "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15066, Sep.
- Item repec:esx:essedp:772 is not listed on IDEAS anymore