Printed from https://ideas.repec.org/n/nep-ecm/2015-11-07.html
Report NEP-ECM-2015-11-07
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:
- YANAGI, Takahide & 柳, 貴英, 2015, "Regression Discontinuity Designs with Nonclassical Measurement Error," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-09, Oct.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2015, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-9, Oct.
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015, "Using low frequency information for predicting high frequency variables," Working Paper, Norges Bank, number 2015/13, Oct.
- Neumayer, Eric & Plümper, Thomas, 2016, "W," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64183, Jan.
- Dooruj McRambaccussing, 2015, "Moment Matching in the Present Value identity, and a New Model," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 291, Oct.
- Johan Dahlin & Thomas B. Schon, 2015, "Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models," Papers, arXiv.org, number 1511.01707, Nov, revised Mar 2019.
- Ankush Agarwal & Stefano de Marco & Emmanuel Gobet & Gang Liu, 2017, "Rare event simulation related to financial risks: efficient estimation and sensitivity analysis," Working Papers, HAL, number hal-01219616, Dec.
- Caceres-Hernandez, Jose & Martin-Rodriguez, Gloria, 2015, "Splines and seasonal unit roots in weekly agricultural prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211380, DOI: 10.22004/ag.econ.211380.
- Sille, AG & Salvioni, C. & Benedetti, R., 2015, "Spatial Heterogeneity in Production Functions Models," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211343, DOI: 10.22004/ag.econ.211343.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015, "Extremal dependence tests for contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-40, Nov.