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Report NEP-ECM-2015-11-15
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:
- Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
- Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
- Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
- Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015, "Explaining adoption and use of payment instruments by U.S. consumers," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-004, May.
- Joshua C.C. Chan, 2015, "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-41, Nov.
- Samantha Leorato & Franco Peracchi, 2015, "Comparing Distribution and Quantile Regression," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1511, revised Oct 2015.
- Tsubasa Ito & Tatsuya Kubokawa, 2015, "Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-995, Nov.
- Arnold Polanski & Evarist Stoja, 2015, "Extreme risk interdependence," Bank of England working papers, Bank of England, number 563, Nov.
- Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015, "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 67702, Aug.
- Joshua C.C. Chan, 2015, "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-42, Nov.
- Saruta Benjanuvatra & Peter Burridge, 2015, "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers, Department of Economics, University of York, number 15/24, Sep.
- Ferman, Bruno & Pinto, Cristine, 2015, "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 67665, Nov.
- Peter Farkas & Laszlo Matyas, 2015, "Testing for Unit Roots in Panel Data with Boundary Crossing Counts," CEU Working Papers, Department of Economics, Central European University, number 2015_5, Nov, revised 03 Nov 2015.
- Vékás, Péter, 2015, "An asymptotic test for the Conditional Value-at-Risk," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/19, Oct.
- D'Agostino, Antonello & Cimadomo, Jacopo, 2015, "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Paper Series, European Central Bank, number 1856, Oct.
- Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015, "Nonstationary Z-score measures," MPRA Paper, University Library of Munich, Germany, number 67840, Nov.
- Nobuhiko Terui & Shohei Hasegawa & Greg M. Allenby, 2015, "A Threshold Model for Discontinuous Preference Change and Satiation," TMARG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 122, Oct.