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Report NEP-ECM-2015-12-08
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:
- W. Robert Reed & Min Zhu, 2015, "On Estimating Long-Run Effects in Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/18, Nov.
- Paulo M.M. Rodrigues & João Nicolau, 2015, "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201514.
- Mototsugu Shintani & Zi-yi Guo, 2015, "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 15-00013, Dec.
- Blazsek, Szabolcs & Escribano, Álvaro, 2015, "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1510, Nov.
- Robert Gilhooly & Martin Weale & Tomasz Wieladek, 2015, "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 38, Dec.
- Paolo Giudici & Laura Parisi, 2015, "Dynamic hierarchical models for monetary transmission," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 112, Nov.
- Yasuo Hirose & Takeki Sunakawa, 2015, "Parameter bias in an estimated DSGE model: does nonlinearity matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-46, Nov.
- Item repec:hum:wpaper:sfb649dp2015-052 is not listed on IDEAS anymore
- Juodis, Arturas & Sarafidis, Vasilis, 2015, "A Simple Estimator for Short Panels with Common Factors," MPRA Paper, University Library of Munich, Germany, number 68164, Nov.
- Fabian Dunker, 2015, "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 192, Dec.
- Item repec:qmw:qmwecw:wp759 is not listed on IDEAS anymore
- Francisco J. Bahamonde-Birke & Juan de Dios Ortúzar, 2015, "About the Categorization of Latent Variables in Hybrid Choice Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1527.
- Andrew Binning & Junior Maih, 2015, "Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models," Working Paper, Norges Bank, number 2015/17, Dec.
- Hang J. Kim & Lawrence H. Cox & Alan F. Karr & Jerome P. Reiter & Quanli Wang, 2015, "Simultaneous Edit-Imputation for Continuous Microdata," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 15-44, Dec.
- Basu, Deepankar, 2015, "Asymptotic Bias of OLS in the Presence of Reverse Causality," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2015-18.
- Soederlind, Paul, 2015, "Testing Competing Factor Pricing Models," Working Papers on Finance, University of St. Gallen, School of Finance, number 1524, Nov, revised May 2016.
- M. Mouchart & R. Orsi, 2015, "Building a Structural Model: Parameterization and Structurality," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1039, Nov.
- Marc Hallin & Miroslav Šiman, 2015, "Elliptical Multiple Output Quantile Regression and Convex Optimization," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-47, Nov.
- Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015, "Measurement Errors and Monetary Policy: Then and Now," Working Paper, Federal Reserve Bank of Richmond, number 15-13, Nov.
- Matias Heikkila & Yves Dominicy & Sirkku Pauliina Ilmonen, 2015, "Multivariate Moment Based Extreme Value Index Estimators," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-42, Nov.