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Report NEP-ECM-2015-12-20
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:
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015, "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 145.
- Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015, "Edgeworth expansion for the pre-averaging estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-60, Dec.
- Claudio, Morana, 2015, "Semiparametric Estimation of Multivariate GARCH Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 317, Dec, revised 10 Dec 2015.
- Matthieu Garcin & Clément Goulet, 2015, "A fully non-parametric heteroskedastic model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086, Sep.
- CHEN, Cathy W.S. & WENG, Monica M.C. & WATANABE, Toshiaki & 渡部, 渡部, 2015, "Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-16, Dec.
- Matthieu Garcin & Dominique Guegan, 2015, "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15085, Oct.
- Jose Apesteguia & Miguel A. Ballester, 2015, "Monotone stochastic choice models: The case of risk and time preferences," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1499, Nov.
- Salanié, Bernard, 2015, "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10970, Dec.
- Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij, 2015, "Limit theorems for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-56, Dec.
- Xin Geng & Carlos Martins-Filho & Feng Yao, 2015, "Estimation of a Partially Linear Regression in Triangular Systems," Working Papers, Department of Economics, West Virginia University, number 15-46, Oct.
- Kim, Jae & Choi, In, 2015, "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper, University Library of Munich, Germany, number 68411, Dec.
- Goldstein, Harvey & Lynn, Peter & Muniz-Terrera, Graciela & Hardy, Rebecca & O’Muircheartaigh, Colm & Skinner, Chris J. & Lehtonen, Risto, 2015, "Population sampling in longitudinal surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64705.
- Item repec:spo:wpecon:info:hdl:2441/2t7dgrpjh58e9a93hqot3nu9k3 is not listed on IDEAS anymore
- Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014, "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-01.
- Mark Podolskij & Christian Schmidt & Mathias Vetter, 2015, "On U- and V-statistics for discontinuous Itô semimartingale," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-52, Nov.
- Andreas Basse-O'Connor & Mark Podolskij, 2015, "On critical cases in limit theory for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-57, Dec.
- Francesco Sergi, 2015, "Robert Lucas and the Twist of Modeling Methodology. On some Econometric Methods and Problems in New Classical Macroeconomics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15088, Nov.
- Franses, Ph.H.B.F. & de Bruijn, L.P., 2015, "Benchmarking judgmentally adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-36, Nov.
- Niels Haldrup & J. Eduardo Vera-Valdés, 2015, "Long Memory, Fractional Integration, and Cross-Sectional Aggregation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-59, Dec.