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Report NEP-ECM-2016-02-29
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:
- Aknouche, Abdelhakim, 2015, "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper, University Library of Munich, Germany, number 69572.
- Olivier Ledoit & Michael Wolf, 2016, "Numerical implementation of the QuEST function," ECON - Working Papers, Department of Economics - University of Zurich, number 215, Jan, revised Jan 2017.
- Egger, Peter & Nigai, Sergey, 2015, "Structural Gravity with Dummies Only," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10427, Feb.
- Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014, "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/14, May.
- Luisa Corrado & Bernard Fingleton, 2016, "The W Matrix in Network and Spatial Econometrics: Issues Relating to Specification and Estimation," CEIS Research Paper, Tor Vergata University, CEIS, number 369, Feb, revised 12 Feb 2016.
- Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
- van Oest, R.D. & Franses, Ph.H.B.F., 2015, "The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-01, Jan.
- Tue Gørgens & Dean Hyslop, 2016, "The specification of dynamic discrete-time two-state panel data models," Motu Working Papers, Motu Economic and Public Policy Research, number 16_01, Feb.
- Makieła, Kamil, 2016, "Bayesian inference in generalized true random-effects model and Gibbs sampling," MPRA Paper, University Library of Munich, Germany, number 69389, Jan.
- Wang, Xuexin, 2016, "A New Class of Tests for Overidentifying Restrictions in Moment Condition Models," MPRA Paper, University Library of Munich, Germany, number 69004, Jan.
- Sucarrat, Genaro & Grønneberg, Steffen, 2016, "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper, University Library of Munich, Germany, number 68931, Jan.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015, "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-131/III, Dec.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2015, "Invariant tests based on M-estimators, estimating functions, and the generalized method of moments," CIRANO Working Papers, CIRANO, number 2015s-27, Jun.
- Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie, 2016, "Beyond dimension two: A test for higher-order tail risk," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 80, DOI: 10.5445/IR/1000051814.
- Item repec:hum:wpaper:sfb649dp2015-010 is not listed on IDEAS anymore
- Jean-François Richard, 2015, "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Working Paper, Department of Economics, University of Pittsburgh, number 5778, Jan.
- Arthur Charpentier & Ewen Gallic, 2016, "Kernel density estimation based on Ripley’s correction," Post-Print, HAL, number halshs-01238499, Jan, DOI: 10.1007/s10707-015-0232-z.
- Neil Shephard & Justin Yang & Mark Podolskij & Robert Stelzer & S Thorbjornsen, , "Likelihood Inference for Exponential-Trawl Processes," Working Paper, Harvard University OpenScholar, number 360826.
- Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi, 2015, "Bootstrap for Value at Risk Prediction," MPRA Paper, University Library of Munich, Germany, number 68842.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015, "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers, Hoover Institution, Stanford University, number 15105, Mar.