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Report NEP-ECM-2016-03-06
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:
- Ladislav Kristoufek, 2016, "Power-law cross-correlations estimation under heavy tails," Papers, arXiv.org, number 1602.05385, Feb, revised Apr 2016.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16013, Feb.
- Anusha, , "Evaluating reliability of some symmetric and asymmetric univariate filters," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-030.
- A. García, 2016, "Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes," Documentos de Trabajo, Universidad del Rosario, number 14186, Jan.
- Chambers, MJ, 2016, "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers, University of Essex, Department of Economics, number 16062.
- Wang, Xuexin, 2015, "A Note on Consistent Conditional Moment Tests," MPRA Paper, University Library of Munich, Germany, number 69005, Jul.
- Schoonees, P.C. & Groenen, P.J.F. & van de Velden, M., 2015, "Least-squares Bilinear Clustering of Three-way Data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-23, Feb.
- Egger, Peter & Staub, Kevin E, 2015, "GLM estimation of trade gravity models with fixed effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10428, Feb.
- Markku Lanne & Jani Luoto, 2015, "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-37, Aug.
- de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014, "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-30, Nov.
- Hamidi Sahneh, Mehdi, 2013, "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper, University Library of Munich, Germany, number 68867, Aug, revised 16 Aug 2014.
- Sundström, David, 2016, "The Competition Effect in a Public Procurement Model: An error-in-variables approach," Umeå Economic Studies, Umeå University, Department of Economics, number 920, Jan, revised 17 Jun 2016.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
- Koloch, Grzegorz, 2016, "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper, University Library of Munich, Germany, number 69001, Jan.
- Dilip M. Nachane, 2016, "Dynamic stochastic general equilibrium (dsge) modelling: Theory and practice," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-004, Jan.
- Pingel, Ronnie & Waernbaum, Ingeborg, 2015, "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2015:3, Feb.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014, "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/14, May.
- Minchul Shin & Molin Zhong, 2015, "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-115, Dec, DOI: 10.17016/FEDS.2015.115.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015, "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-66, Aug, DOI: 10.17016/FEDS.2015.066.
- Svetunkov, Ivan & Kourentzes, Nikolaos, 2015, "Complex Exponential Smoothing," MPRA Paper, University Library of Munich, Germany, number 69394, May.