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Report NEP-ECM-2016-03-10
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:
- Jiang Liang & Wang Xiaohu & Jun Yu, 2016, "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers, Singapore Management University, School of Economics, number 01-2016, Jan.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "Big data analytics: a new perspective," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 268, Feb, DOI: 10.24149/gwp268.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016, "A dynamic component model for forecasting high-dimensional realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016001, Feb.
- Ha-Thu Nguyen, 2016, "Reject inference in application scorecards: evidence from France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-10.
- Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2016, "Score-Based Tests of Differential Item Functioning in the Two-Parameter Model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-05, Mar.
- Agrell, P & Brea-Solís, H., 2015, "Stationarity of Heterogeneity in Production Technology using Latent Class Modelling," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015047, Nov.
- Marie Bessec, 2015, "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print, HAL, number hal-01276824, Jun.
- Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
- Abbring, Jaap & Daljord, Øystein, 2016, "Identifying the Discount Factor in Dynamic Discrete Choice Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11133, Feb.
- Item repec:spo:wpecon:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS anymore
- Fernández-Morales, Antonio, 2016, "Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution," MPRA Paper, University Library of Munich, Germany, number 69648.
- Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
- Steven M. Boker & Timothy R. Brick & Joschua N. Pritikin & Yang Wang & Timo von Oertzen & Donald Brown & John Lach & Ryne Estabrook & Michael D. Hunter & Hermine H. Maes & Michael C. Neale, 2016, "Maintained Individual Data Distributed Likelihood Estimation (MIDDLE)," RatSWD Working Papers, German Data Forum (RatSWD), number 254, DOI: https://doi.org/10.17620/02671.22.
- BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
- Item repec:hal:wpaper:halshs-01278545 is not listed on IDEAS anymore