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Report NEP-ECM-2016-03-23
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:
- Tue Gorgens & Chirok Han & Sen Xue, 2016, "Moment restrictions and identification in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-633, Mar.
- Santiago Pereda Fernández, 2016, "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1053, Feb.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1609, Feb.
- Avagyan, Vahe & Alonso Fernández, Andrés Modesto & Nogales, Francisco J., 2015, "D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 21775, Oct.
- Elena Di Bernardino & Didier Rullière, 2016, "On tail dependence coefficients of transformed multivariate Archimedean copulas," Post-Print, HAL, number hal-00992707, DOI: 10.1016/j.fss.2015.08.030.
- Sguera, Carlo & Galeano San Miguel, Pedro & Lillo Rodríguez, Rosa Elvira, 2014, "Functional outlier detection with a local spatial depth," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141410, Jun.
- Marcel Fafchamps & Julien Labonne, 2016, "Using Split Samples to Improve Inference about Causal Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 21842, Jan.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
- Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2016, "On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/917, Jan.
- Zwick, Thomas & Frosch, Katharina, 2016, "Attenuation bias when measuring inventive performance," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-014.