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Report NEP-ECM-2016-03-29
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:
- Murat Midilic, 2016, "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/918, Jan.
- Chen, Mingli, 2016, "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1120.
- Marcin Pitera & Thorsten Schmidt, 2016, "Unbiased estimation of risk," Papers, arXiv.org, number 1603.02615, Mar, revised Aug 2017.
- Ariel Pakes & Jack Porter, 2016, "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 21893, Jan.
- Dovern, Jonas & Manner, Hans, 2016, "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers, University of Heidelberg, Department of Economics, number 0608, Mar.
- P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016, "A Method for Measuring Treatment Effects on the Treated without Randomization," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/02, Mar.
- Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016, "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers, arXiv.org, number 1603.01041, Mar.
- Luis Uzeda, 2016, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-632, Mar.
- Shimizu, Chihiro & Karato, Koji, 2016, "Property Price Index Theory and Estimation: A Survey," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 34, Feb.
- Aguilera Morillo, María del Carmen & Durbán, María & Aguilera, Ana M., 2015, "Penalized functional spatial regression," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 21206, Jun.
- Yoshitsugu Kitazawa, 2016, "Root-N consistent estimations of time dummies for the dynamic fixed effects logit models: Monte Carlo illustrations," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 72, Mar.
- Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016, "Changing dynamics at the zero lower bound," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.02, Jan.
- Raj Chetty & John N. Friedman & Jonah Rockoff, 2016, "Using Lagged Outcomes to Evaluate Bias in Value-Added Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21961, Feb.
- Gautier Marti & S'ebastien Andler & Frank Nielsen & Philippe Donnat, 2016, "Clustering Financial Time Series: How Long is Enough?," Papers, arXiv.org, number 1603.04017, Mar, revised Apr 2016.
- Leopoldo Catania, 2016, "Dynamic Adaptive Mixture Models," Papers, arXiv.org, number 1603.01308, Mar, revised Jan 2023.
- Feld, J.F. & Zölitz, U.N., 2016, "Understanding peer effects : on the nature, estimation and channels of peer effects," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 001, Jan, DOI: 10.26481/umaror.2016001.
- James D. Hamilton, 2016, "Macroeconomic Regimes and Regime Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 21863, Jan.