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.

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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 16/918, Ghent University, Faculty of Economics and Business Administration.
• Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.
• Marcin Pitera & Thorsten Schmidt, 2016. "Unbiased estimation of risk," Papers 1603.02615, arXiv.org, revised Aug 2017.
• Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
• Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
• 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 16/02, Division of Economics, School of Business, University of Leicester.
• 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 1603.01041, arXiv.org.
• Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
• Shimizu, Chihiro & Karato, Koji, 2016. "Property Price Index Theory and Estimation: A Survey," HIT-REFINED Working Paper Series 34, Institute of Economic Research, Hitotsubashi University.
• Aguilera Morillo, María del Carmen & Durbán, María & Aguilera, Ana M., 2015. "Penalized functional spatial regression," DES - Working Papers. Statistics and Econometrics. WS 21206, Universidad Carlos III de Madrid. Departamento de Estadística.
• Yoshitsugu Kitazawa, 2016. "Root-N consistent estimations of time dummies for the dynamic fixed effects logit models: Monte Carlo illustrations," Discussion Papers 72, Kyushu Sangyo University, Faculty of Economics.
• Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan, 2016. "Changing dynamics at the zero lower bound," Working Papers 16.02, Swiss National Bank, Study Center Gerzensee.
• Raj Chetty & John N. Friedman & Jonah Rockoff, 2016. "Using Lagged Outcomes to Evaluate Bias in Value-Added Models," NBER Working Papers 21961, National Bureau of Economic Research, Inc.
• Gautier Marti & S'ebastien Andler & Frank Nielsen & Philippe Donnat, 2016. "Clustering Financial Time Series: How Long is Enough?," Papers 1603.04017, arXiv.org, revised Apr 2016.
• Leopoldo Catania, 2016. "Dynamic Adaptive Mixture Models," Papers 1603.01308, arXiv.org, 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 001, Maastricht University, Research Centre for Education and the Labour Market (ROA).
• James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.