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Report NEP-ECM-2016-04-04
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:
- Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
- Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
- Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
- Florian Huber & Martin Feldkircher, 2016, "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp221, Mar.
- Shujie Ma & Liangjun Su, 2016, "Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks," Working Papers, Singapore Management University, School of Economics, number 05-2016, Mar.
- Lillestøl, Jostein, 2016, "Weibull Wind Worth: Wait and Watch?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/2, Jan.
- Nassim Nicholas Taleb, 2016, "A Short Note on P-Value Hacking," Papers, arXiv.org, number 1603.07532, Mar, revised Jan 2018.
- Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016, "A generalized exponential time series regression model for electricity prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-08, Mar.
- Senay Sokullu & Sami Stouli, 2016, "Cross-Validation Selection of Regularization Parameter(s) for Semiparametric Transformation Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/672, Mar, revised 08 Nov 2017.
- Yoann Potiron & Per Mykland, 2016, "Local Parametric Estimation in High Frequency Data," Papers, arXiv.org, number 1603.05700, Mar, revised Aug 2018.
- Blaise Melly und Kaspar W thrich, 2016, "Local quantile treatment effects," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1605, Mar.
- Item repec:gnv:wpgsem:unige:79975 is not listed on IDEAS anymore
- Christian Hepenstrick & Massimiliano Marcellino, 2016, "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers, Swiss National Bank, number 2016-04.
- Pedro Martins & Andy Snell & Heiko Stueber & Jonathan Thomas, 2016, "Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 64, Mar.
- Luciano Stefanini, 2015, "Quantile and expectile smoothing by F-transform," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1512, revised 2015.
- Vogel, Matt & van Ham, Maarten, 2016, "Disentangling Neighborhood Effects in Person-Context Research: An Application of a Neighborhood-Based Group Decomposition," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9793, Mar.
- Tetsuya Takaishi, 2016, "GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model," Papers, arXiv.org, number 1603.08114, Mar.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015, "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1560, Oct.