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Report NEP-ECM-2016-04-16
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:
- Abonazel, Mohamed R., 2016, "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 70628, Apr.
- Kohn, R. & Quiroz, M. & Tran, M.-N. & Villani, M., 2016, "Block-Wise Pseudo-Marginal Metropolis-Hastings," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2016-03, Mar.
- Xiaohong Chen & Yin Jia Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2032, Mar.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016, "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 780, Feb.
- Silvia Gonçalves & Benoit Perron & Antoine Djogbenou, 2016, "Bootstrap prediction intervals for factor models," CIRANO Working Papers, CIRANO, number 2016s-19, Apr.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016, "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-024, Mar, DOI: 10.17016/FEDS.2016.024r1.
- Guadarrama, María & Molina, Isabel & Rao, J.N.K., 2016, "Small area estimation of general parameters under complex sampling designs," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 22731, Apr.
- Isabelle Charlier & Davy Paindaveine & Jérôme Saracco, 2016, "Multiple-Output Quantile Regression through Optimal Quantization," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-18, Apr.
- Campbell R. Harvey & Yan Liu, 2016, "Rethinking Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22134, Mar.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2016, "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/16.
- Alberto Abadie & Kasy, Maximilian, 2017, "The risk of machine learning," Working Paper, Harvard University OpenScholar, number 383316, Jan.
- Ole E. Barndorff-Nielsen, 2016, "Assessing Gamma kernels and BSS/LSS processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-09, Apr.
- Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2017, "This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-383, Mar.
- David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
- Xun Lu & Liangjun Su & Halbert White, 2016, "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers, Singapore Management University, School of Economics, number 04-2016, Feb.
- Medovikov, Ivan & Prokhorov, Artem, 2016, "A New Measure of Vector Dependence, with an Application to Financial C ontagion," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2016-01, Mar.
- Leopoldo Catania & Anna Gloria Billé, 2016, "Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," CEIS Research Paper, Tor Vergata University, CEIS, number 375, Mar, revised 31 Mar 2016.