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Report NEP-ECM-2016-04-23
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:
- Jiri Kukacka & Jozef Barunik, 2016, "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/07, Mar, revised Mar 2016.
- Kim, Jae, 2016, "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper, University Library of Munich, Germany, number 70692, Apr.
- Daniel Kosiorowski & Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2016, "Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic," Papers, arXiv.org, number 1604.03776, Apr, revised Oct 2019.
- Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
- Giampiero M. Gallo & Edoardo Otranto, 2016, "Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_02, Apr.
- Gunawan, David & Kohn, Robert & Tran, Minh-Ngoc, 2016, "Fast Inference for Intractable Likelihood Problems using Variational B ayes," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2016-02, Mar.
- Rabovic, Renata & Cizek, Pavel, 2016, "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-013.
- Saraswata Chaudhuriy & David T. Frazierz & Eric Renault, 2016, "Indirect Inference with Endogenously Missing Exogenous Variables," CIRANO Working Papers, CIRANO, number 2016s-15, Apr.
- Conrad, Christian & Kleen, Onno, 2016, "On the statistical properties of multiplicative GARCH models," Working Papers, University of Heidelberg, Department of Economics, number 0613, Mar.
- Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/16, Dec.
- Shahariar Huda, 2016, "Optimal Design Problems For Trigonometric Regression Models," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3505662, Apr.