Report NEP-ECM-2016-04-30This 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.
The following items were announced in this report:
- Panchenko, Valentyn & Prokhorov, Artem, 2016. "Efficient estimation of parameters in marginal in semiparametric multivariate models," Working Papers 2016-04, University of Sydney Business School, Discipline of Business Analytics.
- Koutchade, Philippe & Carpentier, Alain & Femenia, Fabienne, 2015. "Accounting for unobserved heterogeneity in micro-econometric agricultural production models: a random parameter approach," 2015 Conference, August 9-14, 2015, Milan, Italy 212015, International Association of Agricultural Economists.
- Matias Heikkila & Yves Dominicy & Sirkku Pauliina Ilmonen, 2015. "Multivariate extremes based on a notion of radius," Working Papers ECARES ECARES 2015-49, ULB -- Universite Libre de Bruxelles.
- Till Weigt & Bernd Wilfling, 2016. "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers 4616, Center for Quantitative Economics (CQE), University of Muenster.
- Miranda, Karen & Martínez Ibáñez, Oscar & Manjón Antolín, Miquel Carlos,, 2015. "Estimating individual effects and their spatial spillovers in linear panel data models," Working Papers 2072/261028, Universitat Rovira i Virgili, Department of Economics.
- Antti J. Tanskanen & Jani Lukkarinen & Kari Vatanen, 2016. "Random selection of factors preserves the correlation structure in a linear factor model to a high degree," Papers 1604.05896, arXiv.org, revised Dec 2018.
- Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
- Cletus C. Coughlin & Dennis Novy, 2016. "Estimating Border Effects: The Impact of Spatial Aggregation," Working Papers 2016-6, Federal Reserve Bank of St. Louis, revised 31 Aug 2018.
- Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2016. "On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models," Working Papers 160004, Canadian Centre for Health Economics.
- Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
- Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification tests for lattice processes," LSE Research Online Documents on Economics 66104, London School of Economics and Political Science, LSE Library.
- David T. Frazierz & Éric Renault, 2016. "Efficient Two-Step Estimation via Targeting," CIRANO Working Papers 2016s-16, CIRANO.