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Report NEP-ECM-2016-04-30
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:
- Panchenko, Valentyn & Prokhorov, Artem, 2016, "Efficient estimation of parameters in marginal in semiparametric multivariate models," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2016-04, Mar.
- 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, International Association of Agricultural Economists, number 212015, DOI: 10.22004/ag.econ.212015.
- Matias Heikkila & Yves Dominicy & Sirkku Pauliina Ilmonen, 2015, "Multivariate extremes based on a notion of radius," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-49, Dec.
- Till Weigt & Bernd Wilfling, 2016, "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4616, Apr.
- Item repec:urv:wpaper:2072/261028 is not listed on IDEAS anymore
- 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, arXiv.org, number 1604.05896, Apr, revised Dec 2018.
- Dimitrios P. Louzis, 2016, "Macroeconomic forecasting and structural changes in steady states," Working Papers, Bank of Greece, number 204, Mar.
- Cletus C. Coughlin & Dennis Novy, 2016, "Estimating Border Effects: The Impact of Spatial Aggregation," Working Papers, Federal Reserve Bank of St. Louis, number 2016-6, Apr, DOI: 10.20955/wp.2016.006.
- Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2016, "On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models," Working Papers, Canadian Centre for Health Economics, number 160004, Apr.
- Li, Hui, 2016, "A true measure of dependence," MPRA Paper, University Library of Munich, Germany, number 69735, Feb.
- Hidalgo, Javier & Seo, Myung Hwan, 2015, "Specification tests for lattice processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66104, Apr.
- David T. Frazierz & Eric Renault, 2016, "Efficient Two-Step Estimation via Targeting," CIRANO Working Papers, CIRANO, number 2016s-16, Apr.