Report NEP-ECM-2016-05-14

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Liu, Jia & Maheu, John M, 2015. "Improving Markov switching models using realized variance," MPRA Paper 71120, University Library of Munich, Germany.
• Zapata, Samuel D. & Carpio, Carlos E., 2016. "Non-Parametric Estimation of a Distribution Function with Interval Censored Data," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229802, Southern Agricultural Economics Association.
• Alicia Rambaldi & T. H. Y. Tran & Antonio Peyrache, 2016. "Identifying Regression Parameters When Variables are Measured with Error," Discussion Papers Series 557, School of Economics, University of Queensland, Australia.
• Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers EI2016-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Istvan Barra & Siem Jan Koopman & Agnieszka Borowska, 2016. "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Tinbergen Institute Discussion Papers 16-028/III, Tinbergen Institute, revised 16 Feb 2018.
• Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016. "The Local Fractional Bootstrap," Papers 1605.00868, arXiv.org, revised Oct 2017.
• Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Webel, Karsten, 2016. "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers 07/2016, Deutsche Bundesbank.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks," Working Papers 2072/261537, Universitat Rovira i Virgili, Department of Economics.
• Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
• Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
• Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2016. "Bootstrapping high-frequency jump tests," CIRANO Working Papers 2016s-24, CIRANO.
• Chavez, Daniel & Palma, Marco & Collart, Alba J., 2016. "Eye Tracking to Model Attribute Attendance," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230011, Southern Agricultural Economics Association.
• Adrian Chadi, 2016. "Identification of Attrition Bias Using Different Types of Panel Refreshments," IAAEU Discussion Papers 201602, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
• Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015. "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper 67208, University Library of Munich, Germany.
• Malikov, Emir, 2016. "Estimating Multi-Product Production Functions and Productivity using Control Functions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235108, Agricultural and Applied Economics Association.
• In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
• Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).