Printed from https://ideas.repec.org/n/nep-ecm/2016-05-14.html
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, University Library of Munich, Germany, number 71120, Sep.
- 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, Southern Agricultural Economics Association, number 229802, DOI: 10.22004/ag.econ.229802.
- Alicia Rambaldi & T. H. Y. Tran & Antonio Peyrache, 2016, "Identifying Regression Parameters When Variables are Measured with Error," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 557, Apr.
- 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-20, Apr.
- Istvan Barra & Siem Jan Koopman & Agnieszka Borowska, 2016, "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-028/III, Apr, revised 16 Feb 2018.
- Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," Papers, arXiv.org, number 1605.00868, May, revised Oct 2017.
- Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2016, May.
- Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261537.
- Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016, "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9908, Apr.
- Victor Champonnois & Olivier Chanel, 2016, "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2016.12, Apr.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/5, May.
- Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2016, "Bootstrapping high-frequency jump tests," CIRANO Working Papers, CIRANO, number 2016s-24, May.
- Chavez, Daniel & Palma, Marco & Collart, Alba J., , "Eye Tracking to Model Attribute Attendance," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 230011, DOI: 10.22004/ag.econ.230011.
- Adrian Chadi, 2016, "Identification of Attrition Bias Using Different Types of Panel Refreshments," IAAEU Discussion Papers, Institute of Labour Law and Industrial Relations in the European Union (IAAEU), number 201602, Feb.
- Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015, "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 67208, Mar.
- Malikov, Emir, 2016, "Estimating Multi-Product Production Functions and Productivity using Control Functions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235108, DOI: 10.22004/ag.econ.235108.
- In-Koo Cho & Kenneth Kasa, 2016, "Gresham’S Law Of Model Averaging," Discussion Papers, Department of Economics, Simon Fraser University, number dp16-06, Apr.
- Minchul Shin & Molin Zhong, 2016, "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-040, Apr, DOI: 10.17016/FEDS.2016.040.