Printed from https://ideas.repec.org/n/nep-ecm/2016-05-21.html
Report NEP-ECM-2016-05-21
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:
- Griffin, Jim & Liu, Jia & Maheu, John M, 2016, "Bayesian Nonparametric Estimation of Ex-post Variance," MPRA Paper, University Library of Munich, Germany, number 71220, May.
- Andrew J. Buck & George M. Lady, 2016, "Estimating a Falsified Model," DETU Working Papers, Department of Economics, Temple University, number 1601, May.
- Item repec:esy:uefcwp:16666 is not listed on IDEAS anymore
- Gouriéroux, Christian & Zakoian, Jean-Michel, 2016, "Local Explosion Modelling by Noncausal Process," MPRA Paper, University Library of Munich, Germany, number 71105, May.
- Ignace De Vos & Gerdie Everaert, 2016, "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/920, Apr.
- Rinke, Saskia, 2016, "The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-575, Apr.
- Hampf, Benjamin, 2015, "Estimating the materials balance condition: A stochastic frontier approach," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 226.
- Victor Aguirregabiria & Erhao Xie, 2016, "Identification of Biased Beliefs in Games of Incomplete Information Using Experimental Data," Working Papers, University of Toronto, Department of Economics, number tecipa-560, May.
- Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
- Bazen, Stephen & Joutard, Xavier & Magdalou, Brice, 2016, "An Oaxaca Decomposition for Nonlinear Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9909, Apr.
- Maarten van Oordt & Chen Zhou, 2016, "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers, Bank of Canada, number 16-22, DOI: 10.34989/swp-2017-22.
- Yu-Chin Hsu & Shu Shen, 2016, "Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A005, Apr.
- Robert Kollmann, 2016, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-15, Mar.
- Mario Forni & Luca Gambetti & Luca Sala, 2016, "VAR Information and the Empirical Validation of DSGE Models," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 119, Apr.
- Louis Paulot, 2016, "Unbiased Monte Carlo Simulation of Diffusion Processes," Papers, arXiv.org, number 1605.01998, May.
- Du Nguyen, 2016, "An Explicit Formula for Likelihood Function for Gaussian Vector Autoregressive Moving-Average Model Conditioned on Initial Observables with Application to Model Calibration," Papers, arXiv.org, number 1604.08677, Apr.
- Item repec:imf:imfwpa:16/71 is not listed on IDEAS anymore
- Annastiina Silvennoinen & Timo Terasvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," NCER Working Paper Series, National Centre for Econometric Research, number 108, Oct.
- Neil Shephard & Justin J Yang, , "Continuous time analysis of fleeting discrete price moves," Working Paper, Harvard University OpenScholar, number 360986.
- Clegg, Matthew & Krauss, Christopher, 2016, "Pairs trading with partial cointegration," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2016.