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Report NEP-ECM-2016-05-28
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:
- Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016, "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 09/16.
- Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016, "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-12, Apr.
- Sujay Mukhoti & Pritam Ranjan, 2016, "Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors," Papers, arXiv.org, number 1605.02418, May.
- Robinson Kruse & Christian Leschinski & Michael Will, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-17, May.
- Xavier D'Haultfoeuille & Roland Rathelot, 2016, "Measuring Segregation on Small Units: A Partial Identification Analysis," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1611, May.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
- Tomás del Barrio Castro & Alain Hecq, 2016, "Testing for Deterministic Seasonality in Mixed-Frequency VARs," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 76.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016, "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/14745, Apr.
- Takashi Shinzato, 2016, "Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed," Papers, arXiv.org, number 1605.06840, May.
- Constantin Bürgi & Tara M. Sinclair, 2015, "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers, The George Washington University, The Center for Economic Research, number 2015-006, Dec.
- Antoine Mandel & Amir Sani, 2016, "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16036, Apr.
- S Ouliaris & A R Pagan, 2015, "A New Method for Working With Sign Restrictions in SVARs," NCER Working Paper Series, National Centre for Econometric Research, number 105, May.
- Sergey Ivashchenko, 2016, "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 136/EC/2016.