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Report NEP-ECM-2016-06-09
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:
- Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2016, "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting," Papers, arXiv.org, number 1605.09484, May.
- Takaki Sato & Yasumasa Matsuda, 2016, "Spatial Autoregressive Conditional Heteroscedasticity Model and Its Application," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 348, Apr.
- Victor Aguirregabiria & Arvind Magesan, , "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, Department of Economics, University of Calgary, number 2016-32, revised 24 May 2016.
- Ryoko Ito, 2016, "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1607, Jan.
- Alessandro Spelta, 2016, "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def041, May.
- Van Keilegom, Ingrid & Vanhems, Anne, 2016, "Estimation of a semiparametric transformation model in the presence of endogeneity," TSE Working Papers, Toulouse School of Economics (TSE), number 16-654, May.
- Huang, Ju-Chin, 2016, "Recovering Marginal Willingness to Pays from Hedonic Prices under Imperfect Competition," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235608, DOI: 10.22004/ag.econ.235608.
- Stan Hurn & Peter C B Phillips & Shuping Shi, 2015, "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series, National Centre for Econometric Research, number 107, Aug.
- Muhammad Farid Ahmed & Stephen Satchell, 2016, "What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1625, Apr.
- Melstrom, Richard T. & Jayasekera, Deshamithra H.W., 2016, "Two-Stage Estimation to Control for Unobservables in a Recreation Demand Model with Unvisited Sites," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236252, May, DOI: 10.22004/ag.econ.236252.
- Kemper, Nathan & Nayga, Rodolfo M. Jr. & Popp, Jennie & Bazzani, Claudia, 2016, "The Effects of Honesty Oath and Consequentiality in Choice Experiments," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235381, DOI: 10.22004/ag.econ.235381.
- Léopold Simar & Valentin Zelenyuk, 2016, "Asymptotic Theory for Aggregate Efficiency," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042016, May.
- Atwood, Joseph & Joglekar, Alison & Smith, Vincent H., 2016, "Developing Consistent Estimates Of Marginal Effects In A Simultaneous Equation Model With Limited Dependent Variables," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235554, DOI: 10.22004/ag.econ.235554.