Report NEP-ECM-2016-06-14

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:

• Victor Aguirregabiria & Arvind Magesan, 2016. "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers tecipa-562, University of Toronto, Department of Economics.
• Rosas, Francisco & Lence, Sergio H., 2016. "How Reliable is Duality Theory in Empirical Work?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236091, Agricultural and Applied Economics Association.
• Tue Gorgens & Chirok Han & Sen Xue, 2016. "Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-635, Australian National University, College of Business and Economics, School of Economics.
• Ito, R., 2016. "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics 1606, Faculty of Economics, University of Cambridge.
• Bouscasse, H. & Joly, I. & Peyhardi, J., 2016. "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers 2016-04, Grenoble Applied Economics Laboratory (GAEL).
• Lesage, James P. & Vance, Colin & Chih, Yao-Yu, 2016. "A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry," Ruhr Economic Papers 617, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Giorgia Marini, 2016. "A note on the power of panel cointegration tests – An application to health care expenditure and gdp," Public Finance Research Papers 21, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome.
• Søren Johansen & Bent Nielsen, 2016. "Tightness of M-estimators for multiple linear regression in time series," CREATES Research Papers 2016-18, Department of Economics and Business Economics, Aarhus University.
• Palma, Marco & Li, Yajuan & Vedenov, Dmitry & Bessler, David, 2016. "The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235990, Agricultural and Applied Economics Association.
• Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
• Bryan S. Graham, 2016. "Homophily and Transitivity in Dynamic Network Formation," NBER Working Papers 22186, National Bureau of Economic Research, Inc.
• Davis, Katrina J & Burton, Michael & Kragt, Marit E, 2016. "Discrete choice models: scale heterogeneity and why it matters," Working Papers 235373, University of Western Australia, School of Agricultural and Resource Economics.
• Fève, Patrick & Guay, Alain, 2016. "Sentiments in SVARs," TSE Working Papers 16-656, Toulouse School of Economics (TSE).
• Barfield, Ashley & Shonkwiler, J. Scott, 2016. "A Distribution Transition Method for Extreme Responses in Recreation Survey Data," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235670, Agricultural and Applied Economics Association.
• Shr, Yau-Huo & Ready, Richard, 2016. "Comparing performance of discrete choice models in stated choice methods: A prediction-based approach using preference order data," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236174, Agricultural and Applied Economics Association.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
• Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking," IZA Discussion Papers 9957, Institute of Labor Economics (IZA).
• Gadat, Sébastien & Marteau, Clément & Maugis, Cathy, 2016. "Parameter recovery in two-component contamination mixtures: the L2 strategy," TSE Working Papers 16-653, Toulouse School of Economics (TSE), revised Feb 2018.