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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, University of Toronto, Department of Economics, number tecipa-562, May.
- Rosas, Francisco & Lence, Sergio H., 2016, "How Reliable is Duality Theory in Empirical Work?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236091, May, DOI: 10.22004/ag.econ.236091.
- 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, Australian National University, College of Business and Economics, School of Economics, number 2016-635, May.
- Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
- 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, Grenoble Applied Economics Laboratory (GAEL), number 2016-04.
- 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, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 617, DOI: 10.4419/86788717.
- Giorgia Marini, 2016, "A note on the power of panel cointegration tests – An application to health care expenditure and gdp," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 21, May.
- Søren Johansen & Bent Nielsen, 2016, "Tightness of M-estimators for multiple linear regression in time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-18, May.
- 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, Agricultural and Applied Economics Association, number 235990, DOI: 10.22004/ag.econ.235990.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016, "Structural Break Tests Robust to Regression Misspecification," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-019.
- Bryan S. Graham, 2016, "Homophily and Transitivity in Dynamic Network Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22186, Apr.
- Davis, Katrina J & Burton, Michael & Kragt, Marit E, , "Discrete choice models: scale heterogeneity and why it matters," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 235373, DOI: 10.22004/ag.econ.235373.
- Fève, Patrick & Guay, Alain, 2016, "Sentiments in SVARs," TSE Working Papers, Toulouse School of Economics (TSE), number 16-656, May.
- 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, Agricultural and Applied Economics Association, number 235670, May, DOI: 10.22004/ag.econ.235670.
- 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, Agricultural and Applied Economics Association, number 236174, DOI: 10.22004/ag.econ.236174.
- 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, University Library of Munich, Germany, number 71670, Apr.
- 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, Institute of Labor Economics (IZA), number 9957, May.
- Gadat, Sébastien & Marteau, Clément & Maugis, Cathy, 2016, "Parameter recovery in two-component contamination mixtures: the L2 strategy," TSE Working Papers, Toulouse School of Economics (TSE), number 16-653, May, revised Feb 2018.