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Report NEP-ECM-2016-06-18
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:
- Badi Baltagi & Peter Egger & Michaela Kesina, 2016, "Bayesian Spatial Bivariate Panel Probit Estimation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 187, Jan.
- Anna Kormilitsina & Denis Nekipelov, 2015, "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1510, May.
- Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043, May.
- Sundström, David, 2016, "On Specification and Inference in the Econometrics of Public Procurement," Umeå Economic Studies, Umeå University, Department of Economics, number 931, Jun.
- Bartalotti, Otávio C. & Calhoun, Gray & He, Yang, 2016, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs with the Uniform Kernel," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 3394, May.
- Raphael Studer & Rainer Winkelmann, 2016, "Econometric Analysis of Ratings: With an Application to Health and Wellbeing," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 846.
- Ferman, Bruno & Pinto, Cristine Campos de Xavier & Possebom, Vitor Augusto, 2016, "Cherry picking with synthetic controls," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 420, Jun.
- James Anderson & Mario Larch & Yoto Yotov, 2016, "Estimating General Equilibrium Trade Policy Effects: GE PPML," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-6, May.
- Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/16, Mar.
- Ivan A. Canay & Azeem M. Shaikh, 2016, "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/16, Jan.
- Susanne M. Schennach, 2015, "A bias bound approach to nonparametric inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP71/15, Nov.
- Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a Multiplicative Covariance Structure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/16, May.
- Shelton Peiris & Manabu Asai & Michael McAleer, 2016, "Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-044/III, Jun.
- Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2015, "How Low Can House Prices Go? Estimating a Conservative Lower Bound," FHFA Staff Working Papers, Federal Housing Finance Agency, number 15-01, May, DOI: 10.1007/s11146-015-9538-8.
- Monika Hadas-Dyduch, 2016, "Econometric-wavelet prediction in spatial aspect," Working Papers, Institute of Economic Research, number 30/2016, Jun, revised Jun 2016.
- YAMAMOTO, Yohei & 山本, 庸平, 2016, "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-26, May.