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.

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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 187, Center for Policy Research, Maxwell School, Syracuse University.
• Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
• Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
• Sundström, David, 2016. "On Specification and Inference in the Econometrics of Public Procurement," Umeå Economic Studies 931, Umeå University, Department of Economics.
• 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 3394, Iowa State University, Department of Economics.
• Raphael Studer & Rainer Winkelmann, 2016. "Econometric Analysis of Ratings: With an Application to Health and Wellbeing," SOEPpapers on Multidisciplinary Panel Data Research 846, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Ferman, Bruno & Pinto, Cristine Campos de Xavier & Possebom, Vítor Augusto, 2016. "Cherry picking with synthetic controls," Textos para discussão 420, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Anderson, James & Larch, Mario & Yotov, Yoto, 2016. "Estimating General Equilibrium Trade Policy Effects: GE PPML," School of Economics Working Paper Series 2016-6, LeBow College of Business, Drexel University.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers CWP12/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers CWP71/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a Multiplicative Covariance Structure," CeMMAP working papers CWP23/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Shelton Peiris & Manabu Asai & Michael McAleer, 2016. "Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models," Tinbergen Institute Discussion Papers 16-044/III, Tinbergen Institute.
• 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 15-01, Federal Housing Finance Agency.
• Monika Hadas-Dyduch, 2016. "Econometric-wavelet prediction in spatial aspect," Working Papers 30/2016, Institute of Economic Research, revised Jun 2016.
• YAMAMOTO, Yohei & 山本, 庸平, 2016. "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series HIAS-E-26, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.