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Report NEP-ECM-2016-06-25
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:
- Moreira, Marcelo J. & Mourão, Rafael & Moreira, Humberto Ataíde, 2016, "A critical value function approach, with an application to persistent time-series," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 778, Jun.
- Ciccarelli, Nicola, 2016, "Semiparametric Efficient Adaptive Estimation of the PTTGARCH model," MPRA Paper, University Library of Munich, Germany, number 72021.
- Federico M Bandi & Valentina Corradi & Daniel Wilhelm, 2016, "Possibly Nonstationary Cross-Validation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/16, Mar.
- Alexei Onatski & Chen Wang, 2016, "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1637, Jun.
- Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016, "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/674, Jun, revised 08 Aug 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044, Jun.
- Søren Johansen & Bent Nielsen, 2016, "Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series," Discussion Papers, University of Copenhagen. Department of Economics, number 16-05, Jun.
- Yutao Sun, 2016, "Likelihood-based inference for nonlinear models with both individual and time effects," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 541934, May.
- Alfonso Ugarte, 2016, "Long and short-run components in explanatory variables and different panel-data estimates," Working Papers, BBVA Bank, Economic Research Department, number 16/10, May.
- Dirk Drechsel & Stefan Neuwirth, 2016, "Taming volatile high frequency data with long lag structure: An optimal filtering approach for forecasting," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 16-407, Jan, DOI: 10.3929/ethz-a-010667032.
- Davide De Gaetano, 2016, "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0208, Jun.
- Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne, 2016, "Posterior distribution of nondifferentiable functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/16, May.
- Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
- Nicol'o Musmeci & Vincenzo Nicosia & Tomaso Aste & Tiziana Di Matteo & Vito Latora, 2016, "The multiplex dependency structure of financial markets," Papers, arXiv.org, number 1606.04872, Jun.
- Michal Jakubczyk, 2016, "Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-011, Apr.
- Hamidi Sahneh, Mehdi, 2016, "Testing for Non-Fundamentalness," MPRA Paper, University Library of Munich, Germany, number 71924, Jun.
- Joachim Freyberger & Matthew Masten, 2016, "Compactness of infinite dimensional parameter spaces," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/16, Jan.
- Bo E. Honoré & Áureo de Paula, 2016, "A new model for interdependent durations with an application to joint retirement," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/16, Feb.
- Item repec:rza:wpaper:607 is not listed on IDEAS anymore