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Report NEP-ECM-2016-07-02
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:
- Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
- Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
- S. Heravi & J. Easaw & R. Golinelli, 2016, "Generalized State-Dependent Models: A Multivariate Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1067, May.
- Ines Wilms & Luca Barbaglia & Christophe Croux, 2016, "Multi-class vector autoregressive models for multi-store sales data," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 540947, May.
- Wiktor Budziński & Danny Campbell & Mikołaj Czajkowski & Urška Demšar & Nick Hanley, 2016, "Using geographically weighted choice models to account for spatial heterogeneity of preferences," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-17.
- Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016, "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/16, May.
- Lukáš Lafférs, 2015, "Bounding average treatment effects using linear programming," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP70/15, Nov.
- Badi Baltagi & Long Liu, 2016, "Predication in a Generalized Spatial Panel Data Model with Serial Correlation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 188, Feb.
- Yutao Sun, 2016, "Second-order corrected likelihood for nonlinear models with fixed effects," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 541931, May.
- HORIE, Tetsushi & 堀江, 哲史 & YAMAMOTO, Yohei & 山本, 庸平, 2016, "Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-04, Jun.
- Manuel Arellano & Stéphane Bonhomme, 2015, "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP75/15, Dec.
- Damir Filipovi'c & Sander Willems, 2016, "Exact Smooth Term-Structure Estimation," Papers, arXiv.org, number 1606.03899, Jun, revised Aug 2018.
- Marek Bundzel & Tomas Kasanicky & Richard Pincak, 2016, "Using String Invariants for Prediction Searching for Optimal Parameters," Papers, arXiv.org, number 1606.06003, Jun.
- Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2016, "Revisiting the synthetic control estimator," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 421, Jun.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
- Robert P. Lieli & Yu-Chin Hsu, 2016, "The Null Distribution of the Empirical AUC for Classi ers with Estimated Parameters: a Special Case," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A007, Jun.