Report NEP-ECM-2016-07-09This 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.
The following items were announced in this report:
- Powell, David, 2015. "Inference with Correlated Clusters," Working Papers 1137, RAND Corporation.
- Daniele Di Gennaro & Guido Pellegrini, 2016. "Policy Evaluation In Presence Of Interferences: A Spatial Multilevel Did Approach," Working Papers 0416, CREI Università degli Studi Roma Tre, revised 2016.
- Jack Fosten, 2016. "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series 2016-05, School of Economics, University of East Anglia, Norwich, UK..
- David Pacini & Frank Windmeijer, 2016. "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers 16/676, Department of Economics, University of Bristol, UK.
- Kolesár, Michal & Rothe, Christoph, 2016. "Inference in Regression Discontinuity Designs with a Discrete Running Variable," IZA Discussion Papers 9990, Institute for the Study of Labor (IZA).
- Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
- Antonio Ciccone & Elias Papaioannou, 2016. "Estimating Cross-Industry Cross-Country Interaction Models Using Benchmark Industry Characteristics," NBER Working Papers 22368, National Bureau of Economic Research, Inc.
- Straub, Ludwig & Ulbricht, Robert, 2016. "Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty," TSE Working Papers 16-664, Toulouse School of Economics (TSE), revised Mar 2018.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," Reserve Bank of New Zealand Discussion Paper Series DP2016/10, Reserve Bank of New Zealand.
- Matthew D. Baird, 2014. "Cross Validation Bandwidth Selection for Derivatives of Multidimensional Densities," Working Papers 1060, RAND Corporation.
- Michal Franta, 2016. "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers 2016/05, Czech National Bank, Research Department.
- Geert Dhaene & Jianbin Wu, 2016. "Mixed-frequency multivariate GARCH," Working Papers Department of Economics 544330, KU Leuven, Faculty of Economics and Business, Department of Economics.
- ALTINAY, Galip, 2016. "A Simple Class of Measures of Skewness," MPRA Paper 72353, University Library of Munich, Germany.
- Pettenuzzo, Davide & Timmermann, Allan G, 2016. "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers 11355, C.E.P.R. Discussion Papers.