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Report NEP-ECM-2016-07-23
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:
- Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016, "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A009, Jul.
- Headey, Bruce & Muffels, Ruud, 2016, "Towards a Theory of Life Satisfaction Accounting for Stability, Change and Volatility in 25-Year Life Trajectories in Germany," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10058, Jul.
- Sonali Das & Jeffrey S. Racine, 2016, "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers, McMaster University, number 2016-07, Jun.
- Abonazel, Mohamed R., 2016, "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper, University Library of Munich, Germany, number 72586, Apr.
- Yuichi Kitamura & Jorg Stoye, 2016, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/16, Jun.
- Siem Jan Koopman & Rutger Lit & Andre Lucas, 2016, "Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-051/IV, Jul.
- Eric JONDEAU & Florian PELGRIN, 2014, "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-43, Jun.
- Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor, 2016, "Tests for an end-of-sample bubble in financial time series," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/02, Feb.
- Erik Bartov{s} & Richard Pinv{c}'ak, 2016, "Identification of market trends with string and D2-brane maps," Papers, arXiv.org, number 1607.05608, Jul.
- Jianxi Su & Edward Furman, 2016, "A form of multivariate Pareto distribution with applications to financial risk measurement," Papers, arXiv.org, number 1607.04737, Jul.
- Dustmann, Christian & Cornelissen, Thomas & Raute, Anna & Schonberg, Uta, 2016, "From Late To Mte: Alternative Methods For The Evaluation Of Policy Interventions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11390, Jul.
- Fausto Corradin & Domenico Sartore, 2016, "Non Central Moments of the Truncated Normal Variable," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:17.
- Peter Jevtic & Luca Regis, 2016, "A continuous-time stochastic model for the mortality surface of multiple populations," Working Papers, IMT School for Advanced Studies Lucca, number 03/2016, Jul, revised Jul 2016.
- Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2016, "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11376, Jul.
- Simon Clinet & Yoann Potiron, 2016, "Statistical inference for the doubly stochastic self-exciting process," Papers, arXiv.org, number 1607.05831, Jul, revised Jun 2017.
- Jianxi Su & Edward Furman, 2016, "Multiple risk factor dependence structures: Distributional properties," Papers, arXiv.org, number 1607.04739, Jul.
- Gunes Kamber & James Morley & Benjamin Wong, 2016, "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers, School of Economics, The University of New South Wales, number 2016-09, Jul.
- Arie Beresteanu, 2016, "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper, Department of Economics, University of Pittsburgh, number 5878, Jan.
- Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-42, Jun, revised Dec 2014.
- Christoph Engel & Oliver Kirchkamp, 2016, "Risk and punishment revisited. Errors in variables and in the lab," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2016_11, Jul.
- Spencer WHEATLEY & Vladimir FILIMONOV & Didier SORNETTE, 2014, "Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-53, Aug.
- Rossi, Barbara & Carrasco, Marine, 2016, "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11388, Jul.