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Report NEP-ECM-2016-07-30
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:
- Weidenhammer, Beate & Schmid, Timo & Salvati, Nicola & Tzavidis, Nikos, 2016, "A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes," Discussion Papers, Free University Berlin, School of Business & Economics, number 2016/12.
- In Choi, 2016, "Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1610, Jun.
- Belloni, Alexandre. & Chen, Mingli & Chernozhukov, Victor, 2016, "Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1125.
- Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2016, "Nonparametric Estimation of Efficiency in the Presence of Environmental Variables," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2016-02.
- Jitendra Kuma & Anoop Chaturvedi & Umme Afifa, 2016, "Bayesian Unit Root Test for Panel Data," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/14, Jan.
- Aparicio, Juan & Cordero, Jose M. & Pastor, Jesús, 2016, "The determination of the least distance to the strongly efficient frontier in Data Envelopment Analysis oriented models: modelling and computational aspects," MPRA Paper, University Library of Munich, Germany, number 72630, Jul.
- Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/12, Jan.
- Spencer WHEATLEY & Didier SORNETTE, 2015, "Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-28, Jul.
- In Choi & Sun Ho Hwang, 2016, "Optimal Autoregressive Predictions," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1607, Feb.
- David T. Frazier & Eric Renault, 2016, "Indirect Inference With(Out) Constraints," Papers, arXiv.org, number 1607.06163, Jul, revised Aug 2019.
- De loecker, Jan & Collard-Wexler, Allan, 2016, "Production Function Estimation with Measurement Error in Inputs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11399, Jul.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016, "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1609.
- Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2016, "A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures," CEIS Research Paper, Tor Vergata University, CEIS, number 391, Jul, revised 23 Jul 2016.