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Report NEP-ECM-2016-08-07
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:
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016, "Large dynamic covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 231, Jul, revised Apr 2017.
- Jungjun Choi & In Choi, 2016, "Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1612, Jul.
- Escribano, Alvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," MPRA Paper, University Library of Munich, Germany, number 72736, Jul.
- Tsagris, Michail, 2015, "A novel, divergence based, regression for compositional data," MPRA Paper, University Library of Munich, Germany, number 72769, Apr.
- Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti, 2016, "Measures of variance for smoothed disturbances in linear state-space models: a clarification," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 3, Jul.
- Piermartini, Roberta & Yotov, Yoto V., 2016, "Estimating trade policy effects with structural gravity," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2016-10, DOI: 10.30875/2d235948-en.
- Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016, "Understanding the Sources of Macroeconomic Uncertainty," Working Papers, Barcelona School of Economics, number 920, Jul.
- Tsagris, Michail & Preston, Simon & T.A. Wood, Andrew, 2016, "Nonparametric hypothesis testing for equality of means on the simplex," MPRA Paper, University Library of Munich, Germany, number 72771, Jul.
- Giovanni Barone-Adesi & Chiara Legnazzi & Antonietta Mira, 2016, "A Bayesian Estimate of the Pricing Kernel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-14, Feb.
- Mark Rosenzweig & Christopher Udry, 2016, "External Validity in a Stochastic World," Working Papers, Economic Growth Center, Yale University, number 1054, Jul.
- Giulia Bettin & Riccardo Lucchetti & Claudia Pigini, 2016, "State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 127, Jul.
- Smith, Jeffrey A. & Sweetman, Arthur, 2016, "Viewpoint: Estimating the Causal Effects of Policies and Programs," IZA Discussion Papers, IZA Network @ LISER, number 10108, Jul.
- Lagani, Vincenzo & Athineou, Giorgos & Farcomeni, Alessio & Tsagris, Michail & Tsamardinos, Ioannis, 2016, "Feature Selection with the R Package MXM: Discovering Statistically-Equivalent Feature Subsets," MPRA Paper, University Library of Munich, Germany, number 72772.