Printed from https://ideas.repec.org/n/nep-ecm/2016-08-14.html
Report NEP-ECM-2016-08-14
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:
- Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
- Daniel O. Beltran & David Draper, 2016, "Estimating Dynamic Macroeconomic Models : How Informative Are the Data?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1175, Aug, DOI: 10.17016/IFDP.2016.1175.
- Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena, 2016, "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 23457, Jul.
- Rubi Tonantzin Gutiérrez Villanueva, 2016, "Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015," Graduate theses (Spanish), CIDE, División de Economía, number TESG 008, Jun.
- Weihua An, 2016, "Combining Difference-in-difference and Matching for Panel Data Analysis," 2016 Stata Conference, Stata Users Group, number 21, Aug.
- Item repec:hum:wpaper:sfb649dp2016-024 is not listed on IDEAS anymore
- Francesco Agostinelli & Matthew Wiswall, 2016, "Identification of Dynamic Latent Factor Models: The Implications of Re-Normalization in a Model of Child Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 22441, Jul.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/16, Aug.
- Blazsek, Szabolcs & Escribano, Álvaro, 2016, "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 23458, Jul.
- Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-21, Aug.
- Iskrev, Nikolay & Ritto, Joao, 2016, "Choosing the variables to estimate singular DSGE models: Comment," MPRA Paper, University Library of Munich, Germany, number 72870, Aug.
- Stephen J. Redding & David E. Weinstein, 2016, "A unified approach to estimating demand and welfare," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1445, Aug.
- Item repec:hum:wpaper:sfb649dp2016-025 is not listed on IDEAS anymore
- Carsen Jentsch & Kurt Graden Lunsford, 2016, "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1619, Jul.
- Stephen J. Redding & David E. Weinstein, 2016, "Measuring Aggregate Price Indexes with Taste Shocks: Theory and Evidence for CES Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 22479, Aug.
- Søren Johansen & Morten Ørregaard Nielsen, 2016, "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-22, Jul.