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Report NEP-ECM-2016-08-21
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:
- Mikkel Plagborg-Møller, 2016, "Essays in Macroeconometrics," Working Paper, Harvard University OpenScholar, number 441671, Jan.
- Jin Seo Cho & Peter C.B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-90, Aug.
- Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016, "Improving weighted least squares inference," ECON - Working Papers, Department of Economics - University of Zurich, number 232, Aug, revised Nov 2017.
- Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
- Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
- Antonia Arsova & Deniz Dilan Karaman Örsal, 2016, "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 357, Mar.
- Bach, P. & Farbmacher, H. & Spindler, M., 2016, "Semiparametric Count Data Modeling with an Application to Health Service Demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 16/20, Aug.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
- Pennoni, Fulvia & Romeo, Isabella, 2016, "Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison," MPRA Paper, University Library of Munich, Germany, number 72939, Jul.
- Badi Baltagi & Chihwa Kao & Fa wang, 2016, "Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 189, Mar.
- Mateescu, Dan, 2016, "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 160720, Jul.
- Jin Seo Cho & Peter C.B. Phillips, 2016, "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89a, Aug.