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Report NEP-ECM-2016-08-28
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:
- Zhongjun Qu & Jungmo Yoon, 2015, "Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-009, Nov.
- Ladislav Kristoufek, 2016, "Fractal approach towards power-law coherency to measure cross-correlations between time series," Papers, arXiv.org, number 1608.06781, Aug, revised Feb 2017.
- Jiawen Xu & Pierre Perron, 2015, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-012, Sep.
- Taisuke Otsu & Luke Taylor, 2016, "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/586, Aug.
- Pierre Perron & Gabriel RodrÃguez, , "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-017, revised 19 Oct 2015.
- Rasmus T. Varneskov & Pierre Perron, 2015, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-015, Sep.
- Shin Kanaya, 2016, "Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-24, Jul.
- Lucciano Villacorta, 2016, "Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data," Working Papers Central Bank of Chile, Central Bank of Chile, number 788, Aug.
- Roberto Rigobon, 2016, "Contagion, spillover and interdependence," Bank of England working papers, Bank of England, number 607, Aug.
- Luis Filipe Martins & Pierre Perron, 2015, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-014, Oct.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2016-001, Jan.
- Pierre Perron & Tatsuma Wada, 2015, "Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-016, Oct.
- Perry Singleton & Ling Li, 2016, "A Framework for Measurement Error in Self-Reported Health Conditions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 191, Aug.
- Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero, 2016, "A Dynamic Multi-Level Factor Model with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-23, Aug.
- Forni, Mario & Cavicchioli, Maddalena & Lippi, Marco & Zaffaroni, Paolo, 2016, "Eigenvalue Ratio Estimators for the Number of Common Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11440, Aug.