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Report NEP-ECM-2016-09-04
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:
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016, "Choosing Prior Hyperparameters," Working Paper, Federal Reserve Bank of Richmond, number 16-9, Aug.
- Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016, "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-067/IV, Aug.
- Manabu Asai & Michael McAleer, 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-065/III, Aug.
- Oaxaca, Ronald L. & Choe, Chung, 2016, "Wage Decompositions Using Panel Data Sample Selection Correction," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10157, Aug.
- Bet Caeyers & Marcel Fafchamps, 2016, "Exclusion Bias in the Estimation of Peer Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 22565, Aug.
- Politis, Dimitris, 2016, "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2q4054kf, Sep.
- Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR, 2016, "Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 17454, Aug.