Printed from https://ideas.repec.org/n/nep-ecm/2016-09-11.html
Report NEP-ECM-2016-09-11
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:
- Mantobaye Moundigbaye & William Rea & W. Robert Reed, 2016, "More Evidence On “Which Panel Data Estimator Should I Use?”," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/18, Sep.
- Jiti Gao & Guangming Pan & Yanrong Yang, 2016, "CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/16.
- Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016, "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/16.
- Chuhui Li & Donald S. Poskitt & Xueyan Zhao, 2016, "The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/16.
- Item repec:hum:wpaper:sfb649dp2016-033 is not listed on IDEAS anymore
- Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-029.
- Tom Boot & Didier Nibbering, 2016, "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-073/III, Sep, revised 11 Aug 2017.
- Andre Lucas & Anne Opschoor, 2016, "Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-069/IV, Sep, revised 07 Jul 2017.
- Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis, 2016, "On the Estimation of Standard Errors in Cognitive Diagnosis Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-25, Sep.
- James G. MacKinnon & Matthew D. Webb, 2017, "The Wild Bootstrap For Few (treated) Clusters," Working Paper, Economics Department, Queen's University, number 1364, Nov.
- Yanchun Jin, 2016, "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers, Kyoto University, Institute of Economic Research, number 948, Aug.
- Bo Zhang & Guangming Pan & Jiti Gao, 2016, "CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/16.
- James G. MacKinnon, 2016, "Inference With Large Clustered Datasets," Working Paper, Economics Department, Queen's University, number 1365, Sep.
- Yu-Chin Hsu, 2016, "Multiplier Bootstrap for Empirical Processes," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A010, Sep.
- Item repec:hum:wpaper:sfb649dp2016-032 is not listed on IDEAS anymore
- Asmerilda Hitaj & Friedrich Hubalek & Lorenzo Mercuri & Edit Rroji, 2016, "Multivariate Mixed Tempered Stable Distribution," Papers, arXiv.org, number 1609.00926, Sep, revised Oct 2016.
- Shin Kanaya, 2016, "Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 947, Aug.
- Roberto Benedetti & Giuseppe Espa & Emanuele Taufer, 2016, "Model-based variance estimation in non-measurable spatial designs," DEM Working Papers, Department of Economics and Management, number 2016/03.
- Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-071/III, Sep.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
- Govert Bijwaard & Christian Schluter, 2016, "Interdependent Hazards, Local Interactions, and the Return Decision of Recent Migrants," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1620, Aug.
- Nassim Nicholas Taleb, 2016, "Stochastic Tail Exponent For Asymmetric Power Laws," Papers, arXiv.org, number 1609.02369, Sep, revised Apr 2017.
- D.S. Poskitt, 2016, "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/16.
- Bent Nielsen & Xiyu Jiao, 2016, "Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2016-W08, Aug.
- Florian Wickelmaier & Achim Zeileis, 2016, "Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-26, Sep.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers, FEDEA, number 2016-07, Sep.