Report NEP-ECM-2016-09-25

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Marianne Bruins & James A. Duffy & Michael P. Keane & Anthony A. Smith, Jr, 2015. "Generalized Indirect Inference for Discrete Choice Models," Economics Papers 2015-W08, Economics Group, Nuffield College, University of Oxford.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C., 2015. "A Spatial Autoregressive Stochastic Frontier Model for Panel Data with Asymmetric Efficiency Spillovers," Working Papers 15-014, Rice University, Department of Economics.
• Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
• Michael Thornton & Marcus Chambers, 2016. "Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation," Discussion Papers 16/10, Department of Economics, University of York.
• Henry Penikas, 2016. "Copula-Based Univariate Time Series Structural Shift Identification Test," Papers 1609.05056, arXiv.org.
• Maheu, John M & Shamsi, Azam, 2016. "Nonparametric Dynamic Conditional Beta," MPRA Paper 73764, University Library of Munich, Germany.
• Wu, Ximing & Sickles, Robin, 2014. "Semiparametric Estimation under Shape Constraints," Working Papers 15-021, Rice University, Department of Economics.
• Catherine Welch & Martin Shipley & Séverine Sabia & Eric Brunner & Mika Kivim, 2016. "Using pattern mixture modeling to account for informative attrition in the Whitehall II study: A simulation study," United Kingdom Stata Users' Group Meetings 2016 11, Stata Users Group.
• Vanessa Berenguer-Rico & Bent Nielsen, 2015. "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers 2015-W09, Economics Group, Nuffield College, University of Oxford.
• Item repec:hal:cesptp:halshs-01215998 is not listed on IDEAS anymore

• Matthias Raddant & Friedrich Wagner, 2016. "Multivariate Garch with dynamic beta," Papers 1609.07051, arXiv.org, revised Nov 2019.