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.

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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, Economics Group, Nuffield College, University of Oxford, number 2015-W08, Jul.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C., 2015, "A Spatial Autoregressive Stochastic Frontier Model for Panel Data with Asymmetric Efficiency Spillovers," Working Papers, Rice University, Department of Economics, number 15-014, Apr.
• Sylvia Kaufmann, 2016, "Hidden Markov models in time series, with applications in economics," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.06, Sep.
• Michael Thornton & Marcus Chambers, 2016, "Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation," Discussion Papers, Department of Economics, University of York, number 16/10, Sep.
• Henry Penikas, 2016, "Copula-Based Univariate Time Series Structural Shift Identification Test," Papers, arXiv.org, number 1609.05056, Jul.
• Maheu, John M & Shamsi, Azam, 2016, "Nonparametric Dynamic Conditional Beta," MPRA Paper, University Library of Munich, Germany, number 73764, Sep.
• Wu, Ximing & Sickles, Robin, 2014, "Semiparametric Estimation under Shape Constraints," Working Papers, Rice University, Department of Economics, number 15-021, Dec.
• 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, Stata Users Group, number 11, Sep.
• Vanessa Berenguer-Rico & Bent Nielsen, 2015, "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W09, Aug.
• Item repec:hal:cesptp:halshs-01215998 is not listed on IDEAS anymore

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

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: