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Report NEP-ECM-2016-10-02
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:
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2016, "Bootstrapping DSGE models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 3.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp235, Sep.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2016, "Residual-augmented IVX predictive regression," Working Papers, Banco de Portugal, Economics and Research Department, number w201605.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1607, Jul.
- Athey, Susan & Imbens, Guido W. & Wager, Stefan, 2016, "Efficient Inference of Average Treatment Effects in High Dimensions via Approximate Residual Balancing," Research Papers, Stanford University, Graduate School of Business, number 3408, Apr.
- Chambers, MJ & Kyriacou, M, 2016, "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers, University of Essex, Department of Economics, number 17623.
- Franses, Ph.H.B.F., 2016, "Yet another look at MIDAS regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-32, Aug.
- António Rua, 2016, "A wavelet-based multivariate multiscale approach for forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201612.
- Manganelli, Simone, 2016, "Deciding with judgment," Working Paper Series, European Central Bank, number 1947, Aug.
- Gregory Connor & Michael O?Neill, 2016, "-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n274-16.pdf.
- Michele Scagliarini, 2016, "A sequential hypothesis testing procedure for the process capability index Cpk," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 5.
- Yongquan Cao & Grey Gordon, 2016, "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-004, Sep, revised Jan 2018.
- Jakir Hussain & Jean-Thomas Bernard, 2016, "Flexible Functional Forms and Curvature Conditions: Parametric Productivity Estimation in Canadian and U.S. Manufacturing Industries," Working Papers, University of Ottawa, Department of Economics, number 1612e.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016, "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 549545.
- Rubio-RamÃrez, Juan Francisco & Antolin-Diaz, Juan, 2016, "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11517, Sep.
- Acharya, Avidit & Blackwell, Matthew & Sen, Maya, 2015, "Explaining Causal Findings without Bias: Detecting and Assessing Direct Effects," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 15-064, Oct.
- Broockman, David E. & Kalla, Joshua L. & Sekhon, Jasjeet S., 2016, "Testing Theories of Attitude Change with Online Panel Field Experiments," Research Papers, Stanford University, Graduate School of Business, number 3402, Apr.