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Report NEP-ECM-2016-10-09
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:
- Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016, "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/16.
- Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2016, "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 6.
- Yang, Shu & Imbens, Guido W. & Cui, Zhanglin & Faries, Douglas E. & Kadziola, Zbigniew, 2015, "Propensity Score Matching and Subclassification in Observational Studies with Multi-level Treatments," Research Papers, Stanford University, Graduate School of Business, number 3381, Dec.
- D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016, "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/16.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016, "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-082/III, Oct.
- Yuta Kurose & Yasuhiro Omori, 2016, "Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1024, Oct.
- Kim Christensen & Roel Oomen & Roberto Renò, 2016, "The Drift Burst Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-28, Sep.
- Hultkrantz, Lars & Mantalos, Panagiotis, 2016, "Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP," Working Papers, Örebro University, School of Business, number 2016:3, Sep.
- Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2016, "Co-integration rank determination in partial systems using information criteria," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 4.
- Troy Davig & Aaron Smalter Hall, 2016, "Recession forecasting using Bayesian classification," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-6, Aug, DOI: 10.18651/RWP2016-06.