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Report NEP-ECM-2016-10-23
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:
- Arie Beresteanu, 2016, "Quantile Regression with Interval Data," Working Paper, Department of Economics, University of Pittsburgh, number 5991, Jan.
- Myung Hwan Seo & Taisuke Otsu, 2016, "Local M-estimation with discontinuous criterion for dependent and limited observations," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /589, Oct.
- Todd Prono, 2016, "Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-083, Oct, DOI: 10.17016/FEDS.2016.083r1.
- Lam, Clifford & Souza, Pedro C.L., 2015, "Detection and estimation of block structure in spatial weight matrix," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59898.
- Ion Lapteacru, 2016, "Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking," Working Papers, HAL, number hal-01337726.
- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016, "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1622, Oct.
- Item repec:hal:wpaper:hal-01299561 is not listed on IDEAS anymore
- Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
- Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression," Papers, arXiv.org, number 1610.05448, Oct.
- Stelios Arvanitis, 2015, "Saddle-Type Functionals for Continuous Processes with Applications to Tests for Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201509, Sep.
- Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11560, Oct.
- Damien Ackerer & Thibault Vatter, 2016, "Dependent Defaults and Losses with Factor Copula Models," Papers, arXiv.org, number 1610.03050, Oct, revised Jan 2018.
- Item repec:hal:wpaper:hal-01300673 is not listed on IDEAS anymore