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Report NEP-ECM-2016-10-30
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:
- Richey, Jeremiah & Rosburg, Alicia, 2016, "Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility," MPRA Paper, University Library of Munich, Germany, number 74744, Oct.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016, "Short term prediction of extreme returns based on the recurrence interval analysis," Papers, arXiv.org, number 1610.08230, Oct.
- Román Mínguez & María L. & Roberto Basile, 2016, "Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16126.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
- Johansson, Per & Lee, Myoung-jae, 2016, "On Nonparametric Identification of Treatment Effects in Duration Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10247, Sep.
- Abbring, Jaap H. & van den Berg, Gerard J., 2016, "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10248, Sep.
- Alexander Razen & Stefan Lang, 2016, "Random Scaling Factors in Bayesian Distributional Regression Models with an Application to Real Estate Data," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-30, Oct.
- Dean Hyslop & Wilbur Townsend, 2016, "Employment misclassification in survey and administrative reports," Motu Working Papers, Motu Economic and Public Policy Research, number 16_19, Oct.
- Westermeier, Christian, 2016, "Estimating top wealth shares using survey data - An empiricist's guide," Discussion Papers, Free University Berlin, School of Business & Economics, number 2016/21.
- Petr Jizba & Jan Korbel, 2016, "Techniques for multifractal spectrum estimation in financial time series," Papers, arXiv.org, number 1610.07028, Oct.
- Juan Arismendi & Simon Broda, 2016, "Multivariate Elliptical Truncated Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-06, Sep.
- Annika Schnücker, 2016, "Restrictions Search for Panel VARs," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1612.
- Jules Tinang & Nour Meddahi, 2016, "GMM estimation of the Long Run Risks model," 2016 Meeting Papers, Society for Economic Dynamics, number 1107.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/22, Oct.
- Marine Carrasco & Guy Tchuente, 2016, "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics, School of Economics, University of Kent, number 1608, Sep.
- Joel Bun & Jean-Philippe Bouchaud & Marc Potters, 2016, "Cleaning large correlation matrices: tools from random matrix theory," Papers, arXiv.org, number 1610.08104, Oct.
- Peter B. Lerner, 2016, "The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function," Papers, arXiv.org, number 1610.08414, Jul, revised Apr 2020.
- Martin Forde & Hongzhong Zhang, 2016, "Asymptotics for rough stochastic volatility models," Papers, arXiv.org, number 1610.08878, Oct, revised Mar 2021.