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Report NEP-ECM-2016-11-06
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:
- Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016, "Identification and Estimation of a Large Factor Model with Structural Instability," Working papers, University of Connecticut, Department of Economics, number 2016-34, Oct.
- Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016, "Joint multifractal analysis based on wavelet leaders," Papers, arXiv.org, number 1611.00897, Nov.
- Carlos Vladimir Rodríguez-Caballero, 2016, "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-31, Oct.
- Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016, "Multifractal cross wavelet analysis," Papers, arXiv.org, number 1610.09519, Oct, revised Feb 2018.
- Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith, 2016, "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Paper series, Rimini Centre for Economic Analysis, number 16-26, Oct, revised Feb 2018.
- David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2016, "Regression Kink Design: Theory and Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 22781, Oct.
- R. Metulini & R. Patuelli & D. A. Griffith, 2016, "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1081, Oct.
- beare, brendan & shi, xiaoxia, 2015, "An improved bootstrap test of density ratio ordering," MPRA Paper, University Library of Munich, Germany, number 74772, Aug.
- Wong, Woon K., 2016, "A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/8, Aug.
- Nikolay Doudchenko & Guido W. Imbens, 2016, "Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 22791, Oct.
- Taras Bodnar & Ostap Okhrin & Nestor Parolya, 2016, "Optimal Shrinkage Estimator for High-Dimensional Mean Vector," Papers, arXiv.org, number 1610.09292, Oct, revised Jul 2018.
- Dobromił Serwa & Piotr Wdowiński, 2016, "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers, Narodowy Bank Polski, number 246.
- Ines Wilms & Jeroen Rombouts & Christophe Croux, 2016, "Lasso-based forecast combinations for forecasting realized variances," 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 553087, Oct.