Printed from https://ideas.repec.org/n/nep-ecm/2016-11-13.html
Report NEP-ECM-2016-11-13
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:
- Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.
- Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11599, Nov.
- Simon Beyeler & Sylvia Kaufmann, 2016, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08, Oct.
- Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2016, "Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP062016, Oct.
- Michael Creel, 2016, "Neural Nets for Indirect Inference," Working Papers, Barcelona School of Economics, number 942, Nov.
- Item repec:hum:wpaper:sfb649dp2016-047 is not listed on IDEAS anymore
- Shaimaa Yassin, 2016, "Constructing Labor Market Transitions Recall Weights in Retrospective Data: An Application to Egypt and Jordan," IRENE Working Papers, IRENE Institute of Economic Research, number 16-07, Nov.
- John C. Whitehead & Daniel K. Lew, 2016, "Estimating Recreation Benefits through Joint Estimation of Revealed and Stated Preference Discrete Choice Data," Working Papers, Department of Economics, Appalachian State University, number 16-22.
- Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016, "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper, University Library of Munich, Germany, number 74922, Nov, revised 04 Nov 2016.
- Krüger, Jens J., 2016, "Direct targeting of efficient DMUs for benchmarking," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 229.
- Chia-Lin Chang & Michael McAleer, 2016, "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-094/III, Nov.
- Pavlína Hejduková & Lucie Kureková, 2016, "Causality As A Tool For Empirical Analysis In Economics," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 4407035, Nov.
- Murwan H. M. A. Siddig, 2016, "Application of the Generalized Linear Models in Actuarial Framework," Papers, arXiv.org, number 1611.02556, Nov.
- Taras Bodnar & Yarema Okhrin & Nestor Parolya, 2016, "Optimal shrinkage-based portfolio selection in high dimensions," Papers, arXiv.org, number 1611.01958, Nov, revised Nov 2021.
- Item repec:grz:wpaper:2016-13 is not listed on IDEAS anymore
- Gao, Junbin & Guo, Yi & Wang, Zhiyong, 2016, "Matrix Neural Networks," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2016-06, Nov.