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Report NEP-ECM-2016-11-20
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:
- Phillip, Garry & Xu, Yongdeng, 2016, "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/10, Oct.
- Jentsch, Carsten & Leucht, Anne & Meyer, Marco & Beering, Carina, 2016, "Empirical characteristic functions-based estimation and distance correlation for locally stationary processes," Working Papers, University of Mannheim, Department of Economics, number 16-15.
- Patrick Marsh, 2016, "Nonparametric density estimation and testing," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/03, Mar.
- Hafner, C. M. & Linton, O., 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1664, Nov.
- Sun, Hang, 2016, "Crisis-Contingent Dynamics of Connectedness: An SVAR-Spatial-Network “Tripod” Model with Thresholds," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 032, Jan, DOI: 10.26481/umagsb.2016032.
- Pei, Zhuan & Shen, Yi, 2016, "The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10320, Oct.
- Marie Kratz & Yen H. Lok & Alexander J McNeil, 2016, "Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall," Papers, arXiv.org, number 1611.04851, Nov.
- F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
- Francisco Salas-Molina & Juan A. Rodr'iguez-Aguilar & Joan Serr`a & Montserrat Guillen & Francisco J. Martin, 2016, "Empirical analysis of daily cash flow time series and its implications for forecasting," Papers, arXiv.org, number 1611.04941, Nov, revised Jun 2017.
- Jennifer Castle & David Hendry, 2016, "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers, University of Oxford, Department of Economics, number 809, Oct.