Printed from https://ideas.repec.org/n/nep-ecm/2016-11-27.html
Report NEP-ECM-2016-11-27
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:
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-099/III, Nov.
- Hubner, Stefan, 2016, "Topics in nonparametric identification and estimation," Other publications TiSEM, Tilburg University, School of Economics and Management, number 08fce56b-3193-46e0-871b-0.
- Item repec:igi:igierp:585 is not listed on IDEAS anymore
- Kufenko, Vadim & Prettner, Klaus, 2016, "You can't always get what you want? Estimator choice and the speed of convergence," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 20-2016.
- Bertrand K. Hassani & Wei Yang, 2016, "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16068, Oct.
- Joongyeub Yeo & George Papanicolaou, 2016, "Random matrix approach to estimation of high-dimensional factor models," Papers, arXiv.org, number 1611.05571, Nov, revised Nov 2017.
- Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016, "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications," MPRA Paper, University Library of Munich, Germany, number 75216, Nov.
- Patrick Vetter & Wolfgang Schmid & Reimund Schwarze, 2016, "Spatio-temporal statistical assessment of anthropogenic CO2 emissions from satellite data," Discussion Paper Series RECAP15, RECAP15, European University Viadrina, Frankfurt (Oder), number 24, Nov.
- Kukacka, Jiri & Barunik, Jozef, 2016, "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 63.
- Uhrin, Gábor B. & Herwartz, Helmut, 2016, "Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 295.
- Olivier Sterck, 2016, "Beyond the Stars: a New Method for Assessing the Economic Importance of Variables in Regressions," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2016-31.
- Item repec:imf:imfwpa:16/213 is not listed on IDEAS anymore
- Michael S Rendall & Angela Greulich, 2016, "Multiple imputation for demographic hazard models with left-censored predictor variables: Application to employment duration and fertility in the EU-SILC," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01396298, Oct, DOI: 10.4054/DemRes.2016.35.38.
- Jari Hännikäinen, 2016, "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1692, Nov.
- Neil R. Ericsson, 2016, "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1184, Nov, DOI: 10.17016/IFDP.2016.1184.