Printed from https://ideas.repec.org/n/nep-ecm/2016-12-04.html
Report NEP-ECM-2016-12-04
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:
- Davy Paindaveine & Rondrotiana J Rasoafaraniaina & Thomas Verdebout, 2016, "Preliminary Test Estimation for Multi-Sample Principal Components," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-39, Nov.
- Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016, "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia, Banco de la Republica de Colombia, number 972, Nov, DOI: 10.32468/be.972.
- Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016, "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers, Society for Economic Dynamics, number 1536.
- Christian Hansen & Yuan Liao, 2016, "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Departmental Working Papers, Rutgers University, Department of Economics, number 201610, Nov.
- Aldanondo, Ana M. & Casasnovas, Valero L., 2016, "A note on the impact of multiple input aggregators in technical efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 75290, Jan.
- Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.
- Item repec:hum:wpaper:sfb649dp2016-050 is not listed on IDEAS anymore
- Gerard, François & Rothe, Christoph & Rokkanen, Miikka, 2016, "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11668, Nov.
- Stefan Birr & Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2016, "On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-38, Nov.
- Falk Bräuning & Siem Jan Koopman, 2016, "The dynamic factor network model with an application to global credit risk," Working Papers, Federal Reserve Bank of Boston, number 16-13, Oct.
- Item repec:hum:wpaper:sfb649dp2016-051 is not listed on IDEAS anymore
- Marie Kratz & Sreekar Vadlamani, 2016, "CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields," Working Papers, HAL, number hal-01373091, Aug.
- Item repec:hum:wpaper:sfb649dp2016-052 is not listed on IDEAS anymore