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, Francois & Rokkanen, Miikka & Rothe, Christoph, 2016, "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil," CEPR Discussion Papers, Centre for Economic Policy Research, 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