Printed from https://ideas.repec.org/n/nep-ecm/2017-01-01.html
Report NEP-ECM-2017-01-01
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:
- Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016, "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A016, Dec.
- Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016, "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1677, Dec.
- Pablo Lavado & Gonzalo Rivera, 2016, "Identifying Treatment Effects with Data Combination and Unobserved Heterogeneity," Working Papers, Peruvian Economic Association, number 79, Dec.
- Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Melard, 2016, "Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-41, Dec.
- Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Melard, 2016, "Technical Appendix to Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-42, Dec.
- Item repec:igi:igierp:591 is not listed on IDEAS anymore
- Richard Gerlach & Chao Wang, 2016, "Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures," Papers, arXiv.org, number 1612.08488, Dec.
- Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2016, "Model Averaging Estimators for the Stochastic Frontier Model," Working Papers, University of Miami, Department of Economics, number 2016-09, Dec.
- Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016, "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22976, Dec.
- Biørn, Erik, 2016, "Panel data estimators and aggregation," Memorandum, Oslo University, Department of Economics, number 19/2016, Dec.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "What is the truth about DSGE models? Testing by indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/14, Dec.
- Christopher F. Parmeter & Valentin Zelenyuk, 2016, "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers, University of Miami, Department of Economics, number 2016-10, Dec.
- Chaohua Dong & Jiti Gao & Bin Peng, 2016, "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/16.
- Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016, "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers, Department of Economics, University of Missouri, number 1622, revised 17 Sep 2018.
- Kleiber, Christian, 2016, "Structural Change in (Economic) Time Series," Working papers, Faculty of Business and Economics - University of Basel, number 2016/06.
- Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2063, Nov.
- Korobilis, D & Pettenuzzo, D, 2016, "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18626, Dec.
- Leif Anders Thorsrud, 2016, "Words are the new numbers: A newsy coincident index of business cycles," Working Paper, Norges Bank, number 2016/21, Dec.
- Pesaran, H. & Yang, Cynthia Fan, 2016, "Econometric Analysis of Production Networks with Dominant Units," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1678, Dec.