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Report NEP-ECM-2017-01-08
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:
- Lavergne, Pascal & Nguimkeu, Pierre, 2016, "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 16-743, Dec.
- Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine, 2016, "A tour of regression models for explaining shares," TSE Working Papers, Toulouse School of Economics (TSE), number 16-742, Dec.
- Li, Kunpeng & Li, Qi & Lu, Lina, 2016, "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," MPRA Paper, University Library of Munich, Germany, number 75676, Dec.
- Item repec:hum:wpaper:sfb649dp2016-057 is not listed on IDEAS anymore
- Santiago Pereda Fernández, 2016, "Copula-based random effects models for clustered data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1092, Dec.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015, "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1505.
- Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016, "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 75770, Feb, revised 19 Dec 2016.
- Alexander Razen & Stefan Lang & Judith Santer, 2016, "Estimation of Spatially Correlated Random Scaling Factors based on Markov Random Field Priors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-33, Dec.
- Elena Di Bernardino & Didier Rullière, 2016, "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Post-Print, HAL, number hal-01147778, Dec, DOI: 10.1515/demo-2016-0019.
- Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
- Mike G. Tsionas, 2016, "Alternatives to large VAR, VARMA and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 217, Dec.
- Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
- McDonough, Ian K. & Millimet, Daniel L., 2016, "Missing Data, Imputation, and Endogeneity," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10402, Dec.
- Grzegorz Koloch, 2016, "Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-023, Dec.
- Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2016, "Targeting Policies: Multiple Testing and Distributional Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 22950, Dec.
- Hruschka, Harald, 2016, "Hidden Variable Models for Market Basket Data. Statistical Performance and Managerial Implications," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 489, Dec.
- Førsund, Finn & Krivonozhko, Vladimir W & Lychev, Andrey V., 2016, "Smoothing the frontier in the DEA models," Memorandum, Oslo University, Department of Economics, number 11/2016, Sep.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2016, "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper, University Library of Munich, Germany, number 75657, Nov.
- Item repec:has:discpr:1636 is not listed on IDEAS anymore
- Kirstin Hubrich & Frauke Skudelny, 2016, "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-104, Aug, DOI: 10.17016/FEDS.2016.104.