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Report NEP-ECM-2017-01-15
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:
- Yu-Chin Hsu & Ji-Liang Shiu, 2017, "Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A002, Jan.
- Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
- Ana Paula Martins, 2016, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/21, Nov.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers, CIRANO, number 2016s-62, Dec.
- Susanna Gallani & Ranjani Krishnan, 2015, "Applying the Fractional Response Model to Survey Research in Accounting," Harvard Business School Working Papers, Harvard Business School, number 16-016, Aug, revised Jan 2017.
- Bernd Hayo, 2017, "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201703.
- Javier Hualde & Morten Ø. Nielsen, 2019, "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Working Paper, Economics Department, Queen's University, number 1376, Mar.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2016, "Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view," MPRA Paper, University Library of Munich, Germany, number 75902, revised 2016.
- Rinke, Saskia & Busch, Marie & Leschinski, Christian, 2017, "Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-584, Jan.
- Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11726, Dec.
- Hirsch, Tristan & Rinke, Saskia, 2017, "Changes in Persistence in Outlier Contaminated Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-583, Jan.
- Breunig, Christoph & Kummer, Michael & Ohnemus, Jörg & Viete, Steffen, 2016, "IT outsourcing and firm productivity: Eliminating bias from selective missingness in the dependent variable," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-092.
- Bógalo, Juan & Poncela, Pilar & Senra, Eva, 2017, "Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA," MPRA Paper, University Library of Munich, Germany, number 76023, Jan.
- Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, 2016, "The perils of Counterfactual Analysis with Integrated Processes," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 654, Dec.
- Stéphanie Aerts & Ines Wilms, 2017, "Cellwise robust regularized discriminant analysis," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 563648, Jan.
- Andrew G. Chapple, 2016, "A Bayesian Reversible Jump Piecewise Hazard approach for modelling rate changes in mass shootings," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/24, Nov.
- Yuta Yamauchi & Yasuhiro Omori, 2016, "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1029, Nov.
- D.S.G. Pollock, 2017, "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/03, Jan.
- Christoph Wunderer, 2017, "Asset correlation estimation for inhomogeneous exposure pools," Papers, arXiv.org, number 1701.02028, Jan, revised Sep 2019.
- Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri, 2017, "Nowcasting Finnish Turnover Indexes Using Firm-Level Data," ETLA Working Papers, The Research Institute of the Finnish Economy, number 46, Jan.