Printed from https://ideas.repec.org/n/nep-ecm/2017-01-22.html
Report NEP-ECM-2017-01-22
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:
- Barfuss, Wolfram & Massara, Guido Previde & Di Matteo, T. & Aste, Tomaso, 2016, "Parsimonious modeling with information filtering networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68860, Dec.
- Marc Hallin & Davide La Vecchia, 2017, "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-01, Jan.
- James Duffy & David Hendry, 2017, "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 818, Jan.
- Effraimidis, Georgios, 2016, "Nonparametric Identification of a Time-Varying Frailty Model," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2016:6, Jul.
- Dominique Guegan & Giovanni De Luca & Giorgia Rivieccio, 2017, "Three-stage estimation method for non-linear multiple time-series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17001, Jan.
- Ana Angulo & Peter Burridge & Jes�s Mur, 2017, "Testing for breaks in the weighting matrix," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2017-01, Jan.
- Jцrg Breitung & Christoph Wigger, 2017, "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics, University of Cologne, Department of Economics, number 89, Jan.
- Le Barbanchon, Thomas & Davezies, Laurent, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11775, Jan.
- Helmut Lütkepohl & George Milunivich & Minxian Yang, 2016, "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1632.
- Murasawa, Yasutomo, 2017, "Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK," MPRA Paper, University Library of Munich, Germany, number 76244, Jan.
- Mavridis, Dimitris & Moustaki, Irini & Wall, Melanie & Salanti, Georgia, 2017, "Detecting outlying studies in meta-regression models using a forward search algorithm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64337, Jun.
- Yang, Bill Huajian & Du, Zunwei, 2016, "Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations," MPRA Paper, University Library of Munich, Germany, number 76270, Sep.
- Rasmus Pedersen & Olivier Wintenberger, 2017, "On the tail behavior of a class of multivariate conditionally heteroskedastic processes," Papers, arXiv.org, number 1701.05091, Jan, revised Dec 2017.
- Harin, Alexander, 2017, "Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?," MPRA Paper, University Library of Munich, Germany, number 76240, Jan.
- Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph, 2017, "Identification and inference on regressions with missing covariate data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62524, Feb.
- Joshua C C Chan & Angelia L Grant, 2017, "Measuring the Output Gap Using Stochastic Model Specification Search," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-02, Jan.
- Arne Henningsen & Matěj Bělín & Géraldine Henningsen, 2017, "New insights into the stochastic ray production frontier," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/01, Jan.
- M. Mucciardi & E. Otranto, 2016, "A Flexible Specification of Space–Time AutoRegressive Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201608.
- Item repec:imf:imfwpa:16/231 is not listed on IDEAS anymore