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Report NEP-ECM-2017-01-29
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:
- John Chao & Peter C.B. Phillips, 2017, "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2071, Jan.
- Alessandro Barbarino & Efstathia Bura, 2017, "A Unified Framework for Dimension Reduction in Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-004, Jan, DOI: 10.17016/FEDS.2017.004.
- Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia, 2017, "Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Carleton Economic Papers, Carleton University, Department of Economics, number 17-05, Jan.
- Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017, "Estimation for dynamic and static panel probit models with large individual effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65165, Mar.
- Kleijnen, J.P.C. & Shi, Wen, 2017, "Sequential Probability Ration Tests : Conservative and Robust," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-001.
- Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
- Chia-Lin Chang & Michael McAleer, 2017, "The Fiction of Full BEKK," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-06, Jan.
- Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan.
- Arnaud Dufays & Maciej Augustyniak & Luc Bauwens, 2016, "A new approach to volatility modeling: the High-Dimensional Markov model," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1609.
- Kazuhiko Kakamu & Haruhisa Nishino, 2016, "Bayesian Estimation Of Beta-Type Distribution Parameters Based On Grouped Data," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2016-08, Mar.
- Jungwoo Kim & Joocheol Kim, 2017, "Nonparametric forecasting with one-sided kernel adopting pseudo one-step ahead data," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-102, Jan.
- Georgiev, I & Rodrigues, PMM & Taylor, AMR, 2017, "Unit Root Tests and Heavy-Tailed Innovations," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18832, Jan.
- Bontemps, Christian & Magnac, Thierry, 2017, "Set Identification, Moment Restrictions and Inference," TSE Working Papers, Toulouse School of Economics (TSE), number 16-752, Jan.
- Maldonado, Javier & Ruiz Ortega, Esther, 2017, "Accurate Subsampling Intervals of Principal Components Factors," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 23974, Dec.
- Stephanie Thomas, 2016, "Playing by the rules? Agreement between predicted and observed binary choices," Department of Economics Working Papers, McMaster University, number 2016-12, Dec.
- Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
- Alonso Fernández, Andrés Modesto & Bastos, Guadalupe & García-Martos, Carolina, 2017, "BIAS correction for dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24029, Jan.
- Lena Boneva & Oliver Linton, 2017, "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," Bank of England working papers, Bank of England, number 640, Jan.
- Rub'en Loaiza-Maya & Michael S. Smith & Worapree Maneesoonthorn, 2017, "Time Series Copulas for Heteroskedastic Data," Papers, arXiv.org, number 1701.07152, Jan.
- Enrique Moral-Benito & Paul Allison & Richard Williams, 2017, "Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond," Working Papers, Banco de España, number 1703, Jan.
- Item repec:lvl:crrecr:1604 is not listed on IDEAS anymore