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Report NEP-ECM-2017-02-05
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:
- Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-46, Jul.
- Manuel Arellano & Stéphane Bonhomme, 2017, "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers, CEMFI, number wp2017_1703, Jan.
- Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
- Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016, "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 281, Aug, DOI: 10.24149/gwp281.
- Enrique Sentana, 2015, "Finite Underidentification," Working Papers, CEMFI, number wp2015_1508, Nov.
- Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh, 2017, "A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model," Working Papers, The University of Sheffield, Department of Economics, number 2017001, Jan.
- Manuel Arellano & Stéphane Bonhomme, 2017, "Sample Selection in Quantile Regression: A Survey," Working Papers, CEMFI, number wp2017_1702, Jan.
- Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2017, "Record statistics of a strongly correlated time series: random walks and L\'evy flights," Papers, arXiv.org, number 1702.00586, Feb.
- Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017, "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers, McMaster University, number 2017-01, Jan.
- Redding, Stephen J. & Rossi-Hansberg, Esteban, 2016, "Quantitative spatial economics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69020, Oct.