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Report NEP-ECM-2017-02-12
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:
- Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu, 2017, "A Note on Optimal Inference in the Linear IV Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2073, Jan.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145485.
- Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016, "Multiplicative Conditional Correlation Models for Realized Covariance Matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016041, Nov.
- Federico Zincenko, 2017, "Alternative moment conditions and an efficient GMM estimator for dynamic panel data models," Working Paper, Department of Economics, University of Pittsburgh, number 6054, Jan.
- DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
- Jose E. Figueroa-Lopez & K. Lee, 2017, "Estimation of a noisy subordinated Brownian Motion via two-scales power variations," Papers, arXiv.org, number 1702.01164, Feb.
- Damir Filipović, 2012, "Affine Variance Swap Curve Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-14, Apr.
- Maria Putintseva, 2012, "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-41, Dec.
- Alex Klein & Guy Tchuente, 2017, "Spatial differencing for sample selection models," Studies in Economics, School of Economics, University of Kent, number 1701, Jan.
- Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016, "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers, Rice University, Department of Economics, number 16-002, Nov.
- Michelle, Gilmartin, 2016, "A note on the identification and transmission of energy demand and supply shocks," MPRA Paper, University Library of Munich, Germany, number 76186, Jan.
- Lina Cortés & Andr�s Mora-Valencia & Javier Perote, 2017, "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15300, Jan.
- Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2017, "A novel multivariate risk measure: the Kendall VaR," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17008, Jan.
- Athey, Susan & Tibshirani, Julie & Wager, Stefan, 2016, "Solving Heterogeneous Estimating Equations with Gradient Forests," Research Papers, Stanford University, Graduate School of Business, number 3475, Oct.
- Item repec:hum:wpaper:sfb649dp2017-004 is not listed on IDEAS anymore
- Aknouche, Abdelhakim & Bendjeddou, Sara, 2016, "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper, University Library of Munich, Germany, number 76574, Dec, revised 03 Feb 2017.