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Report NEP-ECM-2017-02-19
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:
- Élise, COUDIN & Jean-Marie DUFOUR, 2017, "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2017.
- Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016, "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145837.
- Choe, Chung & Jung, Seeun & Oaxaca, Ronald L., 2017, "Identification and Decompositions in Probit and Logit Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10530, Jan.
- Lorenzo Ricci, 2017, "Essays on tail risk in macroeconomics and finance: measurement and forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/242122, Feb.
- de Lazzer, Jakob, 2016, "Non-monotonic Selection Issues in Electoral Regression Discontinuity Designs," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145845.
- Chan Shen & Roger Klein, 2017, "Recursive Differencing: Bias Reduction with Regular Kernels," Departmental Working Papers, Rutgers University, Department of Economics, number 201701, Feb.
- Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017, "Estimation and model-based combination of causality networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 165, DOI: 10.2139/ssrn.2909585.
- Velinov, Anton, 2016, "On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145581.
- Takaaki Koike & Mihoko Minami, 2017, "Estimation of Risk Contributions with MCMC," Papers, arXiv.org, number 1702.03098, Feb, revised Jan 2019.
- Adrian Pagan, 2017, "Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-12, Feb.
- Carsten Chong & Claudia Kluppelberg, 2017, "Contagion in financial systems: A Bayesian network approach," Papers, arXiv.org, number 1702.04287, Feb, revised Jul 2017.
- Das, Tirthatanmoy & Polachek, Solomon, 2017, "Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10534, Jan.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2017, "Undergraduate Econometrics Instruction: Through Our Classes, Darkly," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10535, Jan.
- Bartalotti, Otávio C. & Brummet, Quentin O., 2016, "Regression Discontinuity Designs with Clustered Data: Variance and Bandwidth Choice," ISU General Staff Papers, Iowa State University, Department of Economics, number 201608010700001001, Aug.
- Knapik, Oskar & Exterkate, Peter, 2017, "A regime-switching stochastic volatility model for forecasting electricity prices," Working Papers, University of Sydney, School of Economics, number 2017-02, Feb.
- Takahiro Omi & Yoshito Hirata & Kazuyuki Aihara, 2017, "Hawkes process model with a time-dependent background rate and its application to high-frequency financial data," Papers, arXiv.org, number 1702.04443, Feb, revised Jul 2017.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11819, Jan.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1642.