Report NEP-ECM-2017-02-26This 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.
The following items were announced in this report:
- Nehla, Debbabi & Marie, Kratz & Mamadou , Mboup, 2016. "A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance," ESSEC Working Papers WP1619, ESSEC Research Center, ESSEC Business School.
- Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- J. M. Chen & A. G. Hawkes & E. Scalas & M. Trinh, 2017. "Performance of information criteria used for model selection of Hawkes process models of financial data," Papers 1702.06055, arXiv.org, revised Apr 2017.
- Dahl, Christian M. & Huber, Martin & Mellace, Giovanni, 2017. "It's never too LATE: A new look at local average treatment effects with or without defiers," Discussion Papers of Business and Economics 2/2017, University of Southern Denmark, Department of Business and Economics.
- Kim Huynh & Philipp Schmidt-Dengler & Gregor W. Smith & Angelika Welte, 2017. "Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards," Staff Working Papers 17-8, Bank of Canada.
- Ulrich K. Müller & Mark W. Watson, 2017. "Long-Run Covariability," NBER Working Papers 23186, National Bureau of Economic Research, Inc.
- Satya Paul & Sriram Shanker, 2017. "An Alternative Specification for Technical Efficiency Effects in a Stochastic Frontier Production Function," Crawford School Research Papers 1703, Crawford School of Public Policy, The Australian National University.
- Pablo Guerron-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (US).
- Andrew Harvey & Ryoko Ito, 2017. "Modeling time series with zero observations," Economics Papers 2017-W01, Economics Group, Nuffield College, University of Oxford.
- Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
- Alessio Sancetta, 2017. "Estimation for the Prediction of Point Processes with Many Covariates," Papers 1702.05315, arXiv.org.
- Barigozzi, Matteo & Moneta, Alessio, 2016. "Identifying the independent sources of consumption variation," LSE Research Online Documents on Economics 60979, London School of Economics and Political Science, LSE Library.
- Egger, Peter Hannes & Egger, Peter, 2016. "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," Annual Conference 2016 (Augsburg): Demographic Change 145675, Verein für Socialpolitik / German Economic Association.
- Michael Greenacre, 2016. "Selection and statistical analysis of compositional ratios," Economics Working Papers 1551, Department of Economics and Business, Universitat Pompeu Fabra.
- Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
- Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.