Printed from https://ideas.repec.org/n/nep-ecm/2017-02-26.html
Report NEP-ECM-2017-02-26
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:
- Nehla, Debbabi & Marie, Kratz & Mamadou , Mboup, 2016, "A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1619, Dec.
- Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017, "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 590, Feb.
- 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, arXiv.org, number 1702.06055, Feb, 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 on Economics, University of Southern Denmark, Department of Economics, number 2/2017, Feb.
- Kim Huynh & Philipp Schmidt-Dengler & Gregor W. Smith & Angelika Welte, 2017, "Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards," Staff Working Papers, Bank of Canada, number 17-8, DOI: 10.34989/swp-2017-8.
- Ulrich K. Müller & Mark W. Watson, 2017, "Long-Run Covariability," NBER Working Papers, National Bureau of Economic Research, Inc, number 23186, Feb.
- Satya Paul & Sriram Shanker, 2017, "An Alternative Specification for Technical Efficiency Effects in a Stochastic Frontier Production Function," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1703, Feb.
- Pablo Guerrón-Quintana & Molin Zhong, 2017, "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-018, Jan, DOI: 10.17016/FEDS.2017.018.
- Andrew Harvey & Ryoko Ito, 2017, "Modeling time series with zero observations," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2017-W01, Feb.
- Cobb, Marcus P A, 2017, "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper, University Library of Munich, Germany, number 76849, Feb.
- Alessio Sancetta, 2017, "Estimation for the Prediction of Point Processes with Many Covariates," Papers, arXiv.org, number 1702.05315, Feb.
- Barigozzi, Matteo & Moneta, Alessio, 2016, "Identifying the independent sources of consumption variation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60979, Mar.
- Egger, Peter Hannes & Egger, Peter, 2016, "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145675.
- Michael Greenacre, 2016, "Selection and statistical analysis of compositional ratios," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1551, Aug.
- Cobb, Marcus P A, 2017, "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper, University Library of Munich, Germany, number 76556, Feb.
- Pillai N., Vijayamohanan, 2016, "How Do You Interpret Your Regression Coefficients?," MPRA Paper, University Library of Munich, Germany, number 76867.