Report NEP-ECM-2017-03-05This 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:
- YANAGI, Takahide, 2017. "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers 2017-02, Graduate School of Economics, Hitotsubashi University.
- Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017. "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series 591, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Daniele Coin, 2017. "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers) 1096, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
- Nikolaus Umlauf & Nadja Klein & Achim Zeileis, 2017. "BAMLSS: Bayesian Additive Models for Location, Scale and Shape (and Beyond)," Working Papers 2017-05, Faculty of Economics and Statistics, University of Innsbruck.
- Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016. "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," Annual Conference 2016 (Augsburg): Demographic Change 145537, Verein für Socialpolitik / German Economic Association.
- Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016. "A panel cointegration rank test with structural breaks and cross-sectional dependence," Annual Conference 2016 (Augsburg): Demographic Change 145822, Verein für Socialpolitik / German Economic Association.
- Greig Smith & Goncalo dos Reis, 2017. "Robust and Consistent Estimation of Generators in Credit Risk," Papers 1702.08867, arXiv.org.
- Michal Bernard Pietrzak & Bartosz Ziemkiewicz, 2016. "Considering the use of random fields in the Modifiable Areal Unit Problem," Working Papers 40/2016, Institute of Economic Research, revised Dec 2016.
- Fosgerau, Mogens & Ranjan, Abhishek, 2017. "A note on identification in discrete choice models with partial observability," MPRA Paper 76800, University Library of Munich, Germany.
- Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
- Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper 2017-006, Tilburg University, Center for Economic Research.
- Michel Berthélemy & Petyo Bonev & Damien Dussaux & Magnus Söderberg, 2017. "Methods for strengthening a weak instrument in the case of a persistent treatment," GRI Working Papers 265, Grantham Research Institute on Climate Change and the Environment.
- Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017. "Full Information Estimation of Household Income Risk and Consumption Insurance," Working Papers 2017-04, University of Sydney, School of Economics, revised Mar 2017.
- Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
- Sarah Brown & Pulak Ghosh & Daniel Gray & Bhuvanesh Pareek & Jennifer Roberts, 2017. "Saving Behaviour and Biomarkers: A High-Dimensional Bayesian Analysis of British Panel Data," Working Papers 2017005, The University of Sheffield, Department of Economics.
- Michael Greenacre, 2017. "Towards a pragmatic approach to compositional data analysis," Economics Working Papers 1554, Department of Economics and Business, Universitat Pompeu Fabra.