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Report NEP-ECM-2017-03-05
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:
- YANAGI, Takahide & 柳, 貴英, 2017, "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-02, Feb.
- Pincheira, Pablo, 2017, "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 77027, Feb.
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017, "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 591, Feb.
- Daniele Coin, 2017, "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1096, Feb.
- Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017, "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-029/III, Feb.
- Nikolaus Umlauf & Nadja Klein & Achim Zeileis, 2017, "BAMLSS: Bayesian Additive Models for Location, Scale and Shape (and Beyond)," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-05, Feb.
- Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016, "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145537.
- Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016, "A panel cointegration rank test with structural breaks and cross-sectional dependence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145822.
- Greig Smith & Goncalo dos Reis, 2017, "Robust and Consistent Estimation of Generators in Credit Risk," Papers, arXiv.org, number 1702.08867, Feb, revised Oct 2017.
- Michal Bernard Pietrzak & Bartosz Ziemkiewicz, 2016, "Considering the use of random fields in the Modifiable Areal Unit Problem," Working Papers, Institute of Economic Research, number 40/2016, Dec, revised Dec 2016, DOI: 10.24136/eep.wp.2016.1.
- Fosgerau, Mogens & Ranjan, Abhishek, 2017, "A note on identification in discrete choice models with partial observability," MPRA Paper, University Library of Munich, Germany, number 76800.
- Michele Berardi & Jaqueson K Galimberti, 2016, "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 16-422, Dec, DOI: 10.3929/ethz-a-010793139.
- Shi, Wen & Kleijnen, J.P.C., 2017, "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-006.
- 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, Grantham Research Institute on Climate Change and the Environment, number 265, Feb.
- Chatterjee, Arpita & Morley, James & Singh, Aarti, 2017, "Estimating Household Consumption Insurance," Working Papers, University of Sydney, School of Economics, number 2017-04, Feb, revised Jul 2019.
- Lo Duca, Marco & Adam, Tomáš, 2017, "Modeling euro area bond yields using a time-varying factor model," Working Paper Series, European Central Bank, number 2012, Feb.
- 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, The University of Sheffield, Department of Economics, number 2017005, Feb.
- Michael Greenacre, 2017, "Towards a pragmatic approach to compositional data analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1554, Jan.