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Report NEP-ECM-2017-03-26
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:
- Tom Boot & Didier Nibbering, 2017, "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-032/III, Mar, revised 05 Jul 2017.
- Juan Carlos Escanciano, 2016, "A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-001, Nov.
- Scott French, 2017, "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers, School of Economics, The University of New South Wales, number 2017-05, Feb.
- Shovan Chowdhury & Amitava Mukherjee & Asok K. Nanda, 2014, "On A Two-Parameter Discrete Distribution And Its Applications," Working papers, Indian Institute of Management Kozhikode, number 144.
- Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61886, Dec.
- Sander Barendse, 2017, "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-034/III, Mar.
- Shovan Chowdhury, 2014, "Compounded Generalized Weibull Distributions - A Unified Approach," Working papers, Indian Institute of Management Kozhikode, number 148.
- Sujay K Mukhoti, , "Dynamic Feedback Effect And Skewness In Non-Stationary Stochastic Volatility Model With Leverage," Working papers, Indian Institute of Management Kozhikode, number 145.
- Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
- Soumya Roy & Gijo E. V. & Biswabrata Pradhan, 2016, "Inference under progressive Type-I interval censoring," Working papers, Indian Institute of Management Kozhikode, number 191, Jan.
- Huber, Florian, 2017, "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 244, Mar.
- Søren Johansen & Morten Nyboe Tabor, 2017, "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers, University of Copenhagen. Department of Economics, number 17-02, Mar.
- Jimut Bahan Chakrabarty & Shovan Chowdhury, 2016, "Compounded Inverse Weibull Distributions: Properties, Inference and Applications," Working papers, Indian Institute of Management Kozhikode, number 213, Dec.
- Ellis Scharfenaker & Duncan Foley, 2017, "Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models," Working Papers, New School for Social Research, Department of Economics, number 1710, Mar, revised May 2017.
- Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017, "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2083, Feb.
- Peter C.B. Phillips, 2016, "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2081, Dec.
- Timo Teräsvirta, 2017, "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-04, Jan.
- David F. Hendry & Peter C.B. Phillips, 2017, "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2082, Mar.