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Report NEP-ECM-2017-04-02
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:
- Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan, 2017, "Structural breaks in panel data: Large number of panels and short length time series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11891, Mar.
- Bartolucci, Francesco & Pigini, Claudia, 2017, "Granger causality in dynamic binary short panel data models," MPRA Paper, University Library of Munich, Germany, number 77486, Mar.
- José E. Figueroa-López & Cecilia Mancini, 2017, "Optimum thresholding using mean and conditional mean square error," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2017-01, Mar.
- Hacène Djellout & Hui Jiang, 2018, "Large Deviations Of The Threshold Estimator Of Integrated (Co-)Volatility Vector In The Presence Of Jumps," Post-Print, HAL, number hal-01147189.
- Huber, Martin & Steinmayr, Andreas, 2017, "A framework for separating individual treatment effects from spillover, interaction, and general equilibrium effects," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 481, Mar.
- Scott French, 2017, "Comparative Advantage and Biased Gravity," Discussion Papers, School of Economics, The University of New South Wales, number 2017-03, Jan.
- Egger, Peter & ,, 2017, "Comparing Apples to Apples: Estimating Consistent Partial Effects of Preferential Economic Integration Agreements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11894, Mar.
- Belen Garcia Carceles & Belén García Cárceles & Bernardí Cabrer Borrás & Jose Manuel Pavía Miralles, 2015, "Artificial Neural Networks and Automatic Time Series Analysis, methodological approach, results and examples using health-related time series," EcoMod2015, EcoMod, number 8669, Jul.
- Dirk Hoorelbeke, 2015, "Bootstrap enhanced model specification testing," EcoMod2015, EcoMod, number 8265, Jul.
- Areski Cousin & Hassan Maatouk & Didier Rullière, 2016, "Kriging of financial term-structures," Post-Print, HAL, number hal-01206388, Jun, DOI: 10.1016/j.ejor.2016.05.057.