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Report NEP-ECM-2017-04-09
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:
- Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017, "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/17.
- Stefan Bruder & Michael Wolf, 2017, "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers, Department of Economics - University of Zurich, number 246, Mar, revised Jan 2018.
- Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-017.
- Sana Louhichi & Ryozo Miura & Dalibor Volny, 2015, "On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with positively dependent errors," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 49, Oct.
- Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017, "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers, National Bureau of Economic Research, Inc, number 23232, Mar.
- Kenneth Sæterhagen Paulsen, 2017, "Conditional forecasting with DSGE models - A conditional copula approach," Working Paper, Norges Bank, number 2017/4, Apr.
- Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017, "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23225, Mar.
- Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2017.
- Dzemski, Andreas, 2017, "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics, University of Gothenburg, Department of Economics, number 698, Mar, revised Apr 2018.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," NBER Working Papers, National Bureau of Economic Research, Inc, number 23227, Mar.
- Josep Lluís Carrion-i-Silvestre & Maria Dolores Gadea, 2015, "Testing for multiple level shifts in I(0) and I(1) stochastic processes," EcoMod2015, EcoMod, number 8702, Jul.
- Klaus Herrmann & Marius Hofert & Melina Mailhot, 2017, "Multivariate Geometric Expectiles," Papers, arXiv.org, number 1704.01503, Apr, revised Jan 2018.
- Laha, A. K. & Putatunda, Sayan, 2017, "Travel Time Prediction for Taxi-GPS Data Streams," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-03-03, Mar.
- Laha, A. K. & Putatunda, Sayan, 2017, "Real Time Location Prediction with Taxi-GPS Data Streams," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-03-02, Mar.
- Andreas Stephan & Christopher BAUM, & Pardis NABAVI & Hans LÖÖF,, 2015, "A New Approach to Estimation of the R&D-Innovation-Productivity Relationship," EcoMod2015, EcoMod, number 8868, Jul.
- Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.