Printed from https://ideas.repec.org/n/nep-ecm/2017-04-16.html
Report NEP-ECM-2017-04-16
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:
- Gholamreza Hajargasht & William E. Griffiths, 2016, "Estimation and Testing of Stochastic Frontier Models using Variational Bayes," Department of Economics - Working Papers Series, The University of Melbourne, number 2024, May.
- Christopher G. Gibbs & Andrey L. Vasnev, 2017, "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2017-10, Feb.
- Javed Iqbal & Muhammad Nadim Hanif, 2017, "Performance Comparison of Modified HP Filter, Wavelet Analysis and Empirical Mode Decomposition for Smoothing Macroeconomic Time Series," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 87, Mar.
- Ke Wang & Yujiao Xian & Chia-Yen Lee & Yi-Ming Wei & Zhimin Huang, 2017, "On selecting directions for directional distance functions in a non-parametric framework: A review," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 99, Jan.
- Muhammad Nadim Hanif & Javed Iqbal & M. Ali Choudhary, 2017, "Fully Modified HP Filter," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 88, Apr.
- HONDA, Toshio & 本田, 敏雄 & ING, Ching-Kang & WU, Wei-Ying, 2017, "Adaptively weighted group Lasso for semiparametric quantile regression models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-04, Apr.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017, "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_02, Apr.
- Moshe Kim & Nir Billfeld, , "Truncation Bias," Working Papers, University of Haifa, Department of Economics, number WP2016/7.
- Wiseman, Nathan & Sorensen, Todd A., 2017, "Bounds with Imperfect Instruments: Leveraging the Implicit Assumption of Intransitivity in Correlations," IZA Discussion Papers, IZA Network @ LISER, number 10646, Mar.
- Sergei Seleznev, 2016, "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series, Bank of Russia, number wps15, Sep.
- David Lander & David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2016, "Bayesian Assessment of Lorenz and Stochastic Dominance Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series, The University of Melbourne, number 2023, May.
- Gholamreza Hajargasht & William E. Griffiths, 2016, "Inference for Lorenz Curves," Department of Economics - Working Papers Series, The University of Melbourne, number 2022, Jan.