Printed from https://ideas.repec.org/n/nep-ecm/2017-04-23.html
Report NEP-ECM-2017-04-23
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:
- Rachida Ouysse, 2017, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12, Apr.
- Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016, "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2016-269, revised 2016.
- Ferman, Bruno & Pinto, Cristine, 2017, "Placebo Tests for Synthetic Controls," MPRA Paper, University Library of Munich, Germany, number 78079, Apr.
- Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi, 2017, "Testing for Extreme Volatility Transmission with Realized Volatility Measures," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-20.
- Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "A Simple Test on Structural Change in Long-Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-592, Apr.
- Timo Dimitriadis & Sebastian Bayer, 2017, "A Joint Quantile and Expected Shortfall Regression Framework," Papers, arXiv.org, number 1704.02213, Apr, revised Aug 2017.
- Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
- Tom Boot & Andreas Pick, 2017, "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-039/III, Apr.
- Item repec:hal:wpaper:hal-01424279 is not listed on IDEAS anymore
- M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.