Report NEP-ECM-2017-04-30This 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.
The following items were announced in this report:
- Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017. "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers 6/17, Monash University, Department of Econometrics and Business Statistics.
- Isaiah Andrews & Maximilian Kasy, 2017. "Identification of and Correction for Publication Bias," NBER Working Papers 23298, National Bureau of Economic Research, Inc.
- Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin, 2017. "Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients," Working Papers ECARES ECARES 2017-14, ULB -- Universite Libre de Bruxelles.
- Xinyu Zhang & Chu-An Liu, 2017. "Inference after Model Averaging in Linear Regression Models," IEAS Working Paper : academic research 17-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Apr 2018.
- Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017. "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers 3/17, Monash University, Department of Econometrics and Business Statistics.
- Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
- Macours, Karen & Molina Millan, Teresa, 2017. "Attrition in Randomized Control Trials: Using tracking information to correct bias," CEPR Discussion Papers 11962, C.E.P.R. Discussion Papers.