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Report NEP-ECM-2017-05-07
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:
- Jin Yan & Hong Il Yoo, 2017, "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Department of Economics Working Papers, Durham University, Department of Economics, number 2017_02, Apr.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2017, "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1710, Mar.
- Item repec:pdn:ciepap:104 is not listed on IDEAS anymore
- Pooyan Amir-Ahmadi & Thorsten Drautzburg, 2017, "Identification Through Heterogeneity," Working Papers, Federal Reserve Bank of Philadelphia, number 17-11, May.
- Kerssenfischer, Mark, 2017, "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers, Deutsche Bundesbank, number 08/2017.
- Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
- Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
- Syed Ali Asad Rizvi & Stephen J. Roberts & Michael A. Osborne & Favour Nyikosa, 2017, "A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes," Papers, arXiv.org, number 1705.00891, May.
- Yuanhua Feng & Thomas Gries, 2017, "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 102, Apr.
- Antonakakis, Nikolaos & Gabauer, David, 2017, "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper, University Library of Munich, Germany, number 78282, Apr.
- Martin Schumann & Gautam Tripathi, 2017, "Monotonicity of Probit Weights," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-08.
- Peña, Daniel & Prieto Fernández, Francisco Javier & Rendon Aguirre, Janeth Carolina, 2017, "Clustering Big Data by Extreme Kurtosis Projections," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24522, Apr.
- Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-03, May.
- Barbara Sianesi, 2016, "‘Randomisation bias’ in the medical literature: a review," IFS Working Papers, Institute for Fiscal Studies, number W16/23, Nov.
- Kosaku Takanashi, 2017, "Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-012, Apr.
- Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017, "Text as Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23276, Mar.
- Corona, Francisco & Forrest, David & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2017, "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24521, Apr.