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Report NEP-ECM-2017-05-21
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:
- Babii, Andrii, 2017, "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers, Toulouse School of Economics (TSE), number 17-803, May.
- Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017, "Using compositional and Dirichlet models for market-share regression," TSE Working Papers, Toulouse School of Economics (TSE), number 17-804, May.
- Babii, Andrii & Florens, Jean-Pierre, 2017, "Are unobservables separable?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-802, May.
- Iacone, Fabrizio & Leybourne, Stephen J & Taylor, AM Robert, 2017, "Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19654, May.
- Hsu, Yu-Chin & Huber, Martin & Lai, Tsung Chih, 2017, "Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 482, May.
- Ferman, Bruno, 2017, "Matching Estimators with Few Treated and Many Control Observations," MPRA Paper, University Library of Munich, Germany, number 78940, May.
- John Aston & Florent Autin & Gerda Claeskens & Jean-Marc Freyermuth & Christophe Pouet, 2017, "Minimax optimal procedures for testing the structure of multidimensional functions," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 582277, May.
- Stavros J. Sioutis, 2017, "Calibration and Filtering of Exponential L\'evy Option Pricing Models," Papers, arXiv.org, number 1705.04780, May.
- Item repec:tky:fseres:2016cf1044 is not listed on IDEAS anymore
- Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017, "Interpreting the impact of explanatory variables in compositional models," TSE Working Papers, Toulouse School of Economics (TSE), number 17-805, May.
- Ziegel, Johanna F. & Krueger, Fabian & Jordan, Alexander & Fasciati, Fernando, 2017, "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Working Papers, University of Heidelberg, Department of Economics, number 0632, May.
- Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017, "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24552, May.
- Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
- Jin Seo Cho & Halbert White, 2017, "Supplements to "Directionally Differentiable Econometric Models"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103a, Apr.
- Thomas Gueuning & Gerda Claeskens, 2017, "A high-dimensional focused information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 582649, May.
- Johanna F. Ziegel & Fabian Kruger & Alexander Jordan & Fernando Fasciati, 2017, "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Papers, arXiv.org, number 1705.04537, May.
- Aurélien Poissonnier, 2016, "Solving for Structural Gravity in Panels Yes We Can," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 040, Dec.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017, "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper, University Library of Munich, Germany, number 79102, May.
- Skinner, Chris J. & Wakefield, Jon, 2017, "Introduction to the design and analysis of complex survey data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 76991, May.