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Report NEP-ECM-2017-05-28
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:
- Maheu, John M & Song, Yong, 2017, "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper, University Library of Munich, Germany, number 79211, May.
- Byunghoon Kang, 2017, "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers, Lancaster University Management School, Economics Department, number 170712442.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017, "Bayesian Assessment of Lorenz and Stochastic Dominance," Department of Economics - Working Papers Series, The University of Melbourne, number 2029, Mar.
- Joe Hirschberg & Jenny Lye, 2017, "Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares," Department of Economics - Working Papers Series, The University of Melbourne, number 2026, Jan.
- Tae-Hwan Kim & Christophe Muller, 2017, "A Robust Test of Exogeneity Based on Quantile Regressions," Working Papers, HAL, number halshs-01508067, Apr.
- Daniel Ordoñez-Callamand & Juan D. Hernandez-Leal & Mauricio Villamizar-Villegas, 2017, "When Multiple Objectives Meet Multiple Instruments: Identifying Simultaneous Monetary Shocks," Borradores de Economia, Banco de la Republica de Colombia, number 997, May, DOI: 10.32468/be.997.
- Rahul Deb & Yuichi Kitamura & John K.-H. Quah & Jorg Stoye, 2017, "Revealed Price Preference: Theory and Stochastic Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2087, May.
- Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2017, "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24585, May.
- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2018, "Asymptotic Multivariate Expectiles," Working Papers, HAL, number hal-01509963, Jan.
- Leschinski, Christian & Sibbertsen, Philipp, 2017, "Origins of Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-595, May.