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Report NEP-ECM-2017-06-18
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:
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017, "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1383, Jun.
- Item repec:ran:wpaper:1137-1 is not listed on IDEAS anymore
- Chu, Ba, 2017, "Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors," MPRA Paper, University Library of Munich, Germany, number 79709.
- Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017, "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper, University Library of Munich, Germany, number 79623, Jun.
- Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017, "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 17-06.
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2017, "Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-062, Jun, DOI: 10.17016/FEDS.2017.062.
- Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer, 2017, "On periodic ergodicity of a general periodic mixed Poisson autoregression," MPRA Paper, University Library of Munich, Germany, number 79650, Feb.
- Huber, Florian & Zörner, Thomas, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 250, Jun.
- Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
- Massil Achab & Emmanuel Bacry & Jean-Franc{c}ois Muzy & Marcello Rambaldi, 2017, "Analysis of order book flows using a nonparametric estimation of the branching ratio matrix," Papers, arXiv.org, number 1706.03411, Jun.
- Haizhen Wang & Ratthachat Chatpatanasiri & Pairote Sattayatham, 2017, "Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment," Papers, arXiv.org, number 1706.02985, May.
- Breitmoser, Yves, 2017, "Discrete Choice with Presentation Effects," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 35, Jun.
- Christopher F. Parmeter, 2017, "Estimation of the Two-Tiered Stochastic Frontier Model with the Scaling Property," Working Papers, University of Miami, Department of Economics, number 2017-06, May.
- Massimo Franchi & Paolo Paruolo, 2017, "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/3, Jun.