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Report NEP-ECM-2017-07-02
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:
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-058/III, Jun.
- Martina Hengge & Seton Leonard, 2017, "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2017, Jun.
- Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
- Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
- Michael Kateregga & Sure Mataramvura & David Taylor, 2017, "Parameter estimation for stable distributions with application to commodity futures log returns," Papers, arXiv.org, number 1706.09756, May.
- Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017, "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-18, Jun.
- Lorenza Rossi & Emilio Zanetti Chini, 2017, "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 141, Jun.
- Kumar, Anil & Liang, Che-Yuan, 2017, "Estimating Taxable Income Responses with Elasticity Heterogeneity," Working Paper Series, Uppsala University, Department of Economics, number 2017:5, Mar.
- Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-056/III, Jun.
- Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017, "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales, number 18, Jun.
- Thomas Quistgaard Pedersen & Erik Christian Montes Schütte, 2017, "Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-09, Feb.
- Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-01.
- Legrand D. F, Saint-Cyr, 2017, "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers SMART, INRAE UMR SMART, number 17-04.
- Erard, Brian, 2017, "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper, University Library of Munich, Germany, number 79927, Jun.