Printed from https://ideas.repec.org/n/nep-ecm/2017-07-09.html
Report NEP-ECM-2017-07-09
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:
- Judith Anne Clarke, 2017, "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers, Department of Economics, University of Victoria, number 1701, Jun.
- Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
- Yukitoshi Matsushita & Taisuke Otsu, 2017, "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 592, Jul.
- Helmut Lütkepohl & Thore Schlaak, 2017, "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1672.
- Fernandes, Marcelo & Guerre, Emmanuel & Horta, Eduardo, 2017, "Smoothing quantile regressions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 457.
- Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M., 2017, "Heteroskedasticity-robust unit root testing for trending panels," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 314.
- Biørn, Erik, 2017, "Identification and Method of Moments Estimation in Polynomial Measurement Error Models," Memorandum, Oslo University, Department of Economics, number 01/2017, Jan.
- Andrea Fontanari & Nassim Nicholas Taleb & Pasquale Cirillo, 2017, "Gini estimation under infinite variance," Papers, arXiv.org, number 1707.01370, Jul, revised Dec 2017.
- Clarke, Damian & Matta, Benjamín, 2017, "Practical Considerations for Questionable IVs," MPRA Paper, University Library of Munich, Germany, number 79991, Jun.
- Götz, Thomas B. & Knetsch, Thomas A., 2017, "Google data in bridge equation models for German GDP," Discussion Papers, Deutsche Bundesbank, number 18/2017.
- Gilbert Mbara, 2017, "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-13.
- Item repec:bos:wpaper:wp2017-003 is not listed on IDEAS anymore
- Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017, "Bank business models at zero interest rates," Working Paper Series, European Central Bank, number 2084, Jun.
- Everton M. C. Abreu & Newton J. Moura Jr. & Abner D. Soares & Marcelo B. Ribeiro, 2017, "Oscillations in the Tsallis income distribution," Papers, arXiv.org, number 1706.10141, Jun, revised Jul 2019.
- Lily Y. Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
- Nicolas Vallois & Dorian Jullien, 2017, "Estimating Rationality in Economics: A History of Statistical Methods in Experimental Economics," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2017-20, Jun.