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Report NEP-ECM-2017-07-16
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:
- Davide De Gaetano, 2017, "A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0220, Jul.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017, "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers, National Bureau of Economic Research, Inc, number 23564, Jun.
- Wilson Ye Chen & Gareth W. Peters & Richard H. Gerlach & Scott A. Sisson, 2017, "Dynamic Quantile Function Models," Papers, arXiv.org, number 1707.02587, Jul, revised May 2021.
- Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro Gutierrez, Oscar & Shure, Nikki, 2017, "What Happens When Econometrics and Psychometrics Collide? An Example Using the PISA Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10847, Jun.
- Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2017, "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1049, May.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2017, "Testing the Order of Multivariate Normal Mixture Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1044, Mar.
- Andros Kourtellos & Thanasis Stengos & Yiguo Sun, 2017, "Endogeneity in Semiparametric Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 17-13, Jul.
- Clemens, Jeffrey, 2017, "Pitfalls in the Development of Falsification Tests: An Illustration from the Recent Minimum Wage Literature," MPRA Paper, University Library of Munich, Germany, number 80154, Jun.
- Chao Wang & Qian Chen & Richard Gerlach, 2017, "Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution," Papers, arXiv.org, number 1707.03715, Jul.
- Fabian Goessling & Martina Danielova Zaharieva, 2017, "Semi-parametric Bayesian Forecasting with an Application to Stochastic Volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6417, Jul.
- Bianchi, Francesco & Nicolo, Giovanni, 2017, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12130, Jul.
- Siem Jan (S.J.) Koopman & Rutger Lit, 2017, "Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-062/III, Jul.
- Chabé-Ferret, Sylvain, 2017, "Should We Combine Difference In Differences with Conditioning on Pre-Treatment Outcomes?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-824, Jun.