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Report NEP-ECM-2017-07-23
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:
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/03, Mar.
- Tommaso Proietti & Alessandro Giovannelli, 2017, "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper, Tor Vergata University, CEIS, number 410, Jul, revised 19 Jul 2017.
- Arkadiusz Szydlowski, 2017, "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/15, Jul.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017, "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers, Department of Economics, University of Missouri, number 1710, Jul, revised 28 Feb 2018.
- Davy Paindaveine & Germain Van Bever, 2017, "Tyler Shape Depth," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-29, Jul.
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper, Norges Bank, number 2017/11, Jun.
- Magne Mogstad & Andres Santos & Alexander Torgovitsky, 2017, "Using Instrumental Variables for Inference about Policy Relevant Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 23568, Jul.
- James Morley & Benjamin Wong, 2017, "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-46, Jul.
- Bisio, Laura & Moauro, Filippo, 2017, "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper, University Library of Munich, Germany, number 80211, Jul, revised 14 Jul 2017.
- Joachim Freyberger & Bradley J. Larsen, 2017, "Identification in Ascending Auctions, with an Application to Digital Rights Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 23569, Jul.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
- Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017, "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers, arXiv.org, number 1707.05108, Jul.
- Sylvain Barde & Sander van der Hoog, 2017, "An empirical validation protocol for large-scale agent-based models," Studies in Economics, School of Economics, University of Kent, number 1712, Jul.