Report NEP-ECM-2017-08-06

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Igari Ryosuke & Takahiro Hoshino, 2017. "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series 2017-020, Institute for Economics Studies, Keio University.
• Ayala, Astrid & Blazsek, Szabolcs, 2017. "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics 25043, Universidad Carlos III de Madrid. Departamento de Economía.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "The Memory of Volatility," Hannover Economic Papers (HEP) dp-601, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017. "Structural change in non-stationary AR(1) models," MPRA Paper 80510, University Library of Munich, Germany.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017. "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers 2017-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Jan (J.) Rouwendal, 2017. "Specification Tests for The Multinomial Logit Model Revisited: The Role of Alternative-Specific Constants," Tinbergen Institute Discussion Papers 17-068/VIII, Tinbergen Institute, revised 29 Jan 2018.
• David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
• Thomas Schurmann & Ingo Hoffmann, 2017. "On Biased Correlation Estimation," Papers 1707.09037, arXiv.org.
• Jan (J.) Rouwendal & Or Levkovich & Ismir Mulalic, 2017. "Discrete Choice Models for Commuting Interactions," Tinbergen Institute Discussion Papers 17-067/VIII, Tinbergen Institute.
• Hu, Xingwei, 2017. "A Theory of Dichotomous Valuation with Applications to Variable Selection," MPRA Paper 80457, University Library of Munich, Germany.
• Rulof P. Burger & Zoë M. McLaren, 2017. "An Econometric Method for Estimating Population Parameters from Non-Random Samples: An Application to Clinical Case Finding," Working Papers 692, Economic Research Southern Africa.
• Irene Botosaru, 2017. "Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility," Discussion Papers dp17-11, Department of Economics, Simon Fraser University.