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Report NEP-ECM-2017-08-20
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:
- Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2017, "Is Industrial Production Still the Dominant Factor for the US Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12219, Aug.
- Item repec:pra:mprapa:80501 is not listed on IDEAS anymore
- Takaki Hayashi & Yuta Koike, 2017, "Multi-scale analysis of lead-lag relationships in high-frequency financial markets," Papers, arXiv.org, number 1708.03992, Aug, revised May 2020.
- Francisco (F.) Blasques & Marc Nientker, 2017, "A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-072/III, Aug.
- Qidi Peng & Ran Zhao, 2017, "A General Class of Multifractional Processes and Stock Price Informativeness," Papers, arXiv.org, number 1708.04217, Aug, revised Aug 2018.
- Botosaru, Irene & Ferman, Bruno, 2017, "On the Role of Covariates in the Synthetic Control Method," MPRA Paper, University Library of Munich, Germany, number 80796, Aug.
- Robert M. Sauer & Christopher R. Taber, 2017, "Indirect Inference with Importance Sampling: An Application to Women’s Wage Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 23669, Aug.
- Antonio Diez de los Rios, 2017, "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers, Bank of Canada, number 17-33, DOI: 10.34989/swp-2017-33.
- Soufiane Hayou, 2017, "On the overestimation of the largest eigenvalue of a covariance matrix," Papers, arXiv.org, number 1708.03551, Aug.
- Hecq, Alain & Issler, João Victor & Telg, Sean, 2017, "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper, University Library of Munich, Germany, number 80767, Aug.
- Serena Ng, 2017, "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23673, Aug.
- Matthias Collischon, 2017, "The Returns to Personality Traits across the Wage Distribution," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 921.