Report NEP-ECM-2017-09-24

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:

• Christian Brownlees & Geert Mesters, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona School of Economics.
• Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
• Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
• Piotr Dybka & Michal Kowalczuk & Bartosz Olesinski & Marek Rozkrut & Andrzej Toroj, 2017. "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," KAE Working Papers 2017-030, Warsaw School of Economics, Collegium of Economic Analysis.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2017. "Extreme M-quantiles as risk measures: From L1 to Lp optimization," TSE Working Papers 17-841, Toulouse School of Economics (TSE).