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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Geert Mesters & Christian Brownlees, 2017, "Detecting Granular Time Series in Large Panels," Working Papers, Barcelona School of Economics, number 991, Sep.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017, "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper, University Library of Munich, Germany, number 81345, Sep.
- Bertille Antoine & Prosper Dovonon, 2017, "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-15, Sep.
- 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, Warsaw School of Economics, Collegium of Economic Analysis, number 2017-030, Sep.
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2017, "Extreme M-quantiles as risk measures: From L1 to Lp optimization," TSE Working Papers, Toulouse School of Economics (TSE), number 17-841, Sep.