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Report NEP-ECM-2017-10-15
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:
- Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
- Yonghui Zhang & Qiankun Zhou, 2017, "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-12, Oct.
- Vasilis Syrgkanis & Elie Tamer & Juba Ziani, 2017, "Inference on Auctions with Weak Assumptions on Information," Papers, arXiv.org, number 1710.03830, Oct, revised Mar 2018.
- Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017, "Term Structure Analysis with Big Data," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-21, Sep.
- Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.
- Nobuhiko Terui & Shohei Hasegawa & Adam N. Smith & Greg M. Allenby, 2017, "An Integrated Model for Discontinuous Preference Change and Satiation," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 70, Sep.
- Rendahl, Pontus, 2017, "Linear Time Iteration," Economics Series, Institute for Advanced Studies, number 330, Sep.
- Dagsvik, John K, 2017, "Invariance Axioms and Functional Form Restrictions in Structural Models," Memorandum, Oslo University, Department of Economics, number 08/2017, Aug.
- Coupé, Tom, 2017, "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-76.
- Brown, Annette N. & Wood, Benjamin Douglas Kuflick, 2017, "Which tests not witch hunts: a diagnostic approach for conducting replication research," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-77.
- Owen, Dorian, 2017, "Replication to assess statistical adequacy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-73.