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Report NEP-ECM-2017-10-29
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:
- Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017, "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 333, Oct.
- Sinem Hacioglu Hoke & George Kapetanios, 2017, "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers, Bank of England, number 683, Oct.
- Ziping Zhao & Daniel P. Palomar, 2017, "Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model," Papers, arXiv.org, number 1710.05513, Oct.
- Riccardo Scarpa & Cristiano Franceschinis & Mara Thiene, 2017, "A Monte Carlo Evaluation of the Logit-Mixed Logit under Asymmetry and Multimodality," Working Papers in Economics, University of Waikato, number 17/23, Oct.
- Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-23, Oct.
- Michael B. Giles & Francisco Bernal, 2017, "Multilevel estimation of expected exit times and other functionals of stopped diffusions," Papers, arXiv.org, number 1710.07492, Oct, revised Sep 2018.
- Anastasis Kratsios & Cody B. Hyndman, 2017, "Non-Euclidean Conditional Expectation and Filtering," Papers, arXiv.org, number 1710.05829, Oct, revised Sep 2018.
- Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017, "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series, CESifo, number 6313.
- Benjamin David, 2017, "Model economic phenomena with CART and Random Forest algorithms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-46.
- Olivier Sterck, 2017, "Beyond the Stars," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2016-31-2.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1695.
- Davy Paindaveine & Julien Remy & Thomas Verdebout, 2017, "Testing for Principal Component Directions under Weak Identifiability," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-37, Oct.
- Joshua C C Chan & Yong Song, 2017, "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-61, Oct.