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Report NEP-ECM-2017-11-19
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:
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/17.
- Xiaohu Wang & Jun Yu, 2017, "Bubble Testing under Deterministic Trends," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2017, Sep.
- Luís Silveira Santos & Isabel Proença, 2017, "The Inversion of the Spatial Lag Operator in Binary Choice Models: Fast Computation and a Closed Formula Approximation," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/11, Nov.
- Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
- Liangjun Su & Takuya Ura & Yichong Zhang, 2017, "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2017, Sep.
- Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
- AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2017, "Simultaneous equation models with spatially autocorrelated error components," MPRA Paper, University Library of Munich, Germany, number 82395, Oct.
- Jentsch, Carsten & Weiß, Christian, 2017, "Bootstrapping INAR models," Working Papers, University of Mannheim, Department of Economics, number 17-02.
- Svetunkov, Ivan & Boylan, John Edward, 2017, "Multiplicative state-space models for intermittent time series," MPRA Paper, University Library of Munich, Germany, number 82487, Nov.
- Catalina Bolancé & Raluca Vernic, 2017, "Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2017-07, Nov, revised Nov 2017.
- Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.
- Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey Andrew Smith & Evan J. Taylor, 2017, "Simple Tests for Selection: Learning More from Instrumental Variables," CESifo Working Paper Series, CESifo, number 6392.
- Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017, "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/17.
- Stanislav Anatolyev & Jozef Barunik, 2017, "Forecasting dynamic return distributions based on ordered binary choice," Papers, arXiv.org, number 1711.05681, Nov, revised Jan 2019.
- Yuan Liao & Xiye Yang, 2017, "Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas," Departmental Working Papers, Rutgers University, Department of Economics, number 201711, Nov.