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Report NEP-ECM-2017-11-26
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:
- Gregor Kastner & Florian Huber, 2017, "Sparse Bayesian vector autoregressions in huge dimensions," Papers, arXiv.org, number 1704.03239, Apr, revised Dec 2019.
- Chirok Han & Goeun Lee, 2017, "Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects," Discussion Paper Series, Institute of Economic Research, Korea University, number 1707.
- Jushan Bai & Serena Ng, 2017, "Principal Components and Regularized Estimation of Factor Models," Papers, arXiv.org, number 1708.08137, Aug, revised Nov 2017.
- Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017, "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 17/690, Nov.
- Atkinson, Anthony C. & Biswas, Atanu, 2017, "Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66761, Sep.
- M Hashem Pesaran & Ron P Smith, 2017, "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1707, Nov.
- Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017, "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 594, Nov.
- Lorenzo Camponovo & Taisuke Otsu, 2017, "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 593, Nov.
- Matteo Barigozzi & Matteo Luciani, 2017, "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-111, Nov, DOI: 10.17016/FEDS.2017.111.
- Taku Yamamoto & Hiroaki Chigira, 2017, "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808110, Oct.
- Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.
- Simon Freyaldenhoven, 2017, "A Generalized Factor Model with Local Factors," 2017 Papers, Job Market Papers, number pfr361, Nov.
- Anders Bredahl Kock & David Preinerstorfer, 2017, "Power in High-dimensional testing Problems," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-42, Nov.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers, arXiv.org, number 1607.04532, Jul, revised Jul 2018.
- Kuha, Jouni & Mills, Colin, 2018, "On group comparisons with logistic regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84163, Jan.
- Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
- Franses, Ph.H.B.F. & Janssens, E., 2017, "Spurious Principal Components," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-31, Nov.
- Andrew Binning & Junior Maih, 2017, "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper, Norges Bank, number 2017/23, Nov.