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Report NEP-ECM-2017-12-11
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:
- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 18-2017, Nov.
- Rui Luo & Weinan Zhang & Xiaojun Xu & Jun Wang, 2017, "A Neural Stochastic Volatility Model," Papers, arXiv.org, number 1712.00504, Nov, revised Dec 2018.
- Raja Ben Hajria & Salah Khardani & Hamdi Raïssi, 2017, "Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests," Working Papers, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso, number 2017-03, Nov.
- Marco Bee & Maria Michela Dickson & Flavio Santi, 2017, "Likelihood-based Risk Estimation for Variance-Gamma Models," DEM Working Papers, Department of Economics and Management, number 2017/03.
- Brantly Callaway, 2017, "Job Displacement during the Great Recession: Tight Bounds on Distributional Treatment Effect Parameters using Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1703, Aug.
- Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2017, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/11, Nov.
- Simon Clinet & Yoann Potiron, 2017, "Estimation for high-frequency data under parametric market microstructure noise," Papers, arXiv.org, number 1712.01479, Dec, revised Sep 2020.
- Norbert Christopeit & Michael Massmann, 2017, "Strong consistency of the least squares estimator in regression models with adaptive learning," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 17-07, Nov.
- Item repec:bof:bofrdp:2017_035 is not listed on IDEAS anymore
- Andreas Masuhr, 2017, "Volatility Transmission in Overlapping Trading Zones," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6717, Nov.
- Tue Gorgens & Dean Hyslop, 2017, "Equivalent representations of discrete-time two-state panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-654, Oct.
- M Hashem Pesaran & Ron P Smith, 2017, "Tests of Policy Interventions in DSGE Models," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1706, Oct.
- Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017, "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-014, Nov.