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Report NEP-ECM-2018-01-01
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:
- Anna Gloria Billé & Samantha Leorato, 2017, "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS44, Dec.
- Helmut Lütkepohl & Tomasz Woźniak, 2017, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1707.
- Item repec:cwl:cwldpp:3015 is not listed on IDEAS anymore
- Pierre Chausse & George Luta, 2017, "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers, University of Waterloo, Department of Economics, number 1707, Dec, revised Dec 2017.
- Kufenko, Vadmin & Prettner, Klaus, 2017, "You can't always get what you want? A Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 07/2017.
- Rojas-Perilla, Natalia & Pannier, Sören & Schmid, Timo & Tzavidis, Nikos, 2017, "Data-driven transformations in small area estimation," Discussion Papers, Free University Berlin, School of Business & Economics, number 2017/30.
- Item repec:cwl:cwldpp:3013 is not listed on IDEAS anymore
- Zacharias Psaradakis & Marián Vávra, 2017, "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1706, Oct.
- Pierre Chausse, 2017, "Regularized Empirical Likelihood as a Solution to the No Moment," Working Papers, University of Waterloo, Department of Economics, number 1708, Nov, revised Nov 2017.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2017, "Nonparametric Estimation in Case of Endogenous Selection," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 58, Dec.
- Galina Besstremyannaya & Jaak Simm & Sergei Golovan, 2017, "Robust estimation of cost efficiency in non-parametric frontier models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0244, Dec.
- Item repec:dnb:dnbwpp:581 is not listed on IDEAS anymore
- Antoine Lejay & Paolo Pigato, 2017, "A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data," Papers, arXiv.org, number 1712.08329, Dec, revised Feb 2019.
- Anshul Verma & Riccardo Junior Buonocore & Tiziana di Matteo, 2017, "A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering," Papers, arXiv.org, number 1712.02138, Dec, revised May 2018.
- Klein, Ingo, 2017, "(Generalized) maximum cumulative direct, paired, and residual Φ entropy principle," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 25/2017.
- Harald Oberhofer & Michael Pfaffermayr, 2017, "Estimating the Trade and Welfare Effects of Brexit. A Panel Data Structural Gravity Model," WIFO Working Papers, WIFO, number 546, Dec.
- Massimo Franchi & Paolo Paruolo, 2017, "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/5, Dec.
- Leopoldo Catania & Stefano Grassi, 2017, "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper, Tor Vergata University, CEIS, number 417, Dec, revised 11 Dec 2017.
- Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017, "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1717, Nov, revised Mar 2020.
- Rajae Azrak & Guy Melard, 2017, "Autoregressive Models with Time-dependent Coefficients. A comparison between Several Approaches," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-48, Dec.
- Diewert, W, Erwin & Feenstra, Robert, 2017, "Estimating the Benefits and Costs of New and Disappearing Products," Microeconomics.ca working papers, Vancouver School of Economics, number tina_marandola-2017-12, Dec, revised 19 Dec 2017.