Printed from https://ideas.repec.org/n/nep-ecm/2018-02-05.html
Report NEP-ECM-2018-02-05
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:
- Rico Krueger & Akshay Vij & Taha H. Rashidi, 2018, "A Dirichlet Process Mixture Model of Discrete Choice," Papers, arXiv.org, number 1801.06296, Jan.
- Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018, "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper, University Library of Munich, Germany, number 83973, Jan.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018, "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-05, Jan.
- Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018, "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers, arXiv.org, number 1801.06373, Jan, revised Feb 2018.
- M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.
- Manabu Asai & Michael McAleer, 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-005/III, Jan.
- Sun, Yiguo & Malikov, Emir, 2017, "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 83671.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018, "Structural Scenario Analysis with SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12579, Jan.
- Christopher F. Parmeter & Jeffrey S. Racine, 2018, "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers, McMaster University, number 2018-02, Jan.
- Tatsushi Oka & Pierre Perron, 2016, "Testing for Common Breaks in a Multiple Equations System," Papers, arXiv.org, number 1606.00092, May, revised Jan 2018.
- Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2017-14, May.
- Lu, Yang, 2018, "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper, University Library of Munich, Germany, number 83682, Jan.
- Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 145, Jan.
- Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017, "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper, University Library of Munich, Germany, number 82828, Aug.
- Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2018, "Markov Switching Panel with Network Interaction Effects," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2018, Jan.
- X. Liu & A.R. Pagan & T. Robinson, 2018, "Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-04, Jan.
- Ruoyao Shi & Jinyong Hahn, 2016, "Synthetic Control and Inference," Working Papers, University of California at Riverside, Department of Economics, number 201802, Oct, revised Nov 2017.
- Ruoyao Shi & Zhipeng Liao, 2018, "An Averaging GMM Estimator Robust to Misspecification," Working Papers, University of California at Riverside, Department of Economics, number 201803, Jan.