Printed from https://ideas.repec.org/n/nep-ecm/2018-03-05.html
Report NEP-ECM-2018-03-05
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:
- Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019, Feb.
- Astill, Sam & Taylor, AM Robert, 2018, "Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21470, Jan.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018, "Smoothed GMM for quantile models," Working Papers, Department of Economics, University of Missouri, number 1803.
- Mazur, Stepan & Otryakhin, Dmitry & Podolskij, Mark, 2018, "Estimation of the linear fractional stable motion," Working Papers, Örebro University, School of Business, number 2018:3, Feb.
- Item repec:rim:rimwps:18-12 is not listed on IDEAS anymore
- Biørn, Erik, 2017, "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum, Oslo University, Department of Economics, number 13/2017, Dec.
- Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018, "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-013/III, Feb.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018, "Spurious seasonality detection: a non-parametric test proposal," Papers, arXiv.org, number 1801.07941, Jan.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 26316, Feb.
- Rumman Khan, 2018, "Assessing cohort aggregation to minimise bias in pseudo-panels," Discussion Papers, University of Nottingham, CREDIT, number 2018-01.
- Yusuke Matsuki, 2016, "A Distribution-Free Test of Monotonicity with an Application to Auctions," Working Papers, Tokyo Center for Economic Research, number e110, Sep.
- Lorenzo Camponovo, 2018, "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0618, Feb.