Report NEP-ECM-2015-07-11

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• YAMAMOTO, Yohei & 山本, 庸平, 2015. "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion Papers 2015-05, Graduate School of Economics, Hitotsubashi University.
• Item repec:spo:wpecon:info:hdl:2441/4ect7tfnam9poo2tioundd7pb3 is not listed on IDEAS anymore

• Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
• Shi, W. & Kleijnen, J.P.C., 2015. "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper 2015-034, Tilburg University, Center for Economic Research.
• Carsten Schröder & Shlomo Yitzhaki, 2015. "Revisiting the Evidence for a Cardinal Treatment of Ordinal Variables," SOEPpapers on Multidisciplinary Panel Data Research 772, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015. "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers 15-076/IV/DSF94, Tinbergen Institute.
• Yoann Potiron & Per Mykland, 2015. "Estimation of integrated quadratic covariation with endogenous sampling times," Papers 1507.01033, arXiv.org, revised Nov 2016.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
• Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
• Susan Athey & Dean Eckles & Guido W. Imbens, 2015. "Exact P-values for Network Interference," NBER Working Papers 21313, National Bureau of Economic Research, Inc.