Report NEP-ECM-2015-07-25

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:

• Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi, 2015. "Robust linear static panel data models using ε-contamination," CIRANO Working Papers 2015s-30, CIRANO.
• Lok, Thomas M. & Tabri, Rami V., 2015. "An Improved Bootstrap Test For Restricted Stochastic Dominance," Working Papers 2015-15, University of Sydney, School of Economics, revised Aug 2019.
• Dalibor Stevanovic, 2015. "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers 2015s-33, CIRANO.
• Jesus Crespo Cuaresma & Philipp Piribauer, 2015. "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Papers wuwp199, Vienna University of Economics and Business, Department of Economics.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2015. "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series CIRJE-F-979, CIRJE, Faculty of Economics, University of Tokyo.
• Pier Luigi Conti & Daniela Marella & Andrea Neri, 2015. "Statistical matching and uncertainty analysis in combining household income and expenditure data," Temi di discussione (Economic working papers) 1018, Bank of Italy, Economic Research and International Relations Area.
• Bandyopadhyay, Tathagata & Sumanta Adhya & Guha, Apratim, 2015. "ROC Curve Analysis for Randomly Selected Patients," IIMA Working Papers WP2015-07-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Antony Ware & Ilnaz Asadzadeh, 2015. "Semi-parametric time series modelling with autocopulas," Papers 1507.04767, arXiv.org.
• Miles Kimball & Ryan Nunn & Dan Silverman, 2015. "Accounting for Adaptation in the Economics of Happiness," NBER Working Papers 21365, National Bureau of Economic Research, Inc.