Report NEP-ECM-2015-11-15

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:

• Zhongjun Qu & Fan Zhuo, 2015. "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series wp2015-003, Boston University - Department of Economics.
• Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
• Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
• Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015. "Explaining adoption and use of payment instruments by U.S. consumers," Boston University - Department of Economics - Working Papers Series wp2015-004, Boston University - Department of Economics.
• Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Samantha Leorato & Franco Peracchi, 2015. "Comparing Distribution and Quantile Regression," EIEF Working Papers Series 1511, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2015.
• Tsubasa Ito & Tatsuya Kubokawa, 2015. "Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory ," CIRJE F-Series CIRJE-F-995, CIRJE, Faculty of Economics, University of Tokyo.
• Polanski, Arnold & Stoja, Evarist, 2015. "Extreme risk interdependence," Bank of England working papers 563, Bank of England.
• Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
• Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Saruta Benjanuvatra & Peter Burridge, 2015. "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers 15/24, Department of Economics, University of York.
• Ferman, Bruno & Pinto, Cristine, 2015. "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," MPRA Paper 67665, University Library of Munich, Germany.
• Peter Farkas & Laszlo Matyas, 2015. "Testing for Unit Roots in Panel Data with Boundary Crossing Counts," CEU Working Papers 2015_5, Department of Economics, Central European University, revised 03 Nov 2015.
• Vékás, Péter, 2015. "An asymptotic test for the Conditional Value-at-Risk," Corvinus Economics Working Papers (CEWP) 2015/19, Corvinus University of Budapest.
• D'Agostino, Antonello & Cimadomo, Jacopo, 2015. "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Paper Series 1856, European Central Bank.
• Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015. "Nonstationary Z-score measures," MPRA Paper 67840, University Library of Munich, Germany.
• Nobuhiko Terui & Shohei Hasegawa & Greg M. Allenby, 2015. "A Threshold Model for Discontinuous Preference Change and Satiation," TMARG Discussion Papers 122, Graduate School of Economics and Management, Tohoku University.