Report NEP-ECM-2016-01-03

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:

• Juan Carlos Escanciano, 2015. "Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers 2015-023, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Marco Bee & Roberto Benedetti & Giuseppe Espa, 2015. "Approximate likelihood inference for the Bingham distribution," DEM Working Papers 2015/02, Department of Economics and Management.
• Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015. "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers 15-138/III, Tinbergen Institute, revised 06 Jul 2018.
• Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
• Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers 341, Graduate School of Economics and Management, Tohoku University.
• Mark Fisher, 2015. "Fitting a distribution to survey data for the half-life of deviations from PPP," FRB Atlanta Working Paper 2015-15, Federal Reserve Bank of Atlanta.
• Marco Bee & Giuseppe Espa & Diego Giuliani & Flavio Santi, 2015. "A Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models," DEM Working Papers 2015/04, Department of Economics and Management.
• Zdravko Botev & Michel Mandjes & Ad Ridder, 2015. "Tail Distribution of the Maximum of Correlated Gaussian Random Variables," Tinbergen Institute Discussion Papers 15-132/III, Tinbergen Institute.
• Van de gaer, Dirk & Ramos, Xavier, 2015. "Measurement of Inequality of Opportunity Based on Counterfactuals," IZA Discussion Papers 9582, Institute of Labor Economics (IZA).
• Franc Klaassen & Rutger Teulings, 2015. "Untangling Fixed Effects and Constant Regressors," Tinbergen Institute Discussion Papers 15-137/VI, Tinbergen Institute.
• Zuhe Zhang & Benjamin Rubinstein & Christos Dimitrakakis, 2016. "On the Differential Privacy of Bayesian Inference," Post-Print hal-01234215, HAL.