Report NEP-ECM-2016-02-12

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:

• Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.
• Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 15619, University of Essex, Department of Economics.
• Chambers, MJ, 2016. "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers 15988, University of Essex, Department of Economics.
• Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
• Stefan Hoderlein & Matthew Shum, 2014. "Nonparametric Estimation of Demand Elasticities Using Panel Data," Boston College Working Papers in Economics 891, Boston College Department of Economics, revised 01 Feb 2016.
• Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
• Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
• Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
• Gupta, Abhimanyu & Robinson, Peter M, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 15618, University of Essex, Department of Economics.
• Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 14458, University of Essex, Department of Economics.
• Yunus Emre Ergemen, 2016. "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers 2016-05, Department of Economics and Business Economics, Aarhus University.
• Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
• Di Molfetta Giuseppe, 2016. "On the parameter identifiability problem in Agent Based economical models," Papers 1602.01271, arXiv.org.
• Fafchamps, Marcel & Labonne, Julien, 2016. "Using Split Samples to Improve Inference on Causal Effects," CEPR Discussion Papers 11077, C.E.P.R. Discussion Papers.
• Bodory, Hugo & Huber, Martin & Camponovo, Lorenzo & Lechner, Michael, 2016. "The finite sample performance of inference methods for propensity score matching and weighting estimators," FSES Working Papers 466, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Mion, Giordano & Martin, Ralf & Forlani, Emanuele & Muuls, Mirabelle, 2016. "Unraveling Firms: Demand, Productivity and Markups Heterogeneity," CEPR Discussion Papers 11058, C.E.P.R. Discussion Papers.
• David Hendry, 2016. "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers 778, University of Oxford, Department of Economics.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
• Gerard, François & Rokkanen, Miikka & Rothe, Christoph, 2016. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," CEPR Discussion Papers 11048, C.E.P.R. Discussion Papers.
• Canova, Fabio & Hamidi Sahneh, Mehdi, 2016. "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers 11041, C.E.P.R. Discussion Papers.
• Majid M. Al-Sadoon, 2016. "The Linear Systems Approach to Linear Rational Expectations Models," Working Papers 875, Barcelona School of Economics.
• Giampiero Marra & Rosalba Radice & Till Bärnighausen & Simon N. Wood & Mark E. McGovern, 2016. "A Simultaneous Equation Approach to Estimating HIV Prevalence with Non-Ignorable Missing Responses," Economics Working Papers 16-02, Queen's Management School, Queen's University Belfast.
• Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
• Fabio Canova & Mehdi Hamidi Sahneh, 2016. "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers No 2/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.