Report NEP-ECM-2016-03-23
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Tue Gorgens & Chirok Han & Sen Xue, 2016. "Moment restrictions and identification in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-633, Australian National University, College of Business and Economics, School of Economics.
- Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
- Avagyan, Vahe & Nogales, Francisco J., 2015. "D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties," DES - Working Papers. Statistics and Econometrics. WS 21775, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Elena Di Bernardino & Didier Rullière, 2016. "On tail dependence coefficients of transformed multivariate Archimedean copulas," Post-Print hal-00992707, HAL.
- Item repec:cte:wsrepe:ws141410 is not listed on IDEAS anymore
- Marcel Fafchamps & Julien Labonne, 2016. "Using Split Samples to Improve Inference about Causal Effects," NBER Working Papers 21842, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers EI2016-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2016. "On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/917, Ghent University, Faculty of Economics and Business Administration.
- Zwick, Thomas & Frosch, Katharina, 2016. "Attenuation bias when measuring inventive performance," ZEW Discussion Papers 16-014, ZEW - Leibniz Centre for European Economic Research.