Report NEP-ECM-2016-04-30

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:

• Panchenko, Valentyn & Prokhorov, Artem, 2016. "Efficient estimation of parameters in marginal in semiparametric multivariate models," Working Papers 2016-04, University of Sydney Business School, Discipline of Business Analytics.
• Koutchade, Philippe & Carpentier, Alain & Femenia, Fabienne, 2015. "Accounting for unobserved heterogeneity in micro-econometric agricultural production models: a random parameter approach," 2015 Conference, August 9-14, 2015, Milan, Italy 212015, International Association of Agricultural Economists.
• Matias Heikkila & Yves Dominicy & Sirkku Pauliina Ilmonen, 2015. "Multivariate extremes based on a notion of radius," Working Papers ECARES ECARES 2015-49, ULB -- Universite Libre de Bruxelles.
• Till Weigt & Bernd Wilfling, 2016. "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers 4616, Center for Quantitative Economics (CQE), University of Muenster.
• Miranda, Karen & Martínez Ibáñez, Oscar & Manjón Antolín, Miquel Carlos,, 2015. "Estimating individual effects and their spatial spillovers in linear panel data models," Working Papers 2072/261028, Universitat Rovira i Virgili, Department of Economics.
• Antti J. Tanskanen & Jani Lukkarinen & Kari Vatanen, 2016. "Random selection of factors preserves the correlation structure in a linear factor model to a high degree," Papers 1604.05896, arXiv.org, revised Dec 2018.
• Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
• Cletus C. Coughlin & Dennis Novy, 2016. "Estimating Border Effects: The Impact of Spatial Aggregation," Working Papers 2016-6, Federal Reserve Bank of St. Louis.
• Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2016. "On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models," Working Papers 160004, Canadian Centre for Health Economics.
• Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
• Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification tests for lattice processes," LSE Research Online Documents on Economics 66104, London School of Economics and Political Science, LSE Library.
• David T. Frazierz & Eric Renault, 2016. "Efficient Two-Step Estimation via Targeting," CIRANO Working Papers 2016s-16, CIRANO.