Report NEP-ECM-2016-06-09

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:

• Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko, 2016. "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting," Papers 1605.09484, arXiv.org.
• Takaki Sato & Yasumasa Matsuda, 2016. "Spatial Autoregressive Conditional Heteroscedasticity Model and Its Application," TERG Discussion Papers 348, Graduate School of Economics and Management, Tohoku University.
• Victor Aguirregabiria & Arvind Magesan, "undated". "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers 2016-32, Department of Economics, University of Calgary, revised 24 May 2016.
• Ryoko Ito, 2016. "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics 1607, Faculty of Economics, University of Cambridge.
• Alessandro Spelta, 2016. "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza def041, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Van Keilegom, Ingrid & Vanhems, Anne, 2016. "Estimation of a semiparametric transformation model in the presence of endogeneity," TSE Working Papers 16-654, Toulouse School of Economics (TSE).
• Huang, Ju-Chin, 2016. "Recovering Marginal Willingness to Pays from Hedonic Prices under Imperfect Competition," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235608, Agricultural and Applied Economics Association.
• Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
• Muhammad Farid Ahmed & Stephen Satchell, 2016. "What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions," Cambridge Working Papers in Economics 1625, Faculty of Economics, University of Cambridge.
• Melstrom, Richard T. & Jayasekera, Deshamithra H.W., 2016. "Two-Stage Estimation to Control for Unobservables in a Recreation Demand Model with Unvisited Sites," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236252, Agricultural and Applied Economics Association.
• Kemper, Nathan & Nayga, Rodolfo M. Jr. & Popp, Jennie & Bazzani, Claudia, 2016. "The Effects of Honesty Oath and Consequentiality in Choice Experiments," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235381, Agricultural and Applied Economics Association.
• Léopold Simar & Valentin Zelenyuk, 2016. "Asymptotic Theory for Aggregate Efficiency," CEPA Working Papers Series WP042016, School of Economics, University of Queensland, Australia.
• Atwood, Joseph & Joglekar, Alison & Smith, Vincent H., 2016. "Developing Consistent Estimates Of Marginal Effects In A Simultaneous Equation Model With Limited Dependent Variables," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235554, Agricultural and Applied Economics Association.