Report NEP-ECM-2016-07-23

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016. "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research 16-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Headey, Bruce & Muffels, Ruud, 2016. "Towards a Theory of Life Satisfaction Accounting for Stability, Change and Volatility in 25-Year Life Trajectories in Germany," IZA Discussion Papers 10058, Institute of Labor Economics (IZA).
• Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
• Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, University Library of Munich, Germany.
• Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Siem Jan Koopman & Rutger Lit & Andre Lucas, 2016. "Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S," Tinbergen Institute Discussion Papers 16-051/IV, Tinbergen Institute.
• Eric JONDEAU & Florian PELGRIN, 2014. "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series 14-43, Swiss Finance Institute.
• Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor, 2016. "Tests for an end-of-sample bubble in financial time series," Discussion Papers 16/02, University of Nottingham, Granger Centre for Time Series Econometrics.
• Erik Bartov{s} & Richard Pinv{c}'ak, 2016. "Identification of market trends with string and D2-brane maps," Papers 1607.05608, arXiv.org.
• Jianxi Su & Edward Furman, 2016. "A form of multivariate Pareto distribution with applications to financial risk measurement," Papers 1607.04737, arXiv.org.
• Dustmann, Christian & Cornelissen, Thomas & Raute, Anna & Schonberg, Uta, 2016. "From Late To Mte: Alternative Methods For The Evaluation Of Policy Interventions," CEPR Discussion Papers 11390, C.E.P.R. Discussion Papers.
• Fausto Corradin & Domenico Sartore, 2016. "Non Central Moments of the Truncated Normal Variable," Working Papers 2016:17, Department of Economics, University of Venice "Ca' Foscari".
• Peter Jevtic & Luca Regis, 2016. "A continuous-time stochastic model for the mortality surface of multiple populations," Working Papers 03/2016, IMT School for Advanced Studies Lucca, revised Jul 2016.
• Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2016. "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," CEPR Discussion Papers 11376, C.E.P.R. Discussion Papers.
• Simon Clinet & Yoann Potiron, 2016. "Statistical inference for the doubly stochastic self-exciting process," Papers 1607.05831, arXiv.org, revised Jun 2017.
• Jianxi Su & Edward Furman, 2016. "Multiple risk factor dependence structures: Distributional properties," Papers 1607.04739, arXiv.org.
• Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
• Arie Beresteanu, 2016. "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper 5878, Department of Economics, University of Pittsburgh.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014. "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series 14-42, Swiss Finance Institute, revised Dec 2014.
• Christoph Engel & Oliver Kirchkamp, 2016. "Risk and punishment revisited. Errors in variables and in the lab," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2016_11, Max Planck Institute for Research on Collective Goods.
• Spencer WHEATLEY & Vladimir FILIMONOV & Didier SORNETTE, 2014. "Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm," Swiss Finance Institute Research Paper Series 14-53, Swiss Finance Institute.
• Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.