Report NEP-ECM-2016-10-02

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:

• Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2016. "Bootstrapping DSGE models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2016. "Residual-augmented IVX predictive regression," Working Papers w201605, Banco de Portugal, Economics and Research Department.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
• Athey, Susan & Imbens, Guido W. & Wager, Stefan, 2016. "Efficient Inference of Average Treatment Effects in High Dimensions via Approximate Residual Balancing," Research Papers 3408, Stanford University, Graduate School of Business.
• Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
• Franses, Ph.H.B.F., 2016. "Yet another look at MIDAS regression," Econometric Institute Research Papers EI2016-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
• Manganelli, Simone, 2016. "Deciding with judgment," Working Paper Series 1947, European Central Bank.
• Gregory Connor & Michael O?Neill, 2016. "-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes," Economics Department Working Paper Series n274-16.pdf, Department of Economics, National University of Ireland - Maynooth.
• Michele Scagliarini, 2016. "A sequential hypothesis testing procedure for the process capability index Cpk," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
• Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
• Jakir Hussain & Jean-Thomas Bernard, 2016. "Flexible Functional Forms and Curvature Conditions: Parametric Productivity Estimation in Canadian and U.S. Manufacturing Industries," Working Papers 1612e, University of Ottawa, Department of Economics.
• Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers of Department of Decision Sciences and Information Management, Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Rubio-Ramírez, Juan Francisco & Antolin-Diaz, Juan, 2016. "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers 11517, C.E.P.R. Discussion Papers.
• Acharya, Avidit & Blackwell, Matthew & Sen, Maya, 2015. "Explaining Causal Findings without Bias: Detecting and Assessing Direct Effects," Working Paper Series 15-064, Harvard University, John F. Kennedy School of Government.
• Broockman, David E. & Kalla, Joshua L. & Sekhon, Jasjeet S., 2016. "Testing Theories of Attitude Change with Online Panel Field Experiments," Research Papers 3402, Stanford University, Graduate School of Business.