Report NEP-ECM-2016-10-30

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Richey, Jeremiah & Rosburg, Alicia, 2016. "Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility," MPRA Paper 74744, University Library of Munich, Germany.
• Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Short term prediction of extreme returns based on the recurrence interval analysis," Papers 1610.08230, arXiv.org.
• Román Mínguez & María L. & Roberto Basile, 2016. "Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data," Working Papers LuissLab 16126, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers 2016-32, University of Connecticut, Department of Economics.
• Johansson, Per & Lee, Myoung-jae, 2016. "On Nonparametric Identification of Treatment Effects in Duration Models," IZA Discussion Papers 10247, Institute of Labor Economics (IZA).
• Abbring, Jaap H. & van den Berg, Gerard J., 2016. "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," IZA Discussion Papers 10248, Institute of Labor Economics (IZA).
• Alexander Razen & Stefan Lang, 2016. "Random Scaling Factors in Bayesian Distributional Regression Models with an Application to Real Estate Data," Working Papers 2016-30, Faculty of Economics and Statistics, Universität Innsbruck.
• Dean Hyslop & Wilbur Townsend, 2016. "Employment misclassification in survey and administrative reports," Working Papers 16_19, Motu Economic and Public Policy Research.
• Westermeier, Christian, 2016. "Estimating top wealth shares using survey data - An empiricist's guide," Discussion Papers 2016/21, Free University Berlin, School of Business & Economics.
• Petr Jizba & Jan Korbel, 2016. "Techniques for multifractal spectrum estimation in financial time series," Papers 1610.07028, arXiv.org.
• Juan Arismendi & Simon Broda, 2016. "Multivariate Elliptical Truncated Moments," ICMA Centre Discussion Papers in Finance icma-dp2016-06, Henley Business School, University of Reading.
• Annika Schnücker, 2016. "Restrictions Search for Panel VARs," Discussion Papers of DIW Berlin 1612, DIW Berlin, German Institute for Economic Research.
• Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
• Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
• Joel Bun & Jean-Philippe Bouchaud & Marc Potters, 2016. "Cleaning large correlation matrices: tools from random matrix theory," Papers 1610.08104, arXiv.org.
• Peter B. Lerner, 2016. "The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function," Papers 1610.08414, arXiv.org, revised Apr 2020.
• Martin Forde & Hongzhong Zhang, 2016. "Asymptotics for rough stochastic volatility models," Papers 1610.08878, arXiv.org, revised Mar 2021.