Report NEP-ECM-2016-11-13

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:

• Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2016. "Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data," CEPA Working Papers Series WP062016, School of Economics, University of Queensland, Australia.
• Michael Creel, 2016. "Neural Nets for Indirect Inference," Working Papers 942, Barcelona School of Economics.
• Zbonakova, Lenka & Härdle, Wolfgang Karl & Wang, Weining, 2016. "Time varying quantile Lasso," SFB 649 Discussion Papers 2016-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Shaimaa Yassin, 2016. "Constructing Labor Market Transitions Recall Weights in Retrospective Data: An Application to Egypt and Jordan," IRENE Working Papers 16-07, IRENE Institute of Economic Research.
• John C. Whitehead & Daniel K. Lew, 2016. "Estimating Recreation Benefits through Joint Estimation of Revealed and Stated Preference Discrete Choice Data," Working Papers 16-22, Department of Economics, Appalachian State University.
• Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper 74922, University Library of Munich, Germany, revised 04 Nov 2016.
• Krüger, Jens J., 2016. "Direct targeting of efficient DMUs for benchmarking," Darmstadt Discussion Papers in Economics 229, Darmstadt University of Technology, Department of Law and Economics.
• Chia-Lin Chang & Michael McAleer, 2016. "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers 16-094/III, Tinbergen Institute.
• Pavlína Hejduková & Lucie Kureková, 2016. "Causality As A Tool For Empirical Analysis In Economics," Proceedings of Business and Management Conferences 4407035, International Institute of Social and Economic Sciences.
• Murwan H. M. A. Siddig, 2016. "Application of the Generalized Linear Models in Actuarial Framework," Papers 1611.02556, arXiv.org.
• Taras Bodnar & Yarema Okhrin & Nestor Parolya, 2016. "Optimal shrinkage-based portfolio selection in high dimensions," Papers 1611.01958, arXiv.org, revised Nov 2021.
• Item repec:grz:wpaper:2016-13 is not listed on IDEAS anymore

• Gao, Junbin & Guo, Yi & Wang, Zhiyong, 2016. "Matrix Neural Networks," Working Papers 2016-06, University of Sydney Business School, Discipline of Business Analytics.