Report NEP-ECM-2017-02-12

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:

• Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu, 2017. "A Note on Optimal Inference in the Linear IV Model," Cowles Foundation Discussion Papers 2073, Cowles Foundation for Research in Economics, Yale University.
• Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
• Gianluca Cubadda & Barbara Guardabascio, 2017. "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper 397, Tor Vergata University, CEIS, revised 13 Jul 2018.
• BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "Multiplicative Conditional Correlation Models for Realized Covariance Matrices," LIDAM Discussion Papers CORE 2016041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Federico Zincenko, 2017. "Alternative moment conditions and an efficient GMM estimator for dynamic panel data models," Working Paper 6054, Department of Economics, University of Pittsburgh.
• DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Jose E. Figueroa-Lopez & K. Lee, 2017. "Estimation of a noisy subordinated Brownian Motion via two-scales power variations," Papers 1702.01164, arXiv.org.
• Damir Filipović, 2012. "Affine Variance Swap Curve Models," Swiss Finance Institute Research Paper Series 12-14, Swiss Finance Institute.
• Maria Putintseva, 2012. "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series 12-41, Swiss Finance Institute.
• Alex Klein & Guy Tchuente, 2017. "Spatial differencing for sample selection models," Studies in Economics 1701, School of Economics, University of Kent.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016. "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers 16-002, Rice University, Department of Economics.
• Michelle, Gilmartin, 2016. "A note on the identification and transmission of energy demand and supply shocks," MPRA Paper 76186, University Library of Munich, Germany.
• Lina Cortés & Andrés Mora-Valencia & Javier Perote, 2017. "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público 15300, Universidad EAFIT.
• Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2017. "A novel multivariate risk measure: the Kendall VaR," Documents de travail du Centre d'Economie de la Sorbonne 17008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Athey, Susan & Tibshirani, Julie & Wager, Stefan, 2016. "Solving Heterogeneous Estimating Equations with Gradient Forests," Research Papers 3475, Stanford University, Graduate School of Business.
• Item repec:hum:wpaper:sfb649dp2017-004 is not listed on IDEAS anymore

• Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.