Report NEP-ECM-2017-03-12

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.

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

Other reports in NEP-ECM

The following items were announced in this report:

• Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
• Mangold, Benedikt, 2017. "New concepts of symmetry for copulas," FAU Discussion Papers in Economics 06/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2017.
• Shaimaa Yassin & Francois Langot, 2017. "Correcting Measurement Errors in Transition Models Based on Retrospective Panel Data," IRENE Working Papers 17-04, IRENE Institute of Economic Research.
• Firmin Doko Tchatoka & Robert Garrard & Virginie Masson, 2017. "Testing for Stochastic Dominance in Social Networks," School of Economics and Public Policy Working Papers 2017-02, University of Adelaide, School of Economics and Public Policy.
• Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017. "Detecting Co-Movements in Noncausal Time Series," MPRA Paper 77254, University Library of Munich, Germany, revised 02 Mar 2017.
• Schwiebert, Jörg, 2016. "A Sample Selection Model for Fractional Response Variables," VfS Annual Conference 2016 (Augsburg): Demographic Change 145527, Verein für Socialpolitik / German Economic Association.
• Sarlin, Peter & von Schweinitz, Gregor, 2017. "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series 2025, European Central Bank.
• Prosper Dovonon & Alastair R. Hall, 2017. "The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification," Economics Discussion Paper Series 1705, Economics, The University of Manchester.
• Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017. "Inference in Second-Order Identified Models," Economics Discussion Paper Series 1703, Economics, The University of Manchester.
• John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure, 2017. "What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data," DoQSS Working Papers 17-04, Quantitative Social Science - UCL Social Research Institute, University College London.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.