Report NEP-ECM-2017-03-26

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:

• Tom Boot & Didier Nibbering, 2017. "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers 17-032/III, Tinbergen Institute, revised 05 Jul 2017.
• Juan Carlos Escanciano, 2016. "A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers 2017-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Scott French, 2017. "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers 2017-05, School of Economics, The University of New South Wales.
• Shovan Chowdhury & Amitava Mukherjee & Asok K. Nanda, 2014. "On A Two-Parameter Discrete Distribution And Its Applications," Working papers 144, Indian Institute of Management Kozhikode.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015. "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics 61886, London School of Economics and Political Science, LSE Library.
• Sander Barendse, 2017. "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers 17-034/III, Tinbergen Institute.
• Shovan Chowdhury, 2014. "Compounded Generalized Weibull Distributions - A Unified Approach," Working papers 148, Indian Institute of Management Kozhikode.
• Sujay K Mukhoti, "undated". "Dynamic Feedback Effect And Skewness In Non-Stationary Stochastic Volatility Model With Leverage," Working papers 145, Indian Institute of Management Kozhikode.
• Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
• Soumya Roy & Gijo E. V. & Biswabrata Pradhan, 2016. "Inference under progressive Type-I interval censoring," Working papers 191, Indian Institute of Management Kozhikode.
• Huber, Florian, 2017. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models," Department of Economics Working Paper Series 244, WU Vienna University of Economics and Business.
• Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers 17-02, University of Copenhagen. Department of Economics.
• Jimut Bahan Chakrabarty & Shovan Chowdhury, 2016. "Compounded Inverse Weibull Distributions: Properties, Inference and Applications," Working papers 213, Indian Institute of Management Kozhikode.
• Ellis Scharfenaker & Duncan Foley, 2017. "Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models," Working Papers 1710, New School for Social Research, Department of Economics, revised May 2017.
• Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017. "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers 2083, Cowles Foundation for Research in Economics, Yale University.
• Peter C.B. Phillips, 2016. "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers 2081, Cowles Foundation for Research in Economics, Yale University.
• Timo Teräsvirta, 2017. "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers 2017-04, Department of Economics and Business Economics, Aarhus University.
• David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.