Report NEP-ECM-2017-04-09

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:

• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017. "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics.
• Stefan Bruder & Michael Wolf, 2017. "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers 246, Department of Economics - University of Zurich, revised Jan 2018.
• Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
• Sana Louhichi & Ryozo Miura & Dalibor Volny, 2015. "On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with positively dependent errors," DSSR Discussion Papers 49, Graduate School of Economics and Management, Tohoku University.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017. "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers 23232, National Bureau of Economic Research, Inc.
• Kenneth Sæterhagen Paulsen, 2017. "Conditional forecasting with DSGE models - A conditional copula approach," Working Paper 2017/4, Norges Bank.
• Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017. "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers 23225, National Bureau of Economic Research, Inc.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," NIPE Working Papers 09/2017, NIPE - Universidade do Minho.
• Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
• Josep Lluís Carrion-i-Silvestre & Maria Dolores Gadea, 2015. "Testing for multiple level shifts in I(0) and I(1) stochastic processes," EcoMod2015 8702, EcoMod.
• Klaus Herrmann & Marius Hofert & Melina Mailhot, 2017. "Multivariate Geometric Expectiles," Papers 1704.01503, arXiv.org, revised Jan 2018.
• Laha, A. K. & Putatunda, Sayan, 2017. "Travel Time Prediction for Taxi-GPS Data Streams," IIMA Working Papers WP 2017-03-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Laha, A. K. & Putatunda, Sayan, 2017. "Real Time Location Prediction with Taxi-GPS Data Streams," IIMA Working Papers WP 2017-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Andreas Stephan & Christopher BAUM, & Pardis NABAVI & Hans LÖÖF,, 2015. "A New Approach to Estimation of the R&D-Innovation-Productivity Relationship," EcoMod2015 8868, EcoMod.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017. "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics 70769, London School of Economics and Political Science, LSE Library.