Report NEP-ECM-2017-05-07

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:

• Jin Yan & Hong Il Yoo, 2017. "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Department of Economics Working Papers 2017_02, Durham University, Department of Economics.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers 1710, Aix-Marseille School of Economics, France.
• Item repec:pdn:ciepap:104 is not listed on IDEAS anymore

• Pooyan Amir-Ahmadi & Thorsten Drautzburg, 2017. "Identification Through Heterogeneity," Working Papers 17-11, Federal Reserve Bank of Philadelphia.
• Kerssenfischer, Mark, 2017. "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers 08/2017, Deutsche Bundesbank.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017. "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers 258, Narodowy Bank Polski.
• Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
• Syed Ali Asad Rizvi & Stephen J. Roberts & Michael A. Osborne & Favour Nyikosa, 2017. "A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes," Papers 1705.00891, arXiv.org.
• Yuanhua Feng & Thomas Gries, 2017. "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE 102, Paderborn University, CIE Center for International Economics.
• Antonakakis, Nikolaos & Gabauer, David, 2017. "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper 78282, University Library of Munich, Germany.
• Martin Schumann & Gautam Tripathi, 2017. "Monotonicity of Probit Weights," DEM Discussion Paper Series 17-08, Department of Economics at the University of Luxembourg.
• Rendon Aguirre, Janeth Carolina, 2017. "Clustering Big Data by Extreme Kurtosis Projections," DES - Working Papers. Statistics and Econometrics. WS 24522, Universidad Carlos III de Madrid. Departamento de Estadística.
• Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
• Barbara Sianesi, 2016. "‘Randomisation bias’ in the medical literature: a review," IFS Working Papers W16/23, Institute for Fiscal Studies.
• Kosaku Takanashi, 2017. "Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models," Keio-IES Discussion Paper Series 2017-012, Institute for Economics Studies, Keio University.
• Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017. "Text as Data," NBER Working Papers 23276, National Bureau of Economic Research, Inc.
• Corona, Francisco & Forrest, David, 2017. "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS 24521, Universidad Carlos III de Madrid. Departamento de Estadística.