Report NEP-ECM-2017-05-21

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
• Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017. "Using compositional and Dirichlet models for market-share regression," TSE Working Papers 17-804, Toulouse School of Economics (TSE).
• Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
• Iacone, Fabrizio & Leybourne, Stephen J & Taylor, AM Robert, 2017. "Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point," Essex Finance Centre Working Papers 19654, University of Essex, Essex Business School.
• Hsu, Yu-Chin & Huber, Martin & Lai, Tsung Chih, 2017. "Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting," FSES Working Papers 482, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Ferman, Bruno, 2017. "Matching Estimators with Few Treated and Many Control Observations," MPRA Paper 78940, University Library of Munich, Germany.
• John Aston & Florent Autin & Gerda Claeskens & Jean-Marc Freyermuth & Christophe Pouet, 2017. "Minimax optimal procedures for testing the structure of multidimensional functions," Working Papers of Department of Decision Sciences and Information Management, Leuven 582277, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Stavros J. Sioutis, 2017. "Calibration and Filtering of Exponential L\'evy Option Pricing Models," Papers 1705.04780, arXiv.org.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2017. "Testing the Order of Multivariate Normal Mixture Models," CIRJE F-Series CIRJE-F-1044, CIRJE, Faculty of Economics, University of Tokyo.
• Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017. "Interpreting the impact of explanatory variables in compositional models," TSE Working Papers 17-805, Toulouse School of Economics (TSE).
• Ziegel, Johanna F. & Krueger, Fabian & Jordan, Alexander & Fasciati, Fernando, 2017. "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Working Papers 0632, University of Heidelberg, Department of Economics.
• Item repec:cte:wsrepe:24552 is not listed on IDEAS anymore

• Jin Seo Cho & Halbert White, 2017. "Directionally Differentiable Econometric Models," Working papers 2017rwp-103, Yonsei University, Yonsei Economics Research Institute.
• Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
• Thomas Gueuning & Gerda Claeskens, 2017. "A high-dimensional focused information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven 582649, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Johanna F. Ziegel & Fabian Kruger & Alexander Jordan & Fernando Fasciati, 2017. "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Papers 1705.04537, arXiv.org.
• Aurélien Poissonnier, 2016. "Solving for Structural Gravity in Panels Yes We Can," European Economy - Discussion Papers 040, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
• Skinner, Chris J. & Wakefield, Jon, 2017. "Introduction to the design and analysis of complex survey data," LSE Research Online Documents on Economics 76991, London School of Economics and Political Science, LSE Library.