Report NEP-ECM-2017-10-15

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, Xin & Maheu, John M & Yang, Qiao, 2017. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper 81920, University Library of Munich, Germany.
• Yonghui Zhang & Qiankun Zhou, 2017. "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Departmental Working Papers 2017-12, Department of Economics, Louisiana State University.
• Vasilis Syrgkanis & Elie Tamer & Juba Ziani, 2017. "Inference on Auctions with Weak Assumptions on Information," Papers 1710.03830, arXiv.org, revised Mar 2018.
• Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
• Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168222, Verein für Socialpolitik / German Economic Association.
• Nobuhiko Terui & Shohei Hasegawa & Adam N. Smith & Greg M. Allenby, 2017. "An Integrated Model for Discontinuous Preference Change and Satiation," DSSR Discussion Papers 70, Graduate School of Economics and Management, Tohoku University.
• Rendahl, Pontus, 2017. "Linear Time Iteration," Economics Series 330, Institute for Advanced Studies.
• Dagsvik, John K, 2017. "Invariance Axioms and Functional Form Restrictions in Structural Models," Memorandum 08/2017, Oslo University, Department of Economics.
• Coupé, Tom, 2017. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics Discussion Papers 2017-76, Kiel Institute for the World Economy (IfW Kiel).
• Brown, Annette N. & Wood, Benjamin Douglas Kuflick, 2017. "Which tests not witch hunts: a diagnostic approach for conducting replication research," Economics Discussion Papers 2017-77, Kiel Institute for the World Economy (IfW Kiel).
• Owen, Dorian, 2017. "Replication to assess statistical adequacy," Economics Discussion Papers 2017-73, Kiel Institute for the World Economy (IfW Kiel).