Report NEP-ECM-2018-01-29

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:

• Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
• Pierre Nguimkeu & Augustine Denteh & Rusty Tchernis, 2017. "On the Estimation of Treatment Effects with Endogenous Misreporting," NBER Working Papers 24117, National Bureau of Economic Research, Inc.
• Item repec:hum:wpaper:sfb649dp2016-058 is not listed on IDEAS anymore

• Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
• Burdejová, Petra & Härdle, Wolfgang Karl, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers 2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jungyoon Lee & Peter M Robinson, 2018. "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series 596, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Sarlota Smutna & Milan Scasny, 2017. "Selectivity Problem in Demand Analysis: Single Equation Approach," Working Papers IES 2017/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés, 2017. "“Unbiased estimation of autoregressive models for bounded stochastic processes”," IREA Working Papers 201719, University of Barcelona, Research Institute of Applied Economics, revised Nov 2017.
• Michael P. Cameron & Jacques Poot, 2018. "The Estimation and Interpretation of Coefficients in Panel Gravity Models of Migration," Working Papers in Economics 18/01, University of Waikato.
• Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen, 2017. "Smooth principal component analysis for high dimensional data," SFB 649 Discussion Papers 2017-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
• Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl, 2017. "Penalized adaptive method in forecasting with large information set and structure change," SFB 649 Discussion Papers 2017-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.