Report NEP-ECM-2017-07-02

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:

• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
• Martina Hengge & Seton Leonard, 2017. "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers 13-2017, Economics Section, The Graduate Institute of International Studies.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017. "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers 6217, Center for Quantitative Economics (CQE), University of Muenster.
• Yang, Bill Huajian, 2017. "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper 79911, University Library of Munich, Germany.
• Michael Kateregga & Sure Mataramvura & David Taylor, 2017. "Parameter estimation for stable distributions with application to commodity futures log returns," Papers 1706.09756, arXiv.org.
• Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017. "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers EI2017-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Lorenza Rossi & Emilio Zanetti Chini, 2017. "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 141, University of Pavia, Department of Economics and Management.
• Kumar, Anil & Liang, Che-Yuan, 2017. "Estimating Taxable Income Responses with Elasticity Heterogeneity," Working Paper Series 2017:5, Uppsala University, Department of Economics.
• Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers 17-056/III, Tinbergen Institute.
• Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
• Thomas Quistgaard Pedersen & Erik Christian Montes Schütte, 2017. "Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations," CREATES Research Papers 2017-09, Department of Economics and Business Economics, Aarhus University.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
• Legrand D. F, Saint-Cyr, 2017. "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers SMART 17-04, INRAE UMR SMART.
• Erard, Brian, 2017. "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper 79927, University Library of Munich, Germany.