Report NEP-ECM-2015-09-18

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:

• Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
• Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
• Bo E. Honore & Luojia Hu, 2015. "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series WP-2015-7, Federal Reserve Bank of Chicago.
• E. Otranto, 2015. "Adding Flexibility to Markov Switching Models," Working Paper CRENoS 201509, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1518, CIRPEE.
• Daiji Kawaguchi & Yukitoshi Matsushita & Hisahiro Naito, 2015. "Moment Estimation of the Probit Model with an Endogenous Continuous Regressor," Tsukuba Economics Working Papers 2015-003, Faculty of Humanities and Social Sciences, University of Tsukuba.
• Marmer, Vadim & Yu, Zhengfei, 2015. "Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis," Microeconomics.ca working papers vadim_marmer-2015-17, Vancouver School of Economics, revised 02 Sep 2015.
• Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015. "Modeling financial sector joint tail risk in the euro area," Working Paper Series 1837, European Central Bank.
• Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A., 2015. "Generalised partially linear regression with misclassied data and an application to labour market transitions," FDZ Methodenreport 201510_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• I. Mammi, 2015. "GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests," Working Papers wp1028, Dipartimento Scienze Economiche, Universita' di Bologna.
• Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
• Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
• Groß, Marcus & Rendtel, Ulrich, 2015. "Kernel density estimation for heaped data," Discussion Papers 2015/27, Free University Berlin, School of Business & Economics.
• Barend Abeln & Jan P.A.M. Jacobs, 2015. "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CIRANO Working Papers 2015s-35, CIRANO.