Report NEP-ECM-2015-09-26

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:

• 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.
• Ulrich K. Müller & Mark W. Watson, 2015. "Low-Frequency Econometrics," NBER Working Papers 21564, National Bureau of Economic Research, Inc.
• Keita, Moussa, 2015. "Introduction à l'Econométrie [Introduction to Econometrics]," MPRA Paper 66840, University Library of Munich, Germany.
• 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.
• 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.
• Yoonseok Lee & Yu Zhou, 2015. "Averaged Instrumental Variables Estimators," Center for Policy Research Working Papers 180, Center for Policy Research, Maxwell School, Syracuse University.
• Bernard M.S. van Praag, 2015. "A New View on Panel Econometrics. Is Probit feasible after all ?," Tinbergen Institute Discussion Papers 15-112/V, Tinbergen Institute.
• Karlsson, Sune & Temesgen, Asrat, 2015. "Bayesian Inference in Regression Models with Ordinal Explanatory Variables," Working Papers 2015:9, Örebro University, School of Business.
• Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-990, CIRJE, Faculty of Economics, University of Tokyo.
• Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.
• Quiroz, Matias, 2015. "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series 307, Sveriges Riksbank (Central Bank of Sweden).
• Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
• Christian Westermeier & Markus M. Grabka, 2015. "Longitudinal Wealth Data and Multiple Imputation: An Evaluation Study," SOEPpapers on Multidisciplinary Panel Data Research 790, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Riccardo Junior Buonocore & Tomaso Aste & Tiziana Di Matteo, 2015. "Measuring multiscaling in financial time-series," Papers 1509.05471, arXiv.org, revised Sep 2015.
• Gautier Marti & Philippe Very & Philippe Donnat, 2015. "Toward a generic representation of random variables for machine learning," Working Papers hal-01196883, HAL.
• Laura Coroneo & Fabrizio Iacone, 2015. "Comparing predictive accuracy in small samples," Discussion Papers 15/15, Department of Economics, University of York.
• Marjolein Fokkema & Niels Smits & Achim Zeileis & Torsten Hothorn & Henk Kelderman, 2015. "Detecting Treatment-Subgroup Interactions in Clustered Data with Generalized Linear Mixed-Effects Model Trees," Working Papers 2015-10, Faculty of Economics and Statistics, Universität Innsbruck.
• Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers 9344, Institute of Labor Economics (IZA).
• Item repec:hum:wpaper:sfb649dp2015-047 is not listed on IDEAS anymore

• Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
• João Santos Silva, 2015. "Robust covariance estimation for quantile regression," United Kingdom Stata Users' Group Meetings 2015 10, Stata Users Group.
• 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.
• Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou, 2015. "Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application," Papers 1509.05952, arXiv.org.
• Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J., 2015. "Simple Tests for Selection Bias: Learning More from Instrumental Variables," IZA Discussion Papers 9346, Institute of Labor Economics (IZA).
• Li-Fei Huang, 2015. "Jackknife-2 confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences 2704968, International Institute of Social and Economic Sciences.