Report NEP-ECM-2015-10-17

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:

• Kim, Jaeho, 2015. "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper 67153, University Library of Munich, Germany.
• de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
• Francq, Christian & Sucarrat, Genaro, 2015. "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper 67140, University Library of Munich, Germany.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014. "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper 67074, University Library of Munich, Germany, revised 2015.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers 15/18, Department of Economics, University of York.
• Zou, Tao & Chen, Song Xi, 2014. "Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices," MPRA Paper 67073, University Library of Munich, Germany, revised Apr 2015.
• Keith R. Phillips & Jianguo Wang, 2015. "Seasonal adjustment of state and metro ces jobs data," Working Papers 1505, Federal Reserve Bank of Dallas.
• Donal O'Neill, 2015. "Correcting for Self-Reporting Bias in BMI: A Multiple Imputation Approach," Economics Department Working Paper Series n263-15.pdf, Department of Economics, National University of Ireland - Maynooth.
• Jia Chen & Degui Li & Yingcun Xia, 2015. "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers 15/17, Department of Economics, University of York.
• Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
• Carrillo Julio A. & Elizondo Rocío, 2015. "How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?," Working Papers 2015-18, Banco de México.
• de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Supplement to Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1066, University of Warwick, Department of Economics.
• Mangold, Benedikt, 2017. "A multivariate rank test of independence based on a multiparametric polynomial copula," FAU Discussion Papers in Economics 10/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2017.
• Karl H.Schlag, 2015. "Who gives Direction to Statistical Testing? Best Practice meets Mathematically Correct Tests," Vienna Economics Papers 1512, University of Vienna, Department of Economics.
• Aguirregabiria, Victor & Magesan, Arvind, 2015. "Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium," CEPR Discussion Papers 10872, C.E.P.R. Discussion Papers.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2015. "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers EI2015-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Serguei Kaniovski & David Stadelmann, 2015. "The Probability of Legislative Shirking: Estimation and Validation," CREMA Working Paper Series 2015-17, Center for Research in Economics, Management and the Arts (CREMA).
• Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo, 2015. "Not Just Another Mixed Frequency Paper," Working Papers Series 400, Central Bank of Brazil, Research Department.
• Stéphane Goutte & Amine Ismail & Huyên Pham, 2017. "Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options," Working Papers hal-01212018, HAL.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
• Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Item repec:esx:essedp:772 is not listed on IDEAS anymore