Report NEP-ECM-2016-11-06

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:

• Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016. "Identification and Estimation of a Large Factor Model with Structural Instability," Working papers 2016-34, University of Connecticut, Department of Economics.
• Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016. "Joint multifractal analysis based on wavelet leaders," Papers 1611.00897, arXiv.org.
• Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
• Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016. "Multifractal cross wavelet analysis," Papers 1610.09519, arXiv.org, revised Feb 2018.
• Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith, 2016. "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Paper series 16-26, Rimini Centre for Economic Analysis, revised Feb 2018.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2016. "Regression Kink Design: Theory and Practice," NBER Working Papers 22781, National Bureau of Economic Research, Inc.
• R. Metulini & R. Patuelli & D. A. Griffith, 2016. "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Papers wp1081, Dipartimento Scienze Economiche, Universita' di Bologna.
• beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
• Wong, Woon K., 2016. "A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence," Cardiff Economics Working Papers E2016/8, Cardiff University, Cardiff Business School, Economics Section.
• Nikolay Doudchenko & Guido W. Imbens, 2016. "Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis," NBER Working Papers 22791, National Bureau of Economic Research, Inc.
• Taras Bodnar & Ostap Okhrin & Nestor Parolya, 2016. "Optimal Shrinkage Estimator for High-Dimensional Mean Vector," Papers 1610.09292, arXiv.org, revised Jul 2018.
• Dobromił Serwa & Piotr Wdowiński, 2016. "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers 246, Narodowy Bank Polski.
• Ines Wilms & Jeroen Rombouts & Christophe Croux, 2016. "Lasso-based forecast combinations for forecasting realized variances," Working Papers of Department of Decision Sciences and Information Management, Leuven 553087, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.