Report NEP-ECM-2017-04-02

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:

• Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan, 2017. "Structural breaks in panel data: Large number of panels and short length time series," CEPR Discussion Papers 11891, C.E.P.R. Discussion Papers.
• Bartolucci, Francesco & Pigini, Claudia, 2017. "Granger causality in dynamic binary short panel data models," MPRA Paper 77486, University Library of Munich, Germany.
• José E. Figueroa-López & Cecilia Mancini, 2017. "Optimum thresholding using mean and conditional mean square error," Working Papers - Mathematical Economics 2017-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Hacène Djellout & Hui Jiang, 2018. "Large Deviations Of The Threshold Estimator Of Integrated (Co-)Volatility Vector In The Presence Of Jumps," Post-Print hal-01147189, HAL.
• Huber, Martin & Steinmayr, Andreas, 2017. "A framework for separating individual treatment effects from spillover, interaction, and general equilibrium effects," FSES Working Papers 481, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Scott French, 2017. "Comparative Advantage and Biased Gravity," Discussion Papers 2017-03, School of Economics, The University of New South Wales.
• Egger, Peter & ,, 2017. "Comparing Apples to Apples: Estimating Consistent Partial Effects of Preferential Economic Integration Agreements," CEPR Discussion Papers 11894, C.E.P.R. Discussion Papers.
• Belen Garcia Carceles & Belén García Cárceles & Bernardí Cabrer Borrás & Jose Manuel Pavía Miralles, 2015. "Artificial Neural Networks and Automatic Time Series Analysis, methodological approach, results and examples using health-related time series," EcoMod2015 8669, EcoMod.
• Dirk Hoorelbeke, 2015. "Bootstrap enhanced model specification testing," EcoMod2015 8265, EcoMod.
• Areski Cousin & Hassan Maatouk & Didier Rullière, 2016. "Kriging of financial term-structures," Post-Print hal-01206388, HAL.