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Report NEP-ECM-2015-06-05
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, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Marcellino, Massimiliano & Sivec, Vasja, 2015, "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10610, May.
- Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
- Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
- David Pacini & Frank Windmeijer, 2015, "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/660, May.
- Item repec:esx:essedp:767 is not listed on IDEAS anymore
- Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015, "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-061/III, May.
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015, "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10618, May.
- Item repec:bri:uobdis:15/644 is not listed on IDEAS anymore
- Toshihiro Abe & Christophe Ley, 2015, "A Tractable, Parsimonious and Highly Flexible Model for Cylindrical Data, with Applications," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-20, Jun.
- Tommaso Proietti & Alessandra Luati, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-24, May.
- Antoine Kornprobst & Raphael Douady, 2015, "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers, arXiv.org, number 1506.00806, Jun, revised Sep 2017.
- Eric Delattre & Richard Moussa, 2015, "On the estimation of causality in a bivariate dynamic probit model on panel data with Stata software. A technical review," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-04.
- Thibault Fally, 2015, "Structural Gravity and Fixed Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 21212, May.
- Fabiana Gomez & David Pacini, 2015, "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/661, May.
- Adam D. Bull, 2015, "Semimartingale detection and goodness-of-fit tests," Papers, arXiv.org, number 1506.00088, May, revised Jun 2016.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers, Bank of England, number 528, May.
- Item repec:rwi:repape:0546 is not listed on IDEAS anymore
- Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015, "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series, European Central Bank, number 1773, Apr.
- Paola Cerchiello & Paolo Giudici, 2015, "A Bayesian h-index: how to measure research impact," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 102, May.
- Riccardo M. Masolo & Alessia Paccagnini, 2015, "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1510, May.