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Report NEP-ECM-2016-01-18
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:
- Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015, "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/15.
- Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016, "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-01, Jan.
- Youssef, Ahmed & Abonazel, Mohamed R., 2015, "Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach," MPRA Paper, University Library of Munich, Germany, number 68674, Sep.
- Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015, "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-61, 12.
- Hwang, Jungbin & Sun, Yixiao, 2016, "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt82k1x4rd, Jan.
- Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "New GMM Estimators for Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 68676, Oct.
- Jaydip Sen & Tamal Datta Chaudhuri, 2016, "Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector," Papers, arXiv.org, number 1601.02407, Jan.
- Li, Dong & Ling, Shiqing & Zhu, Ke, 2016, "ZD-GARCH model: a new way to study heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 68621, Jan.
- Item repec:hum:wpaper:sfb649dp2015-053 is not listed on IDEAS anymore
- Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "Improving the Efficiency of GMM Estimators for Dynamic Panel Models," MPRA Paper, University Library of Munich, Germany, number 68675, Jun.
- John Goddard & Enrico Onali, 2016, "Long memory and multifractality: A joint test," Papers, arXiv.org, number 1601.00903, Jan.
- Lev B Klebanov, 2015, "No Stable Distributions in Finance, please!," Papers, arXiv.org, number 1601.00566, Dec, revised Jan 2016.
- Marcin Hitczenko, 2015, "Identifying and evaluating sample selection bias in consumer payment surveys," Research Data Report, Federal Reserve Bank of Boston, number 15-7, Nov.
- Jeffrey S. Racine, 2016, "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers, McMaster University, number 2016-01, Jan.
- Bornn, Luke & Neil Shephard & Reza Solgi, 2016, "Moment conditions and Bayesian nonparametrics," Working Paper, Harvard University OpenScholar, number 360971, Jan.
- Casey, Gregory & Klemp, Marc, 2016, "Instrumental Variables in the Long Run," MPRA Paper, University Library of Munich, Germany, number 68696, Jan.
- Tomasz Wieladek, 2016, "The varying coefficient Bayesian panel VAR model," Bank of England working papers, Bank of England, number 578, Jan.