Report NEP-ECM-2016-02-04

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:

• Yunus Emre Ergemen, 2016. "System Estimation of Panel Data Models under Long-Range Dependence," CREATES Research Papers 2016-02, Department of Economics and Business Economics, Aarhus University.
• Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
• Margherita Gerolimetto & Stefano Magrini, 2016. "Distribution Dynamics in the US. A Spatial Perspective," Working Papers 2016:02, Department of Economics, University of Venice "Ca' Foscari".
• Markku Lanne & Jani Luoto, 2016. "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers 2016-04, Department of Economics and Business Economics, Aarhus University.
• W. Robert Reed, 2016. "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics 16/01, University of Canterbury, Department of Economics and Finance.
• John List & Azeem Shaikh & Yang Xu, 2016. "Multiple Hypothesis Testing in Experimental Economics," Artefactual Field Experiments 00402, The Field Experiments Website.
• Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España.
• Bornn, Luke & Neil Shephard & Reza Solgi, 2016. "Moment conditions and Bayesian nonparametrics," Working Paper 360971, Harvard University OpenScholar.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
• Lev B. Klebanov & Greg Temnov & Ashot V. Kakosyan, 2016. "Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling," Papers 1602.00256, arXiv.org.
• Chrystalleni Aristidou & David Harvey & Stephen Leybourne, 2016. "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers 16/01, University of Nottingham, Granger Centre for Time Series Econometrics.
• Item repec:gnv:wpaper:unige:79975 is not listed on IDEAS anymore

• Alessandro Stringhi & Silvia Figini, 2016. "How to improve accuracy for DFA technique," Papers 1602.00629, arXiv.org.