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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, Department of Economics and Business Economics, Aarhus University, number 2016-02, Jan.
- Ricardo T. Fernholz, 2016, "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers, arXiv.org, number 1602.00159, Jan, revised Jun 2016.
- Margherita Gerolimetto & Stefano Magrini, 2016, "Distribution Dynamics in the US. A Spatial Perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:02.
- Markku Lanne & Jani Luoto, 2016, "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-04, Jan.
- W. Robert Reed, 2016, "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/01, Jan.
- John List & Azeem Shaikh & Yang Xu, 2016, "Multiple Hypothesis Testing in Experimental Economics," Artefactual Field Experiments, The Field Experiments Website, number 00402.
- Trino-Manuel Ñíguez & Javier Perote, 2016, "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers, Banco de España, number 1602, Jan.
- Bornn, Luke & Neil Shephard & Reza Solgi, 2016, "Moment conditions and Bayesian nonparametrics," Working Paper, Harvard University OpenScholar, number 360971, Jan.
- 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, University of Adelaide, School of Economics and Public Policy, number 2016-01, Jan.
- Lev B. Klebanov & Greg Temnov & Ashot V. Kakosyan, 2016, "Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling," Papers, arXiv.org, number 1602.00256, Jan.
- Chrystalleni Aristidou & David Harvey & Stephen Leybourne, 2016, "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/01, Jan.
- 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, arXiv.org, number 1602.00629, Feb.