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Report NEP-ECM-2016-05-08
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:
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016, "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2037, May.
- Hecq, A.W. & Lieb, L.M. & Telg, J.M.A., 2015, "Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 035, Jan, DOI: 10.26481/umagsb.2015035.
- Hernández Juan R., 2016, "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers, Banco de México, number 2016-03, Apr.
- Baldermann, Claudia & Salvati, Nicola & Schmid, Timo, 2016, "Robust small area estimation under spatial non-stationarity," Discussion Papers, Free University Berlin, School of Business & Economics, number 2016/5.
- Richard T. Baillie & George Kapetanios & Fotis Papailias, 2015, "Inference for Impulse Response Coefficients From Multivariate Fractionally Integrated Processes," Working Paper series, Rimini Centre for Economic Analysis, number 15-46, Dec.
- Givens, Gregory, 2016, "Do data revisions matter for DSGE estimation?," MPRA Paper, University Library of Munich, Germany, number 70932, Apr.
- Leopoldo Catania & Nima Nonejad, 2016, "Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models," Papers, arXiv.org, number 1605.00230, May, revised Nov 2016.
- Elena Andreou, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 03-2016, Apr.
- Jörg Breitung & Sven Schreiber, 2016, "Assessing Causality and Delay within a Frequency Band," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 165-2016.
- Richard T. Baillie & Kun Ho Kim, 2016, "Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches," Working Paper series, Rimini Centre for Economic Analysis, number 16-04, Mar.
- Valmari, Nelli, 2016, "Estimating Production Functions of Multiproduct Firms," ETLA Working Papers, The Research Institute of the Finnish Economy, number 37, Mar.
- Benjamin K. Johannsen & Elmar Mertens, 2016, "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-033, Apr, DOI: 10.17016/FEDS.2016.033.
- Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions With Boosted Regression Trees," Working Papers, The George Washington University, The Center for Economic Research, number 2015-004, Dec.