Printed from https://ideas.repec.org/n/nep-ecm/2016-07-09.html
Report NEP-ECM-2016-07-09
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:
- Item repec:ran:wpaper:1137 is not listed on IDEAS anymore
- Item repec:rcr:wpaper:04_16 is not listed on IDEAS anymore
- Jack Fosten, 2016, "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-05, Jan.
- David Pacini & Frank Windmeijer, 2016, "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/676, Jun.
- Kolesár, Michal & Rothe, Christoph, 2016, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 9990, Jun.
- Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.
- Antonio Ciccone & Elias Papaioannou, 2016, "Estimating Cross-Industry Cross-Country Interaction Models Using Benchmark Industry Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 22368, Jun.
- Straub, Ludwig & Ulbricht, Robert, 2016, "Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty," TSE Working Papers, Toulouse School of Economics (TSE), number 16-664, Jun, revised Mar 2018.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016, "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2016/10, Jun.
- Item repec:ran:wpaper:1060 is not listed on IDEAS anymore
- Michal Franta, 2016, "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/05, Jun.
- Geert Dhaene & Jianbin Wu, 2016, "Mixed-frequency multivariate GARCH," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 544330, Jun.
- ALTINAY, Galip, 2016, "A Simple Class of Measures of Skewness," MPRA Paper, University Library of Munich, Germany, number 72353, Jul.
- Timmermann, Allan & Pettenuzzo, Davide, 2016, "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11355, Jun.