Printed from https://ideas.repec.org/n/nep-ecm/2016-10-16.html
Report NEP-ECM-2016-10-16
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:
- James Sampi, 2016, "High Dimensional Factor Models: An Empirical Bayes Approach," Working Papers, Peruvian Economic Association, number 75, Oct.
- KUROZUMI, Eiji & 黒住, 英司 & SKROBOTOV, Anton, 2016, "Confidence Sets for the Break Date in Cointegrating Regressions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-07, Sep.
- Jakusch, Sven Thorsten, 2017, "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 148, revised 2017, DOI: 10.2139/ssrn.2845871.
- Item repec:hal:wpaper:hal-01347869 is not listed on IDEAS anymore
- Andersson, Michael K. & Aranki, Ted & Reslow, André, 2016, "Adjusting for Information Content when Comparing Forecast Performance," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 328, Aug.
- Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016, "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper, University Library of Munich, Germany, number 74360, Oct.
- Sinem Hacioglu & Kerem Tuzcuoglu, 2016, "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers, Bank of England, number 622, Oct.