Report NEP-ECM-2017-03-19

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:

• Chirok Han & Hyoungjong Kim, 2017, "Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects," Discussion Paper Series, Institute of Economic Research, Korea University, number 1703.
• Francesca Di Iorio & Stefano Fachin, 2017, "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/2, Mar.
• Item repec:wrk:wrkemf:11 is not listed on IDEAS anymore

• Piotr Jaworski & Marcin Pitera, 2017, "A note on conditional covariance matrices for elliptical distributions," Papers, arXiv.org, number 1703.00918, Mar.
• Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele, 2016, "A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors," Working Papers, European Stability Mechanism, number 19, Nov.
• Dietmar Pfeifer & Andreas Mandle & Olena Ragulina, 2017, "Data driven partition-of-unity copulas with applications to risk management," Papers, arXiv.org, number 1703.05047, Mar, revised Nov 2020.
• Gavrilova, Evelina & Zoutman, Floris T. & Hopland, Arnt O., 2017, "How to Use One Instrument to Identify Two Elasticities," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/2, Feb.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Marian Gidea & Yuri Katz, 2017, "Topological Data Analysis of Financial Time Series: Landscapes of Crashes," Papers, arXiv.org, number 1703.04385, Mar, revised Apr 2017.
• Item repec:wrk:wrkemf:08 is not listed on IDEAS anymore

Report NEP-ECM-2017-03-19

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: