Report NEP-ECM-2017-03-19This 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.
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 1703, Institute of Economic Research, Korea University.
- Francesca Di Iorio & Stefano Fachin, 2017. "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series 2017/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Galvao, Ana Beatriz, 2016. "Data Revisions and DSGE Models," EMF Research Papers 11, Economic Modelling and Forecasting Group.
- Piotr Jaworski & Marcin Pitera, 2017. "A note on conditional covariance matrices for elliptical distributions," Papers 1703.00918, arXiv.org.
- Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele, 2016. "A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors," Working Papers 19, European Stability Mechanism.
- Dietmar Pfeifer & Andreas M\"andle & Olena Ragulina, 2017. "Data driven partition-of-unity copulas with applications to risk management," Papers 1703.05047, arXiv.org, revised Mar 2017.
- Gavrilova, Evelina & Zoutman, Floris T. & Hopland, Arnt O., 2017. "How to Use One Instrument to Identify Two Elasticities," Discussion Papers 2017/2, Department of Business and Management Science, Norwegian School of Economics.
- Item repec:bca:bocawp:17-10 is not listed on IDEAS anymore
- Marian Gidea & Yuri Katz, 2017. "Topological Data Analysis of Financial Time Series: Landscapes of Crashes," Papers 1703.04385, arXiv.org, revised Apr 2017.
- Mitchell, James & Robertson, Donald & Wright, Stephen, 2016. "What univariate models tell us about multivariate macroeconomic models," EMF Research Papers 08, Economic Modelling and Forecasting Group.