Printed from https://ideas.repec.org/n/nep-ecm/2017-09-10.html
Report NEP-ECM-2017-09-10
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:
- Harris, David & Kew, Hsein & Taylor, AM Robert, 2019, "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20329, Dec.
- KUROZUMI, Eiji & 黒住, 英司, 2017, "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-06, Sep.
- Item repec:hou:wpaper:2017-274-09 is not listed on IDEAS anymore
- Elena Di Bernardino & Didier Rullière, 2017, "A note on upper-patched generators for Archimedean copulas," Post-Print, HAL, number hal-01347869, Mar, DOI: 10.1051/ps/2017003.
- Melanie Houllier & David Murphy, 2017, "Borderline: judging the adequacy of return distribution estimation techniques in initial margin models," Bank of England working papers, Bank of England, number 673, Sep.
- Bibi, Abdelouahab & Ghezal, Ahmed, 2017, "Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models," MPRA Paper, University Library of Munich, Germany, number 81126, Sep.
- Aufenanger, Tobias, 2017, "Machine learning to improve experimental design," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 16/2017, revised 2017.
- Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
- Kapetanios, G & Price, SG & Young, G, 2017, "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20328, Aug.
- Item repec:cwl:cwldpp:3005 is not listed on IDEAS anymore
- Kocięcki, Andrzej, 2017, "Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions," MPRA Paper, University Library of Munich, Germany, number 81094, Aug.
- Glaser, Stephanie, 2017, "A review of spatial econometric models for count data," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 19-2017.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers, Federal Reserve Bank of St. Louis, number 2017-026, Aug, DOI: 10.20955/wp.2017.026.
- Kollmann, Robert, 2017, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12262, Aug.
- Robert Kollmann, 2017, "Tractable Likelihood-Based Estimation of Non- Linear DSGE Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-55, Sep.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017, "Trend-Cycle-Seasonal Interactions: Identification and Estimation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-57, Sep.
- Fernando J. Pérez Forero, 2017, "Measuring the Stance of Monetary Policy in a Time-Varying," Working Papers, Peruvian Economic Association, number 102, Aug.