Report NEP-ECM-2018-05-21

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:rim:rimwps:18-22 is not listed on IDEAS anymore

• Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018, "A mixture autoregressive model based on Student's $t$-distribution," Papers, arXiv.org, number 1805.04010, May.
• Alessandro Casini & Pierre Perron, 2018, "Structural Breaks in Time Series," Papers, arXiv.org, number 1805.03807, May.
• Marc Hallin, 2018, "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-12, May.
• Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
• Yong Li & Xiaobin Liu & Tao Zeng & Jun Yu, 2018, "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2018, May.
• Juan Carlos Escanciano & Wei Li, 2018, "Optimal Linear Instrumental Variables Approximations," Papers, arXiv.org, number 1805.03275, May, revised Feb 2020.
• Schreiber, Sven, 2018, "Are bootstrapped cointegration test findings unreliable?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/8.
• Takaki Sato & Yasumasa Matsuda, 2018, "Spatiotemporal ARCH Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 82, May.
• Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018, "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," MPRA Paper, University Library of Munich, Germany, number 86371, Apr.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Atkinson, Anthony C. & Riani, Marco & Cerioli, Andrea, 2017, "Cluster detection and clustering with random start forward searches," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 72291, Apr.
• Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2018, "Pre-event Trends in the Panel Event-study Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 24565, Apr.
• Item repec:tsa:wpaper:0151mss is not listed on IDEAS anymore

• VÁZQUEZ-ALCOCER, Alan & SCHOEN, Eric D. & GOOS, Peter, 2018, "A mixed integer optimization approach for model selection in screening experiments," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2018007, May.
• Soeren Johansen, 2018, "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-05, May.
• Alexis Akira Toda, 2018, "Data-based Automatic Discretization of Nonparametric Distributions," Papers, arXiv.org, number 1805.00896, May, revised May 2019.
• Lisa Schlosser & Torsten Hothorn & Reto Stauffer & Achim Zeileis, 2018, "Distributional regression forests for probabilistic precipitation forecasting in complex terrain," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-08, Aug, revised Nov 2018.
• Jeffrey S. Racine & Qi Li & Li Zheng, 2018, "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers, McMaster University, number 2018-10, May.
• Item repec:tsa:wpaper:0149mss is not listed on IDEAS anymore

• Shige Peng & Shuzhen Yang & Jianfeng Yao, 2018, "Improving Value-at-Risk prediction under model uncertainty," Papers, arXiv.org, number 1805.03890, May, revised Jun 2020.
• Myasnikov, Alexander, 2018, "Оценка Пространственных Моделей С Переменными Коэффициентами Пространственной Чувствительности Методом Максимального Правдоподобия И Обобщенным Методом Наименьших Квадратов
  [Maximum likelihood and ," MPRA Paper, University Library of Munich, Germany, number 86696, Mar.

Report NEP-ECM-2018-05-21

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: