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Report NEP-ECM-2018-10-29
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:
- Daniel J. Lewis, 2018, "Identifying shocks via time-varying volatility," Staff Reports, Federal Reserve Bank of New York, number 871, Oct.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-07, Oct.
- Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018, "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers, arXiv.org, number 1810.05855, Oct.
- Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
- Tian, Jing & Goodwin, Thomas, 2018, "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-04.
- Catalina Bolancé & Montserrat Guillén & Arelly Ornelas, 2018, "Alternative methods of estimating the longevity risk," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2018-5, Oct, revised Oct 2018.
- George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018, "Time Varying Cointegration and the UK Great Ratios," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-53, Oct.