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Report NEP-ECM-2019-09-23
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:
- Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2018, "Selecting a Model for Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 861, Nov.
- Colella, Fabrizio & Lalive, Rafael & Sakalli, Seyhun Orcan & Thoenig, Mathias, 2019, "Inference with Arbitrary Clustering," IZA Discussion Papers, IZA Network @ LISER, number 12584, Aug.
- Millimet, Daniel L. & Parmeter, Christopher F., 2019, "Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable," IZA Discussion Papers, IZA Network @ LISER, number 12576, Aug.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019, "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers, University of Oxford, Department of Economics, number 879, Sep.
- Robert Calvert Jump, 2018, "Unambiguous inference in sign-restricted VAR models," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181802, Jan.
- Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
- Junyue Wua & Yasumasa Matsuda, 2019, "A threshold extension of spatial dynamic panel model," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 98, Jul.
- Matthieu Garcin, 2019, "Fractal analysis of the multifractality of foreign exchange rates
[Analyse fractale de la multifractalité des taux de change]," Working Papers, HAL, number hal-02283915, Sep. - Francesco Sergi, 2018, "DSGE Models and the Lucas Critique. A Historical Appraisal," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181806, Jan.
- Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2019, "Relation between non-exchangeability and measures of concordance of copulas," Papers, arXiv.org, number 1909.06648, Sep, revised Dec 2019.