Goodness me! November went by really quickly!
- Bagnato, L., L. De Capitani, & A. Punzo, 2016. Testing for serial independence: Beyond the portmanteau approach. American Statistician, in press.
- Aastveit, K.A., C. Foroni, & F. Ravazzolo, 2016. Density forecasts with MIDAS models. Journal of Applied Econometrics, in press.
- Chang, C-L. & M. McAleer, 2016. A simple test for causality in volatility. Discussion Paper TI 2016-094/III, Tinbergen Institute.
- Frank, J. & B. Klar, 2016. Methods to test for equality of two normal distributions. Statistical Methods and Applications, 25, 581-599.
- Gao, J., G. Pan, & Y. Yang, 2016. Estimation of structural breaks in large panels with cross-sectional dependence. Working Paper 12/16, Department of Econometrics and Business Statistics, Monash University.
- Skeels, C.L. & F. Windmeijer, 2016. On the Stock-Yogo tables. Discussion Paper 16/679, Department of Economics, Univesity of Bristol.
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