Here are some of the papers that I've been reading recently. Some of them may appeal to you, too:Bampinas, G., K. Ladopoulos, &T. Panagiotidis, 2017. A note on the estimated GARCH coefficients from the S&P1500 universe. WP 17-09, Rimini C...
Here are some of the papers that I've been reading recently. Some of them may appeal to you, too:Bampinas, G., K. Ladopoulos, &T. Panagiotidis, 2017. A note on the estimated GARCH coefficients from the S&P1500 universe. WP 17-09, Rimini C...
Last Tuesday we got together for the 4th Bayesian Mixer Meetup. Product Madness kindly hosted us at their offices in Euston Square. About 50 Bayesians came along; the biggest turn up thus far, including developers of PyMC3 (Peadar Coyle) and Stan (Mich...
Here's my (slightly delayed) August reading list:Ahelegbey, A. F., 2015. The econometrics of networks: A review. Working Paper 2015/13, Department of Economics, University of Venice.Clemens, M. A., 2015. The meaning of failed replications: A revi...
Now that the (Northern) summer is here, you should have plenty of time for reading. Here are some recommendations:Ahelegbey, D. F., 2015. The econometrics of networks: A review. Working Paper 13/WP/2015, Department of Economics, University of Venice.Ca...
While you're dancing around the Maypole (or whatever else it is that you get up to), my recommendations are:Claeskens, G., J. Magnus, A. Vasnev, and W. Wang, 2014. The forecast combination puzzle: A simple theoretical explanation. Tinbergen Institute D...
April 1 already - time to update your reading list. Here are some suggestions:Baek, Y. I., J. S. Cho, and P. C. B. Phillips, 2015. Testing linearity using power transforms of regressors. 2015-RWP79, Economic Research Institute, Yonsei University.Gol, A...
