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Blog aggregator for economics research

No Hesitations

This page list the blog posts that were indexed on EconAcademics.Org, along with the mentioned research items or authors linked to IDEAS. In all, these are 32 blog posts referring to 68 distinct items or authors.

The complete blog can be found here: No Hesitations

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• Factor Network Autoregressions by Francis Diebold, 2022-09-18 22:10:00
  • Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco, 2022. "Factor Network Autoregressions," Papers 2208.02925, arXiv.org.
• Memories of Ted Anderson by Francis Diebold, 2022-09-03 21:35:00
  • repec:cwl:cwldpp:2333__;!!ibzwlus!wb6_7aszmynsxcukvqwobia9dbewbwtmhhpk5h-ajbyzveq-mrq3cqyedbf7ox4llo is not listed on IDEAS
  • Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
• Equal-weight HAR combination by Francis Diebold, 2022-09-03 16:52:00
  • repec:syb:wpbsba:2123/25045__;!!ibzwlus!wb6_7aszmynsxcukvqwobia9dbewbwtmhhpk5h-ajbyzveq-mrq3cqyedbf7 is not listed on IDEAS
  • repec:syb:wpbsba:2123*25045 is not listed on IDEAS
  • Clements, Adam & Vasnev, Andrey, 2021. "Forecast combination puzzle in the HAR model," Working Papers BAWP-2021-01, University of Sydney Business School, Discipline of Business Analytics.
• Long memory and weak ID by Francis Diebold, 2022-09-03 16:42:00
  • Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
  • repec:cwl:cwldpp:2334__;!!ibzwlus!wb6_7aszmynsxcukvqwobia9dbewbwtmhhpk5h-ajbyzveq-mrq3cqyedbf7ox4llo is not listed on IDEAS
• The Complexity Principle (!) by Francis Diebold, 2022-08-24 22:25:00
  • repec:chf:rpseri:rp2257__;!!ibzwlus!xypf4hgo3afcpnovykxve9curek9rcvg_ynuqkxt1gyvvt_crhcukscngujqt_um is not listed on IDEAS
• Complexity in Prediction by Francis Diebold, 2022-08-19 13:54:00
  • repec:nbr:nberwo:30217__;!!ibzwlus!xoelxtw2yo3fhtjrl9jxwcqp-nojtoqvc76mr73pgtcq2nljg1uq2kn073zf7itrh is not listed on IDEAS
  • Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022. "The Virtue of Complexity in Return Prediction," NBER Working Papers 30217, National Bureau of Economic Research, Inc.
• New and Novel ARCH Model Appication (Seriously) by Francis Diebold, 2022-02-28 12:22:00
  • Hamermesh, Daniel S. & Pfann, Gerard A., 2022. "The Variability and Volatility of Sleep: An Archetypal Approach," IZA Discussion Papers 15001, Institute of Labor Economics (IZA).
  • repec:iza:izadps:dp15001__;!!ibzwlus!fvtnnorkcehep7rdspf09onridvs6wge2qzqv_pr7uywui1hndtp9tnx6ky6bcy is not listed on IDEAS
• Long-Memory Neural Nets by Francis Diebold, 2022-02-28 12:12:00
  • Kohei Hayashi & Kei Nakagawa, 2022. "Fractional SDE-Net: Generation of Time Series Data with Long-term Memory," Papers 2201.05974, arXiv.org, revised Aug 2022.
  • repec:arx:papers:2201.05974__;!!ibzwlus!fvtnnorkcehep7rdspf09onridvs6wge2qzqv_pr7uywui1hndtp9tnx6ky6 is not listed on IDEAS
• Deep Recurrent Neural Nets with Long Short Term Memory by Francis Diebold, 2022-02-12 13:01:00
  • Lars Lien Ankile & Kjartan Krange, 2022. "The DONUT Approach to EnsembleCombination Forecasting," Papers 2201.00426, arXiv.org.
  • repec:arx:papers:2201.00426__;!!ibzwlus!bossm9_lmwuvxhm8ixe8mwdtik2sfmw-kzassbio0eqoc6qex4vuam5xkvi5 is not listed on IDEAS
• Local Projections vs. VARs by Francis Diebold, 2021-04-05 13:24:00
  • Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Papers 2104.00655, arXiv.org, revised Jun 2022.
    
    • Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers 30207, National Bureau of Economic Research, Inc.
    • Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
• Machine Learning for Realized Volatility Forecasting by Francis Diebold, 2021-02-01 12:16:00
  • CREATES Research Papers, Department of Economics and Business Economics, Aarhus University.
  • Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2021. "A machine learning approach to volatility forecasting," CREATES Research Papers 2021-03, Department of Economics and Business Economics, Aarhus University.
• Density Forecasts and Density Realizations by Francis Diebold, 2020-08-10 18:53:00
  • Galvao, Ana Beatriz & Mitchell, James, 2020. "Real-Time Perceptions of Historical GDP Data Uncertainty," EMF Research Papers 35, Economic Modelling and Forecasting Group.
• Spurious Factor Analysis by Francis Diebold, 2020-07-14 17:50:00
  • Onatski, A. & Wang, C., 2020. "Spurious Factor Analysis," Cambridge Working Papers in Economics 2003, Faculty of Economics, University of Cambridge.
    
    • Alexei Onatski & Chen Wang, 2021. "Spurious Factor Analysis," Econometrica, Econometric Society, vol. 89(2), pages 591-614, March.
• Interval Prediction by Francis Diebold, 2019-10-12 19:16:00
  • Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org, revised Aug 2021.
• Papers of the Moment by Francis Diebold, 2019-01-07 13:50:00
  • Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
    
    • Yoosoon Chang & Ye Lu & Joon Park, 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers 2019-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• H-Index for Journals by Francis Diebold, 2018-03-08 17:47:00
  • Journal of Finance, American Finance Association.
  • Journal of Business & Economic Statistics, American Statistical Association.
  • Journal of Econometrics, Elsevier.
  • Journal of Labor Economics, University of Chicago Press.
  • Journal of Monetary Economics, Elsevier.
  • Review of Financial Studies, Society for Financial Studies.
  • Journal of Business & Economic Statistics, Taylor & Francis Journals.
  • Journal of Economic Literature, American Economic Association.
  • International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association.
  • Management Science, INFORMS.
  • The Quarterly Journal of Economics, Oxford University Press.
  • Journal of International Economics, Elsevier.
  • Journal of Development Economics, Elsevier.
  • Review of Economic Studies, Oxford University Press.
  • Journal of Political Economy, University of Chicago Press.
  • Econometrica, Econometric Society.
  • Journal of Financial Economics, Elsevier.
  • Carnegie-Rochester Conference Series on Public Policy, Elsevier.
  • Journal of Public Economics, Elsevier.
  • American Economic Review, American Economic Association.
  • Economic Journal, Royal Economic Society.
  • The Review of Economics and Statistics, MIT Press.
  • Journal of Money, Credit and Banking, Blackwell Publishing.
  • International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association.
  • Journal of Banking & Finance, Elsevier.
  • Journal of Economic Theory, Elsevier.
  • Econometrica, Econometric Society.
  • Economic Journal, Royal Economic Society.
  • Journal of Economic Perspectives, American Economic Association.
  • Journal of Money, Credit and Banking, Blackwell Publishing.
  • European Economic Review, Elsevier.
• Artificial Intelligence, Machine Learning, and Productivity by Francis Diebold, 2017-11-08 22:40:00
  • Erik Brynjolfsson & Daniel Rock & Chad Syverson, 2018. "Artificial Intelligence and the Modern Productivity Paradox: A Clash of Expectations and Statistics," NBER Chapters, in: The Economics of Artificial Intelligence: An Agenda, pages 23-57, National Bureau of Economic Research, Inc.
    
    • Erik Brynjolfsson & Daniel Rock & Chad Syverson, 2017. "Artificial Intelligence and the Modern Productivity Paradox: A Clash of Expectations and Statistics," NBER Working Papers 24001, National Bureau of Economic Research, Inc.
• Long Memory in Realized Volatility by Francis Diebold, 2017-10-07 18:07:00
  • Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "The Memory of Volatility," Hannover Economic Papers (HEP) dp-601, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• More on New p-Value Thresholds by Francis Diebold, 2017-09-04 22:17:00
  • Daniel Benjamin & James Berger & Magnus Johannesson & Brian Nosek & E. Wagenmakers & Richard Berk & Kenneth Bollen & Bjorn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Christopher Chambe, 2017. "Redefine Statistical Significance," Artefactual Field Experiments 00612, The Field Experiments Website.
    
    • Daniel J. Benjamin & James O. Berger & Magnus Johannesson & Brian A. Nosek & E.-J. Wagenmakers & Richard Berk & Kenneth A. Bollen & Björn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Chr, 2018. "Redefine statistical significance," Nature Human Behaviour, Nature, vol. 2(1), pages 6-10, January.
• New p-Value Thresholds for Statistical Significance by Francis Diebold, 2017-08-28 04:46:00
  • Daniel Benjamin & James Berger & Magnus Johannesson & Brian Nosek & E. Wagenmakers & Richard Berk & Kenneth Bollen & Bjorn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Christopher Chambe, 2017. "Redefine Statistical Significance," Artefactual Field Experiments 00612, The Field Experiments Website.
    
    • Daniel J. Benjamin & James O. Berger & Magnus Johannesson & Brian A. Nosek & E.-J. Wagenmakers & Richard Berk & Kenneth A. Bollen & Björn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Chr, 2018. "Redefine statistical significance," Nature Human Behaviour, Nature, vol. 2(1), pages 6-10, January.
• Randomization Tests for Regime Switching by Francis Diebold, 2017-01-30 19:34:00
  • Garcia, Rene, 1998. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-788, August.
    
    • René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
• On the Evils of Hodrick-Prescott Detrending by Francis Diebold, 2016-08-17 18:45:00
  • Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.
    
    • Timothy Cogley & James M. Nason, 1993. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research," Working Papers in Applied Economic Theory 93-01, Federal Reserve Bank of San Francisco.
• On Forecasting Variation and Covariation by Francis Diebold, 2016-05-02 06:01:00
  • Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
    
    • Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018. "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, vol. 207(1), pages 71-91.
• Multivariate Quantiles by Francis Diebold, 2016-02-07 01:16:00
  • Marc Hallin & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
• Shrinking VAR's Toward Theory: Supplanting the Minnesota Prior? by Francis Diebold, 2016-01-31 23:50:00
  • Ingram, Beth F. & Whiteman, Charles H., 1994. "Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 497-510, December.
• Time-Varying Dynamic Factor Loadings by Francis Diebold, 2016-01-20 23:32:00
  • Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
    
    • Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638440, HAL.
    • Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) hal-00638440, HAL.
    • Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
    • Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES 2008_034, ULB -- Universite Libre de Bruxelles.
    • Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank.
    • Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," Post-Print hal-00638440, HAL.
• Long Memory Stochastic Volatility by Francis Diebold, 2015-12-11 09:19:00
  • Mark J. Jensen, 2015. "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," FRB Atlanta Working Paper 2015-12, Federal Reserve Bank of Atlanta.
    
    • Jensen Mark J., 2016. "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 455-475, September.
• On Bayesian DSGE Modeling with Hard and Soft Restrictions by Francis Diebold, 2015-11-23 17:57:00
  • Ingram, Beth F. & Whiteman, Charles H., 1994. "Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 497-510, December.
• Rebonato on Bond-Yield Econometrics by Francis Diebold, 2015-07-27 19:09:00
  • Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June.
    
    • Sharon Kozicki & Peter A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City.
• Predictive Modeling, Causal Inference, and Imbens-Rubin (Among Others) by Francis Diebold, 2014-05-06 18:10:00
  • Heckman, James J. & Pinto, Rodrigo, 2013. "Causal Analysis after Haavelmo," IZA Discussion Papers 7628, Institute of Labor Economics (IZA).
    
    • Heckman, James & Pinto, Rodrigo, 2015. "Causal Analysis After Haavelmo," Econometric Theory, Cambridge University Press, vol. 31(1), pages 115-151, February.
    • James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," NBER Working Papers 19453, National Bureau of Economic Research, Inc.
    • James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," Working Papers 2013-008, Human Capital and Economic Opportunity Working Group.
• NBER/NSF Time-Series Conference: Retrospect and Prospect by Francis Diebold, 2013-10-25 18:14:00
  • Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
    
    • Matteo Barigozzi & Christian Brownlees, 2019. "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
    • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
    • Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
• Network Estimation for Time Series by Francis Diebold, 2013-10-16 16:41:00
  • Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
    
    • Matteo Barigozzi & Christian Brownlees, 2019. "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
    • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
    • Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.

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