Report NEP-ECM-2007-01-02This 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.
The following items were announced in this report:
- Jönsson, Kristian, 2006. "Finite-Sample Stability of the KPSS Test," Working Papers 2006:23, Lund University, Department of Economics.
- Item repec:iim:iimawp:2006-12-04 is not listed on IDEAS anymore
- Marcellino, Massimiliano, 2006. "A Simple Benchmark for Forecasts of Growth and Inflation," CEPR Discussion Papers 6012, C.E.P.R. Discussion Papers.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Akay, Alpaslan & Tsakas, Elias, 2006. "Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure," Working Papers in Economics 239, University of Gothenburg, Department of Economics.
- Alberto Maydeu, 2006. "Asymptotically distribution free (adf) interval estimation of coefficient alpha," Working Papers Economia wp06-24, Instituto de Empresa, Area of Economic Environment.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
- Alberto Maydeu, 2006. "Corrections to classical procedures for estimating thurstoneÂ´s case v model for ranking data," Working Papers Economia wp06-25, Instituto de Empresa, Area of Economic Environment.
- Esther Duflo & Rachel Glennerster & Michael Kremer, 2006. "Using Randomization in Development Economics Research: A Toolkit," NBER Technical Working Papers 0333, National Bureau of Economic Research, Inc.
- David Jamieson Bolder, 2006. "Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective," Working Papers 06-48, Bank of Canada.
- Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper 2006/13, Norges Bank.
- Spencer Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago.