NEP-ECM-2007-09-24

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2007-09-24

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
Other reports in NEP-ECM

The following items were anounced in this report:

Amparo Baillo & Aurea Grane, 2007. "Local linear regression for functional predictor and scalar response," Statistics and Econometrics Working Papers ws076115, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics (formerly DAE), University of Cambridge. [Downloadable!]
Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007. "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers 0720, Department of Economics, University of Trento, Italia. [Downloadable!]
Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics (formerly DAE), University of Cambridge. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Juan Jose Dolado & Jesús Gonzalo & Laura Mayoral, 2007. "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," Economics Working Papers we20070625, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2007. "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series 2007-41, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
de Vilder, Robin G. & Visser, Marcel P., 2007. "Volatility Proxies for Discrete Time Models," MPRA Paper 4917, University Library of Munich, Germany. [Downloadable!]
Jay Bhattacharya & William B. Vogt, 2007. "Do Instrumental Variables Belong in Propensity Scores?," NBER Technical Working Papers 0343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Ivana Komunjer, 2007. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series 2007-06, Department of Economics, UC San Diego. [Downloadable!]
Marcello, Pericoli & Marco, Taboga, 2005. "A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors," MPRA Paper 4969, University Library of Munich, Germany, revised Sep 2007. [Downloadable!]

This page was last updated on 2008-5-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.