Report NEP-ECM-2008-01-05
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: email or RSS
Other reports in NEP-ECM
The following items were announced in this report:
- Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 07-56, Bank of Canada.
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007. "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Center for Policy Research Working Papers 98, Center for Policy Research, Maxwell School, Syracuse University.
- Carling, Kenneth & Alam, Moudud, 2007. "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers 2007:14, Örebro University, School of Business.
- Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics.
- Item repec:bep:unimip:1063 is not listed on IDEAS anymore
- Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2007. "Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data," CEFAGE-UE Working Papers 2007_08, University of Evora, CEFAGE-UE (Portugal).
- Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics.
- Ralph D. Snyder & Adrian Beaumont, 2007. "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers 15/07, Monash University, Department of Econometrics and Business Statistics.
- Ethan Cohen-Cole & Todd Prono, 2007. "Loss distribution estimation, external data and model averaging," Risk and Policy Analysis Unit Working Paper QAU07-8, Federal Reserve Bank of Boston.
- Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers 07-35, University of Copenhagen. Department of Economics.
- Item repec:iwh:dispap:-07 is not listed on IDEAS anymore
- Andersson, Jonas & Moberg, Jan-Magnus, 2007. "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers 2007/28, Department of Finance and Management Science, Norwegian School of Economics.
- Turgut Kisinbay, 2007. "The Use of Encompassing Tests for Forecast Combinations," IMF Working Papers 07/264, International Monetary Fund.
- Yingyao Hu & Arthur Lewbel, 2007. "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive 540, The Johns Hopkins University,Department of Economics.
- Alexander Meyer-Gohde, 2007. "Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily," SFB 649 Discussion Papers SFB649DP2007-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Luis Fernando Melo & John Jairo León & Dagoberto Saboya, 2007. "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," BORRADORES DE ECONOMIA 004391, BANCO DE LA REPÚBLICA.
- Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
- Giaccaria Sergio & Frontuto Vito, 2007. "GIS and Geographically Weighted Regression in stated preferences analysis of the externalities produced by linear infrastructures," Department of Economics Working Papers 200710, University of Turin.
- Carlo Altavilla & Matteo Ciccarelli, 2007. "Information combination and forecast (st)ability. Evidence from vintages of time-series data," Working Paper Series 846, European Central Bank.
- Maria S. Heracleous, 2007. "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers ECO2007/60, European University Institute.
- Item repec:bep:unimip:1064 is not listed on IDEAS anymore
- Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2007. "Bayesian Model Averaging in the Context of Spatial Hedonic Pricing: An Application to Farmland Values," Working Papers 2007-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
- C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne.
- Debopam Bhattacharya & Bhashkar Mazumder, 2007. "Nonparametric analysis of intergenerational income mobility with application to the United States," Working Paper Series WP-07-12, Federal Reserve Bank of Chicago.
- Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2007. "Set Identified Linear Models," IDEI Working Papers 494, Institut d'Économie Industrielle (IDEI), Toulouse.