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Report NEP-ECM-2008-03-25
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 anounced in this report:
Jan J.J. Groen & George Kapetanios, 2008.
"Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting ,"
Working Papers
624, Queen Mary, University of London, Department of Economics.
[Downloadable!] Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008.
"Evaluating Value-at-Risk Models via Quantile Regressions ,"
Working Papers Series
161, Central Bank of Brazil, Research Department.
[Downloadable!] Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008.
"THRET: Threshold Regression with Endogenous Threshold Variables ,"
University of Cyprus Working Papers in Economics
3-2008, University of Cyprus Department of Economics.
[Downloadable!] Proietti, Tommaso & Riani, Marco, 2007.
"Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies ,"
MPRA Paper
7862, University Library of Munich, Germany.
[Downloadable!] Necati Tekatli, 2007.
"Generalized Factor Models: A Bayesian Approach ,"
UFAE and IAE Working Papers
730.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!] Che-Lin Su & Kenneth L. Judd, 2008.
"Constrainted Optimization Approaches to Estimation of Structural Models ,"
Discussion Papers
1460, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!] Claude Lopez, 2008.
"GLS-detrending and Regime-wise Stationarity Testing in Small Samples ,"
University of Cincinnati, Economics Working Papers Series
2008-01, University of Cincinnati, Department of Economics, revised 2008.
[Downloadable!] Noman, Abdullah, 2008.
"Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence ,"
MPRA Paper
7825, University Library of Munich, Germany.
[Downloadable!] Mishra, SK, 2008.
"A note on solution of the nearest correlation matrix problem by von-Neumann matrix divergence ,"
MPRA Paper
7798, University Library of Munich, Germany, revised 07 Apr 2008.
[Downloadable!] Aureo de Paula, 2008.
"Conditional Moments and Independence ,"
PIER Working Paper Archive
08-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Ting Qin & Walter Enders, 2007.
"Modeling Smooth Structural Changes in the Trend of US Real GDP ,"
Working Papers
2008-09 Classification-E3, Saint Cloud State University, Department of Economics, revised Feb 2008.
[Downloadable!] Melvin J. Hinich & John Foster & Philip Wild, 2008.
"An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles ,"
Discussion Papers Series
358, School of Economics, University of Queensland, Australia.
[Downloadable!] Melvin J. Hinich & John Foster & Philip Wild, 2008.
"Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect ,"
Discussion Papers Series
357, School of Economics, University of Queensland, Australia.
[Downloadable!] This page was last updated on 2008-10-5.
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 .