NEP-ECM-2008-06-07

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Report NEP-ECM-2008-06-07

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.

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Other reports in NEP-ECM

The following items were anounced in this report:

Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute. [Downloadable!]
Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York. [Downloadable!]
Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2008. "Local Likelihood Estimation of Truncated Regression and Its Partial Derivatives: Theory and Application," Discussion Papers 7, Kyiv School of Economics. [Downloadable!]
Luati, Alessandra & Proietti, Tommaso, 2008. "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper 8910, University Library of Munich, Germany. [Downloadable!]
Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics. [Downloadable!]
Basu, A & Polsky, D & Manning, W G, 2008. "Use of propensity scores in non-linear response models: The case for health care expenditures," Health, Econometrics and Data Group (HEDG) Working Papers 08/11, HEDG, c/o Department of Economics, University of York. [Downloadable!]
Hammad Qureshi, 2008. "Explosive Roots in Level Vector Autoregressive Models," Working Papers 08-02, Ohio State University, Department of Economics. [Downloadable!]
Klein, T.J., 2008. "Heterogeneous Treatment Effects: Instrumental Variables Without Monotonicity?," Discussion Paper 2008-45, Tilburg University, Center for Economic Research. [Downloadable!]
Blanc, J.P.C. & Hertog, D. den, 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research. [Downloadable!]
Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián, 2008. "Short-term evolution of forward curves and volatility in illiquid power markets," MPRA Paper 8932, University Library of Munich, Germany, revised May 2008. [Downloadable!]

This page was last updated on 2008-10-5.

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