Report NEP-ECM-2008-06-07This 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:
- 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.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
- 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.
- 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.
- Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics.
- 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.
- Hammad Qureshi, 2008. "Explosive Roots in Level Vector Autoregressive Models," Working Papers 08-02, Ohio State University, Department of Economics.
- Klein, T.J., 2008. "Heterogeneous Treatment Effects: Instrumental Variables Without Monotonicity?," Discussion Paper 2008-45, Tilburg University, Center for Economic Research.
- Blanc, J.P.C. & Hertog, D. den, 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research.
- Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián, 2008. "Short-term evolution of forward curves and volatility in illiquid power market," MPRA Paper 8932, University Library of Munich, Germany, revised May 2008.