NEP-ECM-2008-07-14

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Report NEP-ECM-2008-07-14

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:

Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, School of Economics and Management, University of Aarhus. [Downloadable!]
Benjamin Chiquoine & Erik Hjalmarsson, 2008. "Jackknifing stock return predictions," International Finance Discussion Papers 932, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series 224, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
Frisén, Marianne & Andersson, Eva & Pettersson, Kjell, 2008. "Semiparametric estimation of outbreak regression," Research Reports 2007:13, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]
Jean-Marie Dufour & Abderrahim Taamouti, 2008. "Short and long run causality measures: theory and inference," Economics Working Papers we083720, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Hjertstrand, Per, 2008. "A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability," Working Papers 2008:10, Lund University, Department of Economics, revised 11 Sep 2008. [Downloadable!]
Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," Economics Working Papers we083619, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Frisén, Marianne & Andersson, Eva, 2008. "Semiparametric surveillance of outbreaks," Research Reports 2007:11, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]
Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2008. "Instrumental Variables in Models with Multiple Outcomes: The General Unordered Case," IZA Discussion Papers 3565, Institute for the Study of Labor (IZA). [Downloadable!]
Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary, University of London, Department of Economics. [Downloadable!]
Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics 212, Cattaneo University (LIUC). [Downloadable!]
Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA). [Downloadable!]
Dave Colander, 2008. "Economists, Incentives, Judgement and Empirical Work," Middlebury College Working Paper Series 0806, Middlebury College, Department of Economics. [Downloadable!]
Belzil, Christian & Hansen, Jörgen, 2008. "Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment," IZA Discussion Papers 3528, Institute for the Study of Labor (IZA). [Downloadable!]

This page was last updated on 2009-11-22.

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