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Report NEP-ECM-2008-11-04
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:
Item repec:hal:paris1:halshs-00270719_v1 is not listed on IDEAS anymore
Alain Guay & Jean-François Lamarche, 2008.
"The Information Content of Implied Probabilities to Detect Structural Change ,"
Cahiers de recherche
0833, CIRPEE.
[Downloadable!] Item repec:hal:paris1:halshs-00235179_v1 is not listed on IDEAS anymore
Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
"Forecasting with Dynamic Models using Shrinkage-based Estimation ,"
Working Papers
635, Queen Mary, University of London, Department of Economics.
[Downloadable!] Morten Ørregaard Nielsen, 2008.
"A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic ,"
Working Papers
1185, Queen's University, Department of Economics.
[Downloadable!] M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008.
"Estimating and Forecasting GARCH Volatility in the Presence of Outiers ,"
Working Papers. Serie AD
2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Item repec:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00275769_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00259238_v1 is not listed on IDEAS anymore
Item repec:hal:paris1:halshs-00235448_v1 is not listed on IDEAS anymore
Ricardo Mestre & Peter McAdam, 2008.
"Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts ,"
Working Paper Series
950, European Central Bank.
[Downloadable!] D.S.G. Pollock, 2008.
"Statistical Fourier Analysis: Clarifications and Interpretations ,"
Discussion Papers in Economics
08/36, Department of Economics, University of Leicester.
[Downloadable!] Elena Angelini & Gonzalo Camba-Méndez & Domenico Giannone & Gerhard Rünstler & Lucrezia Reichlin, 2008.
"Short-term forecasts of euro area GDP growth ,"
Working Paper Series
949, European Central Bank.
[Downloadable!] Item repec:hal:paris1:halshs-00275767_v1 is not listed on IDEAS anymore
Elena Angelini & Marta Bańbura & Gerhard Rünstler, 2008.
"Estimating and forecasting the euro area monthly national accounts from a dynamic factor model ,"
Working Paper Series
953, European Central Bank.
[Downloadable!] Nii Ayi Armah & Norman R. Swanson, 2008.
"Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments ,"
Working Papers
08-25, Federal Reserve Bank of Philadelphia.
[Downloadable!] Item repec:hal:paris1:hal-00287463_v1 is not listed on IDEAS anymore
Edward S. Knotek II & Stephen Terry, 2008.
"Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques ,"
Research Working Paper
RWP 08-02, Federal Reserve Bank of Kansas City.
[Downloadable!] Simon Luechinger & Alois Stutzer & Rainer Winkelmann, 2008.
"Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work ,"
SOEPpapers
135, DIW Berlin, The German Socio-Economic Panel (SOEP).
[Downloadable!] Item repec:hal:paris1:halshs-00277379_v1 is not listed on IDEAS anymore
Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2008.
"Opening the Black-Box of Intrahousehold Decision-Making Theory and Nonparametric Empirical Tests of General Collective Consumption Models ,"
ECARES Working Papers
2008_030, Université Libre de Bruxelles, Ecares.
[Downloadable!] Alexander Staus, 2008.
"Standard and Shuffled Halton Sequences in a Mixed Logit Model ,"
Hohenheimer Agrarökonomische Arbeitsberichte
17, University of Hohenheim, Institute for Agricultural Policy and Agricultural Markets.
[Downloadable!] Josep Maria Puigvert Gutiérrez & Josep Fortiana Gregori, 2008.
"Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm ,"
Working Paper Series
948, European Central Bank.
[Downloadable!] Santarossa, Gino, 2008.
"Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité [The Evaluation of Public Program Effect Using Regression Discontinuity Method ,"
MPRA Paper
11268, University Library of Munich, Germany.
[Downloadable!] Essahbi Essaadi & Mohamed Boutahar, 2008.
"A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach ,"
Post-Print
halshs-00333582_v1, HAL.
[Downloadable!] Item repec:hal:paris1:halshs-00185374_v1 is not listed on IDEAS anymore
This page was last updated on 2009-11-22.
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 .