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Report NEP-ECM-2009-01-17
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:
Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008.
"Out-of-sample comparison of copula specifications in multivariate density forecasts ,"
Discussion Papers
2008-23, School of Economics, The University of New South Wales.
[Downloadable!] Morten Ørregaard Nielsen, 2009.
"Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders ,"
CREATES Research Papers
2009-02, School of Economics and Management, University of Aarhus.
[Downloadable!] Veronika Czellar & Elvezio Ronchetti, 2008.
"Accurate and robust indirect inference for diffusion models ,"
Cahiers du Département d'Econométrie
2008.01, Département d'Econométrie, Université de Genève.
[Downloadable!] Oliver Blaskowitz & Helmut Herwartz, 2008.
"Testing directional forecast value in the presence of serial correlation ,"
SFB 649 Discussion Papers
SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008.
"Poisson Autoregression ,"
Discussion Papers
08-35, University of Copenhagen. Department of Economics, revised Dec 2008.
[Downloadable!] Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008.
"Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility ,"
Discussion Papers
08-34, University of Copenhagen. Department of Economics.
[Downloadable!] William Barnett & Philippe de Peretti, 2009.
"Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200904, University of Kansas, Department of Economics, revised Jan 2009.
[Downloadable!] Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008.
"Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model ,"
Center for Policy Research Working Papers
111, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!] Jeffrey A. Mills, 2009.
"Resolving some paradoxes and problems with Bayesian precise hypothesis testing ,"
University of Cincinnati, Economics Working Papers Series
2009-01, University of Cincinnati, Department of Economics, revised 2009.
[Downloadable!] Kristof DE WITTE & Mika KORTELAINEN, 2008.
"Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete environmental variables ,"
Center for Economic Studies - Discussion papers
ces0833, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
[Downloadable!] Marc Hallin & Ramon van den Akker & Bas Werker, 2009.
"A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests ,"
ECARES Working Papers
2009_001, Université Libre de Bruxelles, Ecares.
[Downloadable!] James J. Heckman & Sergio Urzua & Edward Vytlacil, 2008.
"Instrumental Variables In Models With Multiple Outcomes: The General Unordered Case ,"
Working Papers
200830, Geary Institute, University College Dublin.
[Downloadable!] Item repec:cin:ucecwp:2009-02 is not listed on IDEAS anymore
J.P. Florensy & J. J. Heckmanz & C. Meghirx & E. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects ,"
Working Papers
200832, Geary Institute, University College Dublin.
[Downloadable!] Markku Lanne & Helmut Luetkepohl, 2008.
"Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis ,"
Economics Working Papers
ECO2008/29, European University Institute.
[Downloadable!] Alberto Maydeu, 2008.
"Testing reliability hypotheses based on coefficient Alpha ,"
Working Papers Economia
wp08-08, Instituto de Empresa, Area of Economic Environment.
[Downloadable!] James J. Heckman, 2008.
"Econometric Causality ,"
Working Papers
200826, Geary Institute, University College Dublin.
[Downloadable!] Ignacio Rodríguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces, 2008.
"New Automatic Measurement Method of the Motor Unit Action Potential Duration based on the Wavelet and Hilbert Transforms ,"
Faculty Working Papers
14/08, School of Economics and Business Administration, University of Navarra.
[Downloadable!] Michiels F. & Koch I. & De Schepper A., 2008.
"Exploring the Lambda Copula Construction Method for Archimedean copulas: Discussion of Three Lambda Types ,"
Working Papers
2008021, University of Antwerp, Faculty of Applied Economics.
[Downloadable!] Goos P. & Vermeulen B. & Vandebroek M., 2008.
"D-optimal conjoint choice designs with no-choice options for a nested logit model ,"
Working Papers
2008020, University of Antwerp, Faculty of Applied Economics.
[Downloadable!] This page was last updated on 2009-11-22.
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