Report NEP-ECM-2009-02-07

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Alexander Chudik & M. Hashem Pesaran, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank. [Downloadable!]
• Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics. [Downloadable!]
• Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers 42, Yale University, Department of Economics. [Downloadable!]
• Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics. [Downloadable!]
• Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics. [Downloadable!]
• Jorda, Oscar & Marcellino, Massimiliano, 2008. "Path Forecast Evaluation," Working Papers 08-5, University of California at Davis, Department of Economics. [Downloadable!]
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University. [Downloadable!]
• Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany. [Downloadable!]
• James J. Heckman & Sergio Urzua, 2009. "Comparing IV With Structural Models: What Simple IV Can and Cannot Identify," NBER Working Papers 14706, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Wagner Piazza Gaglianone & João Victor Issler, 2009. "An Econometric Cntribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department. [Downloadable!]
• Markus Baldauf & J.M.C. Santos Silva, 2009. "On the use of robust regression in econometrics," Economics Discussion Papers 664, University of Essex, Department of Economics. [Downloadable!]
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics. [Downloadable!]
• Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Ait-Sahalia, Yacine & Kimmel, Robert L., 2008. "Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions," Working Paper Series 2008-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
• Item repec:ecb:ecbwps:200901001 is not listed on IDEAS anymore

• Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics. [Downloadable!]
• Benjamin Jourdain & Mohamed Sbai, 2008. "Coupling Index and Stocks," Working Papers hal-00350652_v1, HAL. [Downloadable!]
• Martellosio, Federico, 2009. "Some correlation properties of spatial autoregressions," MPRA Paper 13141, University Library of Munich, Germany. [Downloadable!]
• Kiefer, Nicholas M., 2008. "Default Estimation, Correlated Defaults, and Expert Information," Working Papers 08-02, Cornell University, Center for Analytic Economics. [Downloadable!]

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