NEP-ECM-2009-02-14

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Report NEP-ECM-2009-02-14

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:

Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, Department of Economics, University of Bristol, UK. [Downloadable!]
Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge. [Downloadable!]
Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany. [Downloadable!]
Heckman, James J. & Urzua, Sergio, 2009. "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," IZA Discussion Papers 3980, Institute for the Study of Labor (IZA). [Downloadable!]
de Luna, Xavier & Johansson, Per, 2009. "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers 3966, Institute for the Study of Labor (IZA). [Downloadable!]
Anders Holm & Mads Meier Jæger & Morten Pedersen, 2008. "Unobserved Heterogeneity in the Binary Logit Model with Cross-Sectional Data and Short Panels: A Finite Mixture Approach," CAM Working Papers 2009-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics. [Downloadable!]
Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies. [Downloadable!]
Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2009. "Spatial Filtering and Eigenvector Stability: Space-Time Models for German Unemployment Data," Quaderni della facoltÃ di Scienze economiche dell'UniversitÃ di Lugano 0902, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
Aleksey Tetenov, 2008. "Measuring Precision of Statistical Inference on Partially Identified Parameters," Carlo Alberto Notebooks 98, Collegio Carlo Alberto. [Downloadable!]
Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary, University of London, Department of Economics. [Downloadable!]
Lillie Lam & Laurence Fung & Ip-wing Yu, 2009. "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers 0901, Hong Kong Monetary Authority. [Downloadable!]
Powers, Daniel A. & Yun, Myeong-Su, 2009. "Multivariate Decomposition for Hazard Rate Models," IZA Discussion Papers 3971, Institute for the Study of Labor (IZA). [Downloadable!]
Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute for the Study of Labor (IZA). [Downloadable!]
Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
Anders Holm & Mads Meier Jæger, 2009. "Selection Bias in Educational Transition Models: Theory and Empirical Evidence," CAM Working Papers 2009-05, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
Elisa Luciano & Patrizia Semeraro, 2008. "Multivariate Variance Gamma and Gaussian dependence: a study with copulas," Carlo Alberto Notebooks 96, Collegio Carlo Alberto. [Downloadable!]
Michel Fliess & Cédric Join, 2009. "A mathematical proof of the existence of trends in financial time series," Post-Print inria-00352834_v1, HAL. [Downloadable!]
Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany. [Downloadable!]

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

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