## Report NEP-ECM-2009-02-28

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, RSS or Twitter.

Other reports in NEP-ECM

The following items were announced in this report:

- B. Jungbacker & S.J. Koopman & M. van der Wel, 2009.
"
**Dynamic Factor Analysis in The Presence of Missing Data**," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011. - Item repec:lan:wpaper:005913 is not listed on IDEAS anymore
- Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009.
"
**Estimation of multivariate probit models by exact maximum likelihood**," Working Papers, University of Lausanne, Institute of Health Economics and Management (IEMS) 0902, University of Lausanne, Institute of Health Economics and Management (IEMS). - Imbens, Guido W. & Kalyanaraman, Karthik, 2009.
"
**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**," IZA Discussion Papers 3995, Institute for the Study of Labor (IZA). - Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009.
"
**Structural Vector Autoregressions with Markov Switching**," Economics Working Papers, European University Institute ECO2009/06, European University Institute. - Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009.
"
**Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP**," Economics Working Papers, European University Institute ECO2009/13, European University Institute. - Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"
**On the Statistical Identification of DSGE Models**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7176, C.E.P.R. Discussion Papers. - JordÃ , Ã’scar & Marcellino, Massimiliano, 2008.
"
**Path Forecast Evaluation**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7009, C.E.P.R. Discussion Papers. - Ackerberg, Daniel & Devereux, Paul J., 2008.
"
**Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6926, C.E.P.R. Discussion Papers. - Alberto Abadie & Guido Imbens, 2009.
"
**A Martingale Representation for Matching Estimators**," NBER Working Papers 14756, National Bureau of Economic Research, Inc. - Rangan Gupta & Alain Kabundi, 2009.
"
**Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions**," Working Papers 200907, University of Pretoria, Department of Economics. - Devereux, Paul J. & Tripathi, Gautam, 2008.
"
**Optimally Combining Censored and Uncensored Datasets**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6990, C.E.P.R. Discussion Papers. - Meenagh, David & Minford, Patrick & Wickens, Michael R, 2008.
"
**Testing a DSGE Model of the EU Using Indirect Inference**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6838, C.E.P.R. Discussion Papers. - Miguel A. Delgado & Carlos Velasco, 2009.
"
**A new class of distribution-free tests for time series models specification**," Economics Working Papers we090904, Universidad Carlos III, Departamento de EconomÃa. - Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008.
"
**Model specification, observational equivalence and performance of unit root tests**," MPRA Paper 13489, University Library of Munich, Germany. - Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso, 2008.
"
**A Monthly Indicator of the Euro Area GDP**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7007, C.E.P.R. Discussion Papers. - Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009.
"
**Assessing Indexation-Based Calvo Inflation Models**," Working Papers, Bank of Canada 09-7, Bank of Canada. - Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"
**A New Method for Identifying the Effects of Foreign Exchange Interventions**," IMES Discussion Paper Series 09-E-06, Institute for Monetary and Economic Studies, Bank of Japan. - Busso, Matias & DiNardo, John & McCrary, Justin, 2009.
"
**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**," IZA Discussion Papers 3998, Institute for the Study of Labor (IZA). - Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008.
"
**Most Stringent Test for Location Parameter of a Random Number from Cauchy Density**," MPRA Paper 13492, University Library of Munich, Germany. - Juan Carlos Escanciano, Javier Hualde, 2009.
"
**Persistence In Nonlinear Time Series: A Nonparametric Approach**," Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington 2009-003, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. - Blass, Asher & Lach, Saul & Manski, Charles, 2008.
"
**Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7030, C.E.P.R. Discussion Papers. - Item repec:pri:indrel:1118 is not listed on IDEAS anymore
- Bonnet, CÃ©line & Dubois, Pierre, 2008.
"
**Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6918, C.E.P.R. Discussion Papers. - Artem Prokhorov & Peter Schmidt, 2009.
"
**Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas**," Working Papers, Concordia University, Department of Economics 09002, Concordia University, Department of Economics.