NEP-ECM-2009-03-14

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2009-03-14

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:

Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, School of Economics and Management, University of Aarhus. [Downloadable!]
Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," ECARES Working Papers 2009_005, Université Libre de Bruxelles, Ecares. [Downloadable!]
Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 13913, University Library of Munich, Germany. [Downloadable!]
Contini, Bruno, 2009. "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers 4035, Institute for the Study of Labor (IZA). [Downloadable!]
Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009. "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics 219, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
David Peel & Ivan Paya & Ioannis A. Venetis, 2009. "ESTAR model with multiple fixed points. Testing and Estimation," Working Papers 005916, Lancaster University Management School, Economics Department. [Downloadable!]
Guillermo Benavides & Carlos Capistrán, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México. [Downloadable!]
Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009. "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers 0034, University of Peloponnese, Department of Economics. [Downloadable!]
Giorgio Calzolari & Laura Magazzini, 2009. "Poor identification and estimation problems in panel data models with random effects and autocorrelated errors," Working Papers 53, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
Jose Gonzalo Rangel & Robert F. Engle, 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México. [Downloadable!]
Leonardo Melosi, 2009. "A Likelihood Analysis of Models with Information Frictions," PIER Working Paper Archive 09-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales. [Downloadable!]

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.