Report NEP-ECM-2009-04-13This 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.
The following items were announced in this report:
- Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Purdue University Economics Working Papers 1217, Purdue University, Department of Economics.
- Malik, Sheheryar & Pitt, Michael K, 2009. "Modelling Stochastic Volatility with Leverage and Jumps : A Simulated Maximum Likelihood Approach via Particle Filtering," The Warwick Economics Research Paper Series (TWERPS) 897, University of Warwick, Department of Economics.
- Conniffe, Denis & O'Neill, Donal, 2009. "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers 4081, Institute for the Study of Labor (IZA).
- Olivier Ledoit & Sandrine Péché, 2009. "Eigenvectors of some large sample covariance matrices ensembles," IEW - Working Papers 407, Institute for Empirical Research in Economics - University of Zurich.
- Ferroni, Filippo, 2009. "Trend agnostic one step estimation of DSGE models," MPRA Paper 14550, University Library of Munich, Germany.
- Item repec:dgr:umamet:2009014 is not listed on IDEAS anymore
- Abadie, Alberto & Imbens, Guido W., 2009. "A Martingale Representation for Matching Estimators," IZA Discussion Papers 4073, Institute for the Study of Labor (IZA).
- Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute for the Study of Labor (IZA).
- Valerien O. Pede, 2009. "A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969-2003," Working Papers 09-03, Purdue University, College of Agriculture, Department of Agricultural Economics.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
- Gottlieb, Daniel & Kushnir, Leonid, 2009. "Social Policy Targeting and Binary Information Transfer between Surveys," Economics Discussion Papers 2009-19, Kiel Institute for the World Economy.
- Mohitosh Kejriwal, 2009. "The Nature of Persistence in Euro Area Inflation: A Reconsideration," Purdue University Economics Working Papers 1218, Purdue University, Department of Economics.
- Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2009. "Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis," NBER Working Papers 14860, National Bureau of Economic Research, Inc.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
- Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Banco de Espaï¿½a Working Papers 0906, Banco de Espa�a.
- Todd E. Elder & John H. Goddeeris & Steven J. Haider, 2009. "Unexplained Gaps and Oaxaca-Blinder Decompositions," CEPR Discussion Papers 600, Centre for Economic Policy Research, Research School of Economics, Australian National University.