Report NEP-ECM-2009-05-09This 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:
- Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman, 2009. "Principal Components and Long Run Implications of Multivariate Diffusions," Cowles Foundation Discussion Papers 1694, Cowles Foundation for Research in Economics, Yale University.
- Motoyama, Hitoshi & Takahashi, Hajime, 2005. "Smoothed Versions of Statistical Functionals from a Finite Population," Discussion Papers 2005-05, Graduate School of Economics, Hitotsubashi University.
- Kokholm, Thomas & Nicolato, Elisa, 2009. "Sato Processes in Default Modeling," Finance Research Group Working Papers F-2009-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Denis Belomestny & Anastasia Kolodko & John Schoenmakers, 2009. "Regression methods for stochastic control problems and their convergence analysis," SFB 649 Discussion Papers SFB649DP2009-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Chauvet, Marcelle & Senyuz, Zeynep, 2008. "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles," MPRA Paper 15076, University Library of Munich, Germany, revised Apr 2009.
- Nuria Torrado & Rosa E. Lillo & Michael P. Wiper, 2009. "On the Conjecture of Kochar and Korwar," Statistics and Econometrics Working Papers ws092108, Universidad Carlos III, Departamento de Estadística y Econometría.
- Paredes - Araya, Dusan, 2009. "A Methodology to Compute Regional Housing Index Price using Matching Estimator Methods," MPRA Paper 15016, University Library of Munich, Germany, revised 04 May 2009.
- Item repec:ecb:ecbwps:200901044 is not listed on IDEAS anymore
- Astrid Cullmann, 2009. "Benchmarking and Firm Heterogeneity in Electricity Distribution: A Latent Class Analysis of Germany," Discussion Papers of DIW Berlin 881, DIW Berlin, German Institute for Economic Research.
- Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
- Holinski Nils & Vermeulen Robert, 2009. "The International Wealth Effect: A Global Error-Correcting Analysis," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.