NEP-ECM-2009-05-23

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Report NEP-ECM-2009-05-23

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:

Dinghai Xu, 2009. "An Efficient Estimation for Switching Regression Models: A Monte Carlo Study," Working Papers 0903, University of Waterloo, Department of Economics, revised Apr 2009. [Downloadable!]
Charalambos G. Tsangarides & Alin Mirestean & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 09/74, International Monetary Fund. [Downloadable!]
Mutl, Jan, 2009. "Panel VAR Models with Spatial Dependence," Economics Series 237, Institute for Advanced Studies. [Downloadable!]
Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ioannis Kasparis & Peter C. B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics. [Downloadable!]
Dominique Guegan & Zhiping Lu, 2009. "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne 09015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009. "The Limited Information Maximum Likelihood Estimator as an Angle," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008. "Exponential smoothing and non-negative data," Working Papers 2008-003, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Sergio Urzua & James J. Heckman, 2009. "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," Working Papers 200906, Geary Institute, University College Dublin. [Downloadable!]
Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour : An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research. [Downloadable!]
Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research. [Downloadable!]
Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Posterior analysis for some classes of nonparametric models," ICER Working Papers - Applied Mathematics Series 05-2008, ICER - International Centre for Economic Research. [Downloadable!]
Ahlgren, Niklas & Juselius, Mikael, 2009. "Tests for Cointegration Rank and the Initial Condition," Working Papers 539, Hanken School of Economics. [Downloadable!]
Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009. "Evaluation of multivariate surveillance," Research Reports 2009:1, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]
Jean-Pierre H. Dubé & Jeremy T. Fox & Che-Lin Su, 2009. "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation," NBER Working Papers 14991, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Christophe Ley & Davy Paindaveine, 2009. "On the Singularity of Multivariate Skew-Symmetric Models," ECARES Working Papers 2009_017, Université Libre de Bruxelles, Ecares. [Downloadable!]

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

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