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Report NEP-ECM-2009-07-11
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 or RSS Other reports in NEP-ECM
The following items were anounced in this report:
Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009.
"Forecasting with Spatial Panel Data ,"
IZA Discussion Papers
4242, Institute for the Study of Labor (IZA).
[Downloadable!] Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009.
"Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients ,"
Working Papers
645, Queen Mary, University of London, Department of Economics.
[Downloadable!] Gunnar Bardsen & Helmut Luetkepohl, 2009.
"Forecasting Levels of log Variables in Vector Autoregressions ,"
Economics Working Papers
ECO2009/24, European University Institute.
[Downloadable!] Kevin E. Staub & Rainer Winkelmann, 2009.
"Robust estimation of zero-inflated count models ,"
Working Papers
0908, University of Zurich, Socioeconomic Institute.
[Downloadable!] Aguirregabiria, Victor, 2009.
"Econometric Issues and Methods in the Estimation of Production Functions ,"
MPRA Paper
15973, University Library of Munich, Germany.
[Downloadable!] Yoshitsugu Kitazawa, 2009.
"Equidispersion and moment conditions for count panel data model ,"
Discussion Papers
33, Kyushu Sangyo University, Faculty of Economics.
[Downloadable!] Aguirregabiria, Victor, 2009.
"Some Notes on Sample Selection Models ,"
MPRA Paper
15974, University Library of Munich, Germany.
[Downloadable!] Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009.
"Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy ,"
Global COE Hi-Stat Discussion Paper Series
gd09-072, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Yoshitsugu Kitazawa, 2009.
"A negative binomial model and moment conditions for count panel data ,"
Discussion Papers
34, Kyushu Sangyo University, Faculty of Economics.
[Downloadable!] Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009.
"Forecasting with Factor-augmented Error Correction Models ,"
RSCAS Working Papers
2009/32, European University Institute.
[Downloadable!] Hirano, Keisuke & Porter, Jack, 2009.
"Impossibility Results for Nondifferentiable Functionals ,"
MPRA Paper
15990, University Library of Munich, Germany.
[Downloadable!] Jesus Crespo Cuaresma & Martin Feldkircher, 2009.
"Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe ,"
Working Papers
2009-17, Faculty of Economics and Statistics, University of Innsbruck.
[Downloadable!] Camacho, Maximo & Pérez-Quirós, Gabriel, 2009.
"Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth ,"
CEPR Discussion Papers
7343, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bent Jesper Christensen & Jie Zhu & Morten Ørregaard Nielsen, 2009.
"Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model ,"
Working Papers
1207, Queen's University, Department of Economics.
[Downloadable!] Vikström, Johan, 2009.
"Cluster sample inference using sensitivity analysis: the case with few groups ,"
Working Paper Series
2009:15, IFAU - Institute for Labour Market Policy Evaluation.
[Downloadable!] Jeremy T. Fox & Amit Gandhi, 2009.
"Identifying Heterogeneity in Economic Choice Models ,"
NBER Working Papers
15147, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009.
"An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application ,"
CREATES Research Papers
2009-28, School of Economics and Management, University of Aarhus.
[Downloadable!] Daniel Lehmann, 2009.
"Foundations of Non-Commutative Probability Theory ,"
Discussion Paper Series
dp514, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem.
[Downloadable!] Todd E. Clark, 2009.
"Real-time density forecasts from VARs with stochastic volatility ,"
Research Working Paper
RWP 09-08, Federal Reserve Bank of Kansas City.
[Downloadable!] Sören Lindner & Sonja Peterson & Wilhelm Windhorst, 2009.
"An Economic and Environmental Assessment of Carbon Capture and Storage (CCS) Power Plants – A Case Study for the City of Kiel ,"
Kiel Working Papers
1527, Kiel Institute for the World Economy.
[Downloadable!] Angel Bujosa Bestard & Antoni Riera Font & Robert L. Hicks, 2009.
"Combining discrete and continuous representations of preference heterogeneity: a latent class approach ,"
CRE Working Papers (Documents de treball del CRE)
2009/2, Centre de Recerca Econòmica (UIB ·"Sa Nostra").
[Downloadable!] Fabienne Féménia & Alexandre Gohin, 2009.
"Estimating censored and non homothetic demand systems: the generalized maximum entropy approach ,"
Working Papers SMART - LERECO
200912, INRA UMR SMART.
[Downloadable!] Dimitris Korobilis, 2009.
"Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models ,"
Working Papers
09-14, University of Strathclyde Business School, Department of Economics.
[Downloadable!] Item repec:fip:fedlwp:2009-25 is not listed on IDEAS anymore
Martin M. Andreasen, 2009.
"Stochastic Volatility and DSGE Models ,"
CREATES Research Papers
2009-29, School of Economics and Management, University of Aarhus.
[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 .