Report NEP-ECM-2009-07-17This 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:
- Alain Guay & Jean-Francois Lamarche, 2009. "Structural change tests based on implied probabilities for GEL criteria," Working Papers 0904, Brock University, Department of Economics, revised May 2011.
- Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics.
- Yingyao Hu & Geert Ridder, 2009. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive 554, The Johns Hopkins University,Department of Economics.
- Item repec:cty:dpaper:0909 is not listed on IDEAS anymore
- Stéphane Loisel & Nicolas Privault, 2009. "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print hal-00201347, HAL.
- Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Development Research Unit Working Paper Series 09/05, Monash University, Department of Economics.
- Min Wei & Jonathan Wright, 2009. "Confidence intervals for long-horizon predictive regressions via reverse regressions," Finance and Economics Discussion Series 2009-27, Board of Governors of the Federal Reserve System (U.S.).
- Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
- Sibbertsen, Philipp & Willert, Juliane, 2009. "Testing for a break in persistence under long-range dependencies and mean shifts," Hannover Economic Papers (HEP) dp-422, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Ralph W. Bailey, 2009. "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers 09-05, Department of Economics, University of Birmingham.
- Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.