Report NEP-ECM-2009-08-08This 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:
- Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow 2009_28, Business School - Economics, University of Glasgow.
- Kuswanto, Heri, 2009. "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP), Leibniz UniversitÃ¤t Hannover, Wirtschaftswissenschaftliche FakultÃ¤t dp-425, Leibniz UniversitÃ¤t Hannover, Wirtschaftswissenschaftliche FakultÃ¤t.
- Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series, European Central Bank 1030, European Central Bank.
- Gerd Ronning, 2009. "Stochastische Ãœberlagerung mit Hilfe der Mischungsverteilung," IAW Discussion Papers, Institut fÃ¼r Angewandte Wirtschaftsforschung (IAW) 48, Institut fÃ¼r Angewandte Wirtschaftsforschung (IAW).
- Geweke, John & Amisano, Gianni, 2009. "Optimal Prediction Pools," Working Paper Series, European Central Bank 1017, European Central Bank.
- Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009. "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers 4329, Institute for the Study of Labor (IZA).
- Badi H. Baltagi & Long Liu, 2009. "A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 116, Center for Policy Research, Maxwell School, Syracuse University.
- LeÃ³n-Ledesma, Miguel A. & McAdam, Peter & Willman, Alpo, 2009. "Identifying the elasticity of substitution with biased technical change," Working Paper Series, European Central Bank 1001, European Central Bank.
- d'Haultfoeuille, Xavier & Maurel, Arnaud, 2009. "Another Look at the Identification at Infinity of Sample Selection Models," IZA Discussion Papers 4334, Institute for the Study of Labor (IZA).
- Ilenia Epifani & Rosella Nicolini, 2009. "On the density distribution across space: a probabilistic approach," UFAE and IAE Working Papers, Unitat de Fonaments de l'AnÃ lisi EconÃ²mica (UAB) and Institut d'AnÃ lisi EconÃ²mica (CSIC) 776.09, Unitat de Fonaments de l'AnÃ lisi EconÃ²mica (UAB) and Institut d'AnÃ lisi EconÃ²mica (CSIC).
- Eduardo Rossi & Paolo Santucci de Magistris, 2009. "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers 2009-30, School of Economics and Management, University of Aarhus.
- Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series, European Central Bank 1051, European Central Bank.
- Jakaitiene, Audrone & DÃ©es, StÃ©phane, 2009. "Forecasting the world economy in the short-term," Working Paper Series, European Central Bank 1059, European Central Bank.
- Modugno, Michele & Nikolaou, Kleopatra, 2009. "The forecasting power of internal yield curve linkages," Working Paper Series, European Central Bank 1044, European Central Bank.
- Item repec:dgr:eureir:1765016264 is not listed on IDEAS anymore
- Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II Îµ-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.