Report NEP-ECM-2009-10-10

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Other reports in NEP-ECM

The following items were anounced in this report:

• Stefano Magrini & Margherita Gerolimetto, 2009. "Nonparametric regression with spatially dependent data," Working Papers 2009_20, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
• Chuan Goh, 2009. "Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations," Working Papers tecipa-374, University of Toronto, Department of Economics. [Downloadable!]
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers 2009-45, School of Economics and Management, University of Aarhus. [Downloadable!]
• Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria. [Downloadable!]
• Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2009. "Local polynomial Whittle estimation of perturbed fractional processes," Working Papers 1218, Queen's University, Department of Economics. [Downloadable!]
• Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009. [Downloadable!]
• Westerlund, Joakim, 2009. "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics 384, Göteborg University, Department of Economics. [Downloadable!]
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, School of Economics and Management, University of Aarhus. [Downloadable!]
• Chuan Goh, 2009. "Efficient Semiparametric Detection of Changes in Trend," Working Papers tecipa-373, University of Toronto, Department of Economics. [Downloadable!]
• Caner, Mehmet & Sandler Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 17689, University Library of Munich, Germany. [Downloadable!]
• Eberhardt, Markus & Bond, Stephen, 2009. "Cross-section dependence in nonstationary panel models: a novel estimator," MPRA Paper 17692, University Library of Munich, Germany, revised 14 Oct 2009. [Downloadable!]
• Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, School of Economics and Management, University of Aarhus. [Downloadable!]
• Gary Koop & Dimitris Korobilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 09-17, University of Strathclyde Business School, Department of Economics. [Downloadable!]
• David E. Giles & Hui Feng, 2009. "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers 0908, Department of Economics, University of Victoria. [Downloadable!]
• Eiji Kurozumi & Shinya Tanaka, 2009. "Reducing the Size Distortion of the KPSS Test," Global COE Hi-Stat Discussion Paper Series gd09-085, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Dinghai Xu, 2009. "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers 0904, University of Waterloo, Department of Economics, revised Sep 2009. [Downloadable!]
• Nicolas Debarsy & Cem Ertur, 2009. "Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model," Post-Print halshs-00414133_v1, HAL. [Downloadable!]
• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009. "The multivariate supOU stochastic volatility model," CREATES Research Papers 2009-42, School of Economics and Management, University of Aarhus. [Downloadable!]
• Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, School of Economics and Management, University of Aarhus. [Downloadable!]
• Tilak Abeysinghe & Jiaying Gu, 2009. "Does the IV estimator establish causality? Re-examining Chinese fertility-growth relationship," SCAPE Policy Research Working Paper Series 0902, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
• Flores, Carlos A. & Mitnik, Oscar A., 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers 4451, Institute for the Study of Labor (IZA). [Downloadable!]
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. SEGeS. [Downloadable!]
• Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, School of Economics and Management, University of Aarhus. [Downloadable!]
• Stefan Zeugner & Martin Feldkircher, 2009. "Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging," IMF Working Papers 09/202, International Monetary Fund. [Downloadable!]
• Bjerk, David, 2009. "How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?," IZA Discussion Papers 4387, Institute for the Study of Labor (IZA). [Downloadable!]
• Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research. [Downloadable!]
• Rossana Merola, 2009. "A bayesian estimation of a DSGE model with financial frictions," CEIS Research Paper 149, Tor Vergata University, CEIS, revised 01 Oct 2009. [Downloadable!]
• Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics. [Downloadable!]
• J. P. Bouchaud & M. Potters, 2009. "Financial Applications of Random Matrix Theory: a short review," Quantitative Finance Papers 0910.1205, arXiv.org. [Downloadable!]
• Cheti Nicoletti & Franco Peracchi & Francesca Foliano, 2009. "Estimating Income Poverty in the Presence of Missing Data and Measurement Error," CEIS Research Paper 145, Tor Vergata University, CEIS, revised 30 Sep 2009. [Downloadable!]
• Selim Elekdag & Prakash Kannan, 2009. "Incorporating Market Information into the Construction of the Fan Chart," IMF Working Papers 09/178, International Monetary Fund. [Downloadable!]
• Zied Ftiti, 2009. "The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis," Working Papers 0918, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
• Comerford, David & Delaney, Liam & Harmon, Colm P., 2009. "Experimental Tests of Survey Responses to Expenditure Questions," IZA Discussion Papers 4389, Institute for the Study of Labor (IZA). [Downloadable!]
• Hagen, Tobias & Mohl, Philipp, 2009. "Econometric evaluation of EU Cohesion Policy: a survey," ZEW Discussion Papers 09-052, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

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