Report NEP-ECM-2009-10-17This 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:
- FÃ¨ve, P. & Matheron, J. & Sahuc, J-G., 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers, Banque de France 245, Banque de France.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers 1731, Cowles Foundation for Research in Economics, Yale University.
- Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 723, Bank of Italy, Economic Research and International Relations Area.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
- Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
- Deckers, Thomas & Hanck, Christoph, 2009. "Multiple Testing Techniques in Growth Econometrics," MPRA Paper 17843, University Library of Munich, Germany.
- Ming Yuan, 2009. "State price density estimation via nonparametric mixtures," Papers 0910.1430, arXiv.org.
- Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers, Banque de France 248, Banque de France.
- Victor, Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," MPRA Paper 17805, University Library of Munich, Germany.
- Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & FranÃ§ois Laisney., 2009. "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers, Banque de France 249, Banque de France.