Report NEP-ECM-2009-10-24

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The following items were anounced in this report:

• Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009. [Downloadable!]
• Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009. "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series CIRJE-F-671, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," Documents de travail du Centre d'Economie de la Sorbonne 09050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Benjamin Born & Jörg Breitung, 2009. "Simple Regression Based Tests for Spatial Dependence," Bonn Econ Discussion Papers bgse23_2009, University of Bonn, Germany. [Downloadable!]
• Item repec:nya:albaec:0907 is not listed on IDEAS anymore

• Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics In Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI. [Downloadable!]
• Chuan Goh, 2009. "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers tecipa-375, University of Toronto, Department of Economics. [Downloadable!]
• Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE. [Downloadable!]
• Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The Univeristy of Manchester. [Downloadable!]
• Cavait Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics. [Downloadable!]
• Willert, Juliane, 2009. "Mean Shift detection under long-range dependencies with ART," MPRA Paper 17874, University Library of Munich, Germany. [Downloadable!]
• Kelvin Balcombe & Aurelia Samuel & Iain Fraser, 2009. "Estimating WTP With Uncertainty Choice Contingent Valuation," Studies in Economics 0921, Department of Economics, University of Kent. [Downloadable!]
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009. "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper 150, Tor Vergata University, CEIS, revised 08 Oct 2009. [Downloadable!]
• Jalles, Joao Tovar, 2009. "Structural Time Series Models and the Kalman Filter: a concise review," FEUNL Working Paper Series wp541, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009. "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics 09/13, University of Canterbury, Department of Economics. [Downloadable!]
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank. [Downloadable!]
• Item repec:nya:albaec:0903 is not listed on IDEAS anymore

• Alain Monfort., 2009. "A sequential modelling of the VaR," Documents de Travail 250, Banque de France. [Downloadable!]
• Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification?," Working Papers wp2009_0905, CEMFI. [Downloadable!]
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne 09053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Kelvin Balcombe & Iain Fraser, 2009. "A General Treatment of Non-Response Data From Choice Experiments Using Logit Models," Studies in Economics 0916, Department of Economics, University of Kent. [Downloadable!]
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne 09054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The Univeristy of Manchester. [Downloadable!]
• Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
• Nicholas Longford, 2009. "A house price index defined in the potential outcomes framework," Economics Working Papers 1175, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009. "New panel tests to assess inflation persistence," Working Papers 54-2009, Macerata University, Department of Finance and Economic Sciences, revised Oct 2009. [Downloadable!]
• Item repec:nya:albaec:0906 is not listed on IDEAS anymore

• David Colander, 2009. "Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics," Middlebury College Working Paper Series 0912, Middlebury College, Department of Economics. [Downloadable!]

This page was last updated on 2009-11-29.