Report NEP-ECM-2010-04-11This 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:
- Firpo, Sergio, 2010. "Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures," IZA Discussion Papers 4841, Institute for the Study of Labor (IZA).
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 557, The Johns Hopkins University,Department of Economics.
- Item repec:stn:sotoec:1007 is not listed on IDEAS anymore
- Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank 1155, European Central Bank.
- Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper Series, The Rimini Centre for Economic Analysis 04_10, The Rimini Centre for Economic Analysis.
- Arvid Raknerud & Ã˜ivind Skare, 2010. "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Research Department of Statistics Norway 614, Research Department of Statistics Norway.
- Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010. "Bond Risk Premia Forecasting: A Simple Approach for ExtractingÂ¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen 2010-09, Department of Economics, University of St. Gallen.
- Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," BORRADORES DE ECONOMIA 006859, BANCO DE LA REPÃšBLICA.
- Russell Cooper & John Haltiwanger & Jonathan L. Willis, 2010. "Euler-equation estimation for discrete choice models: a capital accumulation application," Research Working Paper, Federal Reserve Bank of Kansas City RWP 10-04, Federal Reserve Bank of Kansas City.
- Maria Grith & Wolfgang Karl HÃ¤rdle & Melanie Schienle, 2010. "Nonparametric Estimation of Risk-Neutral Densities," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Item repec:nsr:niesrd:342 is not listed on IDEAS anymore
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010. "On the Hansen-Jagannathan distance with a no-arbitrage constraint," Working Paper, Federal Reserve Bank of Atlanta 2010-04, Federal Reserve Bank of Atlanta.
- Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010. "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics 10/04, University of Nottingham, Granger Centre for Time Series Econometrics.
- Christian CalmÃ¨s & Denis Cormier & Francois Racicot & Raymond ThÃ©oret, 2010. "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series, DÃ©partement des sciences administratives, UQO UQO-DSA-wp012010, DÃ©partement des sciences administratives, UQO.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series, European Central Bank 1157, European Central Bank.