Report NEP-ECM-2012-07-01This 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:
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
- Tommaso, Proietti & Alessandra, Luati, 2012. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper 39600, University Library of Munich, Germany.
- Clément de Chaisemartin, 2012. "Late again, whithout Monotonicity," Working Papers 2012-12, Centre de Recherche en Economie et Statistique.
- John H. Cochrane, 2012. "Continuous-Time Linear Models," NBER Working Papers 18181, National Bureau of Economic Research, Inc.
- Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent, 2012. "Screening for Collusion: A Spatial Statistics Approach," Tinbergen Institute Discussion Papers 12-058/1, Tinbergen Institute.
- Lo, Simon M.S. & Stephan, Gesine & Wilke, Ralf, 2012. "Estimating the Latent Effect of Unemployment Benefits on Unemployment Duration," IZA Discussion Papers 6650, Institute for the Study of Labor (IZA).
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.