Report NEP-ECM-2005-10-15This 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:
- Jonathan B. Hill, 2005. "On Tail Index Estimation Using Dependent,Heterogenous Data," Working Papers 0512, Florida International University, Department of Economics.
- Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CIRJE F-Series CIRJE-F-369, CIRJE, Faculty of Economics, University of Tokyo.
- Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
- Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series 190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2005. "Methods for Improvement in Estimation of a Normal Mean Matrix," CIRJE F-Series CIRJE-F-378, CIRJE, Faculty of Economics, University of Tokyo.
- Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jean-Lois Arcand & Béatrice d'Hombres, 2005. "Testing for Separation in Agricultural Household Models and Unobservable Individual Effects: A Note," Microeconomics 0510007, EconWPA.
- Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Juan M.C. Larrosa, 2005. "Compositional Time Series: Past and Present," Econometrics 0510002, EconWPA.
- Andreoni,J. & Harbaugh,W.T., 2005. "Power indices for revealed preference tests," Working papers 10, Wisconsin Madison - Social Systems.
- J. Scott Armstrong & Kesten C. Green, 2005. "Demand Forecasting: Evidence-based Methods," Monash Econometrics and Business Statistics Working Papers 24/05, Monash University, Department of Econometrics and Business Statistics.
- Brock,W.A. & Durlauf,S.N., 2004. "Identification of binary choice models with social interactions," Working papers 2, Wisconsin Madison - Social Systems.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
- Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
- Jeffrey Grogger, 2005. "Markov Forecasting Methods for Welfare Caseloads," NBER Working Papers 11682, National Bureau of Economic Research, Inc.
- Nobuaki Hoshino, 2005. "On a limiting quasi-multinomial distribution," CIRJE F-Series CIRJE-F-361, CIRJE, Faculty of Economics, University of Tokyo.
- Item repec:isu:genres:12427 is not listed on IDEAS anymore
- Durlauf,S.N. & Johnson,P.A. & Temple,J.R.W., 2004. "Growth econometrics," Working papers 18, Wisconsin Madison - Social Systems.