Report NEP-ECM-2005-12-09

This 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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Kilian, Lutz & Inoue, Atsushi, 2005, "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5304, Oct.
• Seung Hyun Hong & Peter C. B. Phillips, 2005, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1541, Dec.
• Timmermann, Allan, 2005, "Forecast Combinations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5361, Nov.
• Joerg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," CESifo Working Paper Series, CESifo, number 1565.
• Yingyao Hu & Geert Ridder, 2005, "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.39, Oct.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 196, Dec.
• Farmer, Roger & Henry, Jerome & Marcellino, Massimiliano & Beyer, Andreas, 2005, "Factor Analysis in a New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5266, Oct.
• Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde, 2005, "Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors," CESifo Working Paper Series, CESifo, number 1558.
• Troy Matheson, 2005, "Factor model forecasts for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/01, May.
• Pedro H. Albuquerque, 2005, "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics, University Library of Munich, Germany, number 0511017, Nov, revised 27 Nov 2005.
• Marcellino, Massimiliano, 2005, "Pooling-based data interpolation and backdating," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5295, Oct.
• Peter C. B. Phillips, 2005, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1540, Dec.
• Marcella Veronesi & Anna Alberini & Joseph C. Cooper, 2005, "Detecting Starting Point Bias in Dichotomous-Choice Contingent Valuation Surveys," Working Papers, Fondazione Eni Enrico Mattei, number 2005.119, Sep.
• Kirdan Lees & Troy Matheson, 2005, "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/02, Oct.
• Parigi, Giuseppe & Golinelli, Roberto, 2005, "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5302, Oct.
• Fougère, Denis & Kamionka, Thierry, 2005, "Econometrics of Individual Labor Market Transitions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1850, Nov.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5279, Oct.
• Favero, Carlo A. & Marcellino, Massimiliano, 2005, "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5294, Oct.
• Haupt, Harry & Oberhofer, Walter, 2005, "On autoregressive errors in singular systems of equations," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 410.
• Raquel Andres & Samuel Calonge, 2005, "Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 09, Nov.
• Bauer, Thomas & Sinning, Mathias, 2005, "Blinder-Oaxaca Decomposition for Tobit Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5309, Oct.
• Kevin D. Hoover & Mark V. Siegler, 2005, "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics, University Library of Munich, Germany, number 0511018, Nov.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1873, Dec.
• Evans, Martin D.D., 2005, "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5270, Oct.
• M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," CESifo Working Paper Series, CESifo, number 1599.

Report NEP-ECM-2005-12-09

This 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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: