## 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 Twitter.

Other reports in NEP-ECM

The following items were announced in this report:

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