Printed from https://ideas.repec.org/n/nep-ecm/2006-08-05.html
Report NEP-ECM-2006-08-05
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:
- Jung, Robert & Kukuk, Martin & Liesenfeld, Roman, 2005, "Time Series of Count Data: Modelling and Estimation," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-08.
- Alicia Pérez Alonso, 2006, "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-18, Jul.
- Schumacher, Christian, 2005, "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,24.
- Drescher, Daniel, 2005, "Alternative distributions for observation driven count series models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-11.
- Yuichi Kitamura, 2006, "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-430, Jun.
- Juan Mora & Ana I. Moro, 2006, "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-17, Jul.
- Liesenfeld, Roman & Richard, Jean-François, 2006, "Improving MCMC Using Efficient Importance Sampling," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-05.
- Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006, "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0651, Aug.
- Breitung, Jörg & Pesaran, Mohammad Hashem, 2005, "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,42.
- Masayuki Hirukawa, 2006, "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-431, Jun.
- Breitung, Jörg & Eickmeier, Sandra, 2005, "Dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,38.
- Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series, CESifo, number 1747.
- Samorodnitsky, Gennady & Rachev, Svetlozar T. & Kurz-Kim, Jeong-Ryeol, 2005, "Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,21.
- Christian Mueller, 2006, "Testing Temporal Disaggregation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-134, Apr, DOI: 10.3929/ethz-a-005187504.
- Item repec:imf:imfwpa:06/59 is not listed on IDEAS anymore
- Yi Zheng & James Rossiter, 2006, "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers, Bank of Canada, number 06-26, DOI: 10.34989/swp-2006-26.
- Item repec:pas:camaaa:2006-18 is not listed on IDEAS anymore
- Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS, number 82, May.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
- Knetsch, Thomas A., 2006, "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,12.
- Craig, Ben R. & Keller, Joachim, 2005, "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,05.
- Tommaso Proietti, 2006, "On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," CEIS Research Paper, Tor Vergata University, CEIS, number 84, May.