Printed from https://ideas.repec.org/n/nep-ecm/2006-10-28.html
Report NEP-ECM-2006-10-28
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:
- Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006, "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5829, Sep.
- Item repec:cep:stiecm:/2006/503 is not listed on IDEAS anymore
- Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585, Oct.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5724, Jun.
- Zhongjun Qu & Pierre Perron, 2006, "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-011, Feb.
- Molina, Isabel, 2006, "Uncertainty under a multivariate nested-error regression model with logarithmic transformation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws066117, Oct.
- Ai Deng & Pierre Perron, 2005, "The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-046, Nov.
- Chang Sik Kim & Peter C.B. Phillips, 2006, "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1587, Oct.
- Item repec:bos:wpaper:wp2005-048 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2006/505 is not listed on IDEAS anymore
- George Athanasopoulos & Rob J. Hyndman, 2006, "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/06, Oct.
- Ivan Fernandez-Val, 2005, "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-38, Oct.
- Item repec:cep:stiecm:/2006/504 is not listed on IDEAS anymore
- Stanislav Anatolyev, 2005, "Optimal Instruments in Time Series: A Survey," Working Papers, Center for Economic and Financial Research (CEFIR), number w0069, Oct.
- Offer Lieberman & Peter C.B. Phillips, 2006, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1586, Oct.
- Klein, Roger & Vella, Francis, 2006, "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2378, Oct.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0330, Oct.
- Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, Center for Economic and Financial Research (CEFIR), number w0071, Aug.
- Item repec:cep:stiecm:/2006/506 is not listed on IDEAS anymore
- Angelucci, Manuela & Attanasio, Orazio, 2006, "Estimating ATT Effects with Non-Experimental Data and Low Compliance," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2368, Oct.
- Item repec:dgr:kubcen:200699 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2006/509 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200695 is not listed on IDEAS anymore
- Gary Biglaiser & Ching-to Albert Ma, 2006, "Moonlighting: Public Service and Private Practice," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-015, Mar.
- A. Prinzie & D. Van Den Poel, 2006, "Exploiting Randomness for Feature Selection in Multinomial Logit: a CRM Cross-Sell Application," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/390, May.
- Zhao, Zhong, 2006, "Matching Estimators and the Data from the National Supported Work Demonstration Again," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2375, Oct.
- Ruiz Ortega, Esther & Veiga, Helena, 2006, "Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws066016, Oct.
- Reichlin, Lucrezia & Giannone, Domenico, 2006, "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5725, Jun.
- Gerlach, Stefan & Assenmacher, Katrin, 2006, "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5723, Jun.
- Frank A Cowell, 2006, "Inequality: Measurement," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 86, Aug.
- Edward L. Glaeser, 2006, "Researcher Incentives and Empirical Methods," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0329, Oct.
- Tatsuma Wada & Pierre Perron, 2005, "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-44, Oct.