Printed from https://ideas.repec.org/n/nep-ecm/2007-01-23.html
Report NEP-ECM-2007-01-23
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:
- Item repec:dgr:uvatin:20060101 is not listed on IDEAS anymore
- Chuan Goh, 2007, "Nonparametric Inferences on Conditional Quantile Processes," Working Papers, University of Toronto, Department of Economics, number tecipa-277, Jan.
- Cheng Hsiao & Siyan Wang, 2006, "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.55, Sep.
- Item repec:awi:wpaper:0417 is not listed on IDEAS anymore
- Prof. Dr. Walter Krämer & Dr. Christoph Hanck, , "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 7, revised Oct 2006.
- Jushan Bai & Chihwa Kao & Serena Ng, 2007, "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 90, Jan.
- Badi H. Baltagi, 2006, "Random effects and Spatial Autocorrelations with Equal Weights," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 89, Dec.
- Hyungsik Roger Moon & Frank Schorfheide, 2006, "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.56, Oct.
- Caporin Massimiliano & Paruolo Paolo, 2005, "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0509, Dec.
- Guido W. Imbens & Whitney Newey & Geert Ridder, 2006, "Mean-squared-error Calculations for Average Treatment Effects," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.57, Nov.
- Bertocco Giancarlo, 2006, "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0605, Jul.
- Paruolo Paolo, 2005, "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0504, Sep.
- Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007, "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers, University of Crete, Department of Economics, number 0702, Sep.
- Item repec:ecb:ecbwps:20070712 is not listed on IDEAS anymore
- Secchi Davide & Zatti Andrea, 2005, "Pursuing the “Public Good:” Sustainable Development as a Common Goal for Social and Environmental Management," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0609, Jul.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007, "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers, University of Crete, Department of Economics, number 0704, Sep.
- Ulrich Fritsche & Joerg Doepke, 2006, "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200602, Feb.
- Item repec:hum:wpaper:sfb649dp2007-002 is not listed on IDEAS anymore
- Timotheos Angelidis & Stavros Degiannakis, 2007, "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers, University of Crete, Department of Economics, number 0701, Jan.
- Item repec:dgr:umamet:2006057 is not listed on IDEAS anymore
- Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
- Justin McCrary, 2007, "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0334, Jan.
- Fonseca Giovanni, 2005, "On the stability of nonlinear ARMA models," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0503, Jun.
- Martin Fukac & Adrian Pagan, 2006, "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/6, Nov.
- Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007, "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200702.
- Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, , "Structural change and estimated persistence in the GARCH(1,1)-model," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 5, revised May 2006.
- Petr Kadeřábek, 2006, "Correcting Predictive ModelCorrecting Models of Chaotic Reality," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/31, Dec, revised Dec 2006.
- Item repec:ins:quaeco:qf06010 is not listed on IDEAS anymore
- Lubos Pastor & Robert F. Stambaugh, 2007, "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12814, Jan.