Printed from https://ideas.repec.org/n/nep-ecm/2007-01-28.html
Report NEP-ECM-2007-01-28
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:
- Item repec:cty:dpaper:0601 is not listed on IDEAS anymore
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007, "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6043, Jan.
- Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006, "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_15, Oct.
- Karel Mertens, 2006, "How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence," Economics Working Papers, European University Institute, number ECO2006/34.
- Adam Clements & Stan Hurn & Scott White, 2006, "Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3," NCER Working Paper Series, National Centre for Econometric Research, number 3, Aug.
- Stanislav Anatolyev, 2007, "Inference about predictive ability when there are many predictors," Working Papers, Center for Economic and Financial Research (CEFIR), number w0096, Jan.
- Stan Hurn & J.Jeisman & K.A. Lindsay, 2006, "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2," NCER Working Paper Series, National Centre for Econometric Research, number 2, Jul.
- Item repec:ven:wpaper:53_06 is not listed on IDEAS anymore
- Ziegler, Christina & Eickmeier, Sandra, 2006, "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,42.
- Marco Lombardi & Giorgio Calzolari, 2006, "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_07, Oct.
- Stanislav Anatolyev & Nikolay Gospodinov, 2007, "Modeling Financial Return Dynamics by Decomposition," Working Papers, Center for Economic and Financial Research (CEFIR), number w0095, Jan.
- Adrian pagan & Don Harding, 2006, "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series, National Centre for Econometric Research, number 1, Apr.
- Item repec:ven:wpaper:56_06 is not listed on IDEAS anymore
- de Luna, Xavier & Johansson, Per, 2007, "Matching estimators for the effect of a treatment on survival times," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2007:1, Jan.
- Stan Hurn & Ralf Becker, 2007, "Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8," NCER Working Paper Series, National Centre for Econometric Research, number 8, Jan.
- Item repec:cty:dpaper:0504 is not listed on IDEAS anymore
- Giovanni De Luca & Giampiero M. Gallo, 2005, "Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2005_11, Oct.
- Roberto Leon-Gonzalez & Riccardo Scarpa, 2007, "Robust Benefit Function Transfer: A Bayesian Model Averaging Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/01, Jan.
- Christian Kascha & Karel Mertens, 2006, "Business Cycle Analysis and VARMA models," Economics Working Papers, European University Institute, number ECO2006/37.
- Christian T. Brownlees & Giampiero Gallo, 2006, "Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_03, Oct.
- Adrian Pagan & Hashem Pesaran, 2007, "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series, National Centre for Econometric Research, number 7, Jan.
- Item repec:cty:dpaper:0610 is not listed on IDEAS anymore
- Giampiero M. Gallo & Edoardo Otranto, 2005, "Volatility Transmission in Financial Markets: A New Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2005_10.
- Kremer, Michael & Glennerster, Rachel & Duflo, Esther, 2007, "Using Randomization in Development Economics Research: A Toolkit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6059, Jan.
- Alberto Abadie & Alexis Diamond & Jens Hainmueller, 2007, "Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0335, Jan.
- Martin Fukac & Adrian Pagan, 2006, "Limited Information Estimation and Evaluation of DSGE Models. Working paper #6," NCER Working Paper Series, National Centre for Econometric Research, number 6, Nov.
- Giampiero Gallo & Edoardo Otranto, 2006, "Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_04, Sep.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005, "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2005_15, Sep.