Report NEP-ECM-2007-02-10

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:

• Yukitoshi Matsushita, 2007, "Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-466, Feb.
• Yukitoshi Matsushita, 2007, "t-Tests in a Structural Equation with Many Instruments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-467, Feb.
• Feng, Yuanhua & Yu, Keming, 2006, "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper, University Library of Munich, Germany, number 1597.
• Masato Ubukata & Kosuke Oya, 2007, "Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-03, Feb.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
• Alkhamisi, M.A. & Shukur, Ghazi, 2007, "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 80, Jan.
• John Galbraith & Greg Tkacz, 2007, "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers, Bank of Canada, number 07-1, DOI: 10.34989/swp-2007-1.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006, "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper, University Library of Munich, Germany, number 1593.
• Andrew Ching & Susumu Imai & Neelam Jain, 2006, "Bayesian Estimation Of Dynamic Discrete Choice Models," Working Paper, Economics Department, Queen's University, number 1118, Dec.
• Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007, "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/2, Jan, revised Apr 2008.
• Feng, Yuanhua, 2006, "A local dynamic conditional correlation model," MPRA Paper, University Library of Munich, Germany, number 1592.
• Juan Carlos Escanciano & Kyungchul Song, 2007, "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-005, Jan.
• Item repec:iim:iimawp:2007-01-08 is not listed on IDEAS anymore

• Juan Carlos Escanciano & Silvia Mayoral, 2007, "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/07, Jan.
• John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
• Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007, "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 642, Jan.
• Item repec:pra:mprapa:1697 is not listed on IDEAS anymore

• Tatsuya Kubokawa, 2006, ""Linear Mixed Models and Small Area Estimation"(in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-171, Dec.
• Olivier Parent & James P. Lesage, 2007, "Bayesian Model Averaging for Spatial Econometric Models ," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2007-02.
• Item repec:hum:wpaper:sfb649dp2007-005 is not listed on IDEAS anymore

• Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 170.
• A. Prinzie & D. Van Den Poel, 2007, "Random Forrests for Multiclass classification: Random Multinomial Logit," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/435, Jan.
• Rasmus Kattai, 2007, "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers, Bank of Estonia, number 2007-01, Jan, revised 02 Jan 2007.
• Item repec:pra:mprapa:1695 is not listed on IDEAS anymore

• Bruno Eklund, 2007, "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics, Department of Economics, Central bank of Iceland, number wp33_bruno, Jan.
• Arz, Stephanus, 2006, "A new mixed multiplicative-additive model for seasonal adjusment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,47.
• Fanelli, Luca, 2006, "Present value relations, Granger non-causality and VAR stability," MPRA Paper, University Library of Munich, Germany, number 1642, Dec.
• Markus Pannenberg & Martin Spieß, 2007, "GEE Estimation of a Two-Equation Panel Data Model: An Analysis of Wage Dynamics and the Incidence of Profit-Sharing in West Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 663.
• Prof John Foster, 2007, "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 343.
• Troy Matheson & James Mitchell & Brian Silverstone, 2007, "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/02, Feb.

Report NEP-ECM-2007-02-10

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: