Printed from https://ideas.repec.org/n/nep-ecm/2007-04-09.html
Report NEP-ECM-2007-04-09
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:kubcen:200723 is not listed on IDEAS anymore
- Item repec:mea:ivswpa:528 is not listed on IDEAS anymore
- Manuel Arellano & Stéphane Bonhomme, 2007, "Robust priors in nonlinear panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/07, Mar.
- John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
- Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.
- Patrick Richard, 2007, "ARMA Sieve bootstrap unit root tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-05, revised Jul 2009.
- Item repec:acb:camaaa:2006-18 is not listed on IDEAS anymore
- De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006, "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
- Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
- Victor Aguirregabiria, 2007, "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-282, Mar.
- Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006, "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 535, Dec.
- Le-Yu Chen, 2007, "Semiparametric identification of structural dynamic optimal stopping time models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/07, Mar.
- Item repec:dgr:umamet:2007009 is not listed on IDEAS anymore
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007, "Multivariate stochastic volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-488, May.
- Thanasis Stengos & Ximing Wu, 2006, "Information-Theoretic Distribution Test with Application to Normality," Working Papers, University of Guelph, Department of Economics and Finance, number 0604.
- Konstantin A. Kholodilin, 2007, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 13, Feb.
- Item repec:rwi:dpaper:0049 is not listed on IDEAS anymore
- Neil Kellard & John Nankervis & Fotis Papadimitriou, 2007, "Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 129, Feb.
- Item repec:qmw:qmwecw:wp594 is not listed on IDEAS anymore
- Andrew Chesher, 2007, "Endogeneity and discrete outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/07, Mar.
- Kleopatra Nikolaou, 2007, "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 46, Feb.
- Wittenberg, Martin, 2007, "Testing for a common latent variable in a linear regression," MPRA Paper, University Library of Munich, Germany, number 2550, Mar.
- van den Berg, Gerard, 2007, "An economic analysis of exclusion restrictions for instrumental variable estimation," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2007:10, Feb.
- Ozun, Alper & Cifter, Atilla, 2007, "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper, University Library of Munich, Germany, number 2481, Feb.
- Ángel León & Javier Mencía & Enrique Sentana, 2007, "Parametric properties of semi-nonparametric distributions, with applications to option valuation," Working Papers, Banco de España, number 0707, Mar.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007, "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 164, Feb.
- Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard, 2007, "A State Space Approach To The Policymaker's Data Uncertainty Problem," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 168, Feb.
- Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007, "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 99, Feb.