Printed from https://ideas.repec.org/n/nep-ecm/2007-06-11.html
Report NEP-ECM-2007-06-11
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:
- Christian T. Brownlees & Giampiero Gallo, 2007, "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_02, May.
- Item repec:chf:rpseri:rp30 is not listed on IDEAS anymore
- Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 13134, May.
- Item repec:chf:rpseri:rp32 is not listed on IDEAS anymore
- Sowell, Fallaw, 2006, "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper, University Library of Munich, Germany, number 3356, Jul, revised May 2007.
- Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007, "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Statistics Norway, Research Department, number 504, May.
- Michael McAller & Marcelo C. Medeiros, 2007, "A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 544, Apr.
- Item repec:qmw:qmwecw:wp602 is not listed on IDEAS anymore
- Item repec:mis:wpaper:20070501 is not listed on IDEAS anymore
- Robert M. de Jong & Tiemen Woutersen, 2007, "Dynamic time series binary choice," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 538, Jun.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2006, "Panel Unit Root Tests and Spatial Dependence," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 88, Dec.
- Paul Wachtel & Iftekhar Hasan & Mingming Zhou, 2007, "Institutional Development, Financial Deepening and Economic Growth: Evidence from China," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-16.
- Item repec:chf:rpseri:rp33 is not listed on IDEAS anymore
- Theodoridis, Konstantinos, 2007, "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/15, Jun.
- Thomas A. Severini & Gautam Tripathi, 2007, "Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors," Working papers, University of Connecticut, Department of Economics, number 2007-18, May.
- Item repec:hum:wpaper:sfb649dp2007-035 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp601 is not listed on IDEAS anymore
- Teräsvirta, Timo & Zhao, Zhenfang, 2007, "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 662, Jun, revised 01 Aug 2007.
- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007, "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-10.
- William Greene, 2007, "Fixed and Random Effects Models for Count Data," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-15.
- Paul Turner, 2007, "Testing for cointegration using the Johansen approach: Are we using the correct critical values?," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_12, May, revised May 2007.
- Qian Chen & David E. Giles, 2007, "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers, Department of Economics, University of Victoria, number 0702, May.
- Giampiero Gallo & Margherita Velucchi, 2007, "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_01, May.
- Qian Chen & David E. Giles, 2007, "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers, Department of Economics, University of Victoria, number 0703, May.
- Katsuyuki Shibayama, 2007, "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics, School of Economics, University of Kent, number 0703, Jan.
- Mishra, SK, 2007, "Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables," MPRA Paper, University Library of Munich, Germany, number 3333, May.
- John C. Bergstrom & Laura O. Taylor, 2006, "Using Meta Analysis for Benefits Transfer: Theory and Practice," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2006-12, Oct, revised Jul 2007.
- Mishra, SK, 2007, "A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis," MPRA Paper, University Library of Munich, Germany, number 3377, Jun.
- Item repec:lic:licosd:18207 is not listed on IDEAS anymore
- Jean-François Angers & Denise Desjardins & Georges Dionne & Benoit Dostie & François Guertin, 2007, "Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data," Cahiers de recherche, CIRPEE, number 0714.
- Colignatus, Thomas, 2007, "The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table," MPRA Paper, University Library of Munich, Germany, number 3351, May, revised 14 May 2007.
- Jäckle, Annette & Noah Uhrig, S.C. & Laurie, Heather, 2007, "The introduction of dependent interviewing on the British Household Panel Survey," ISER Working Paper Series, Institute for Social and Economic Research, number 2007-07, May.