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Report NEP-ECM-2007-10-06
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:
- Yongmiao Hong & Yoon-Jin Lee, 2007, "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-019, Sep.
- Todd E. Clark & Michael W. McCracken, 2007, "Combining forecasts from nested models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-43.
- Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007, "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07039, Sep.
- Arulampalam, Wiji & Stewart, Mark, 2007, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3039, Sep.
- Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/22, Oct.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-time measurement of business conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 901.
- Marco S. Matsumura & Ajax R. B. Moreira, 2006, "Comparing Models for Forecasting the Yield Curve," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1245, Dec.
- Jim Albrecht & Aico van Vuuren & Susan Vroman, 2007, "Counterfactual Distributions with Sample Selection Adjustments: Econometric Theory and an Application to the Netherlands," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-06, Jul.