Report NEP-ECM-2007-11-03This 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.
The following items were announced in this report:
- Liesenfeld, Roman & Richard, Jean-François, 2007. "The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation," Economics Working Papers 2007,26, Christian-Albrechts-University of Kiel, Department of Economics.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
- Alfredo A. Romero, 2007. "A Note on the Use of R-squared in Model Selection," Working Papers 62, Department of Economics, College of William and Mary.
- Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
- Knüppel, Malte & Tödter, Karl-Heinz, 2007. "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies 2007,25, Deutsche Bundesbank, Research Centre.
- DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François, 2007. "An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations," Economics Working Papers 2007,25, Christian-Albrechts-University of Kiel, Department of Economics.
- John M. Maheu & Thomas H. McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper Series 19-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
- Richard H. Spady, 2007. "Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences," Economics Working Papers ECO2007/29, European University Institute.
- Joshua Gallin & Randal Verbrugge, 2007. "Improving the CPI’s Age-Bias Adjustment: Leverage, Disaggregation and Model Averaging," Working Papers 411, U.S. Bureau of Labor Statistics.
- Brad Baxter & Liam Graham & Stephen Wright, 2007. "The Endogenous Kalman Filter," Birkbeck Working Papers in Economics and Finance 0719, Birkbeck, Department of Economics, Mathematics & Statistics.
- Ravi Kanbur & Stuart Sayer & Andy Snell, 2007. "Inequality Measures as Tests of Fairness in an Economy," ESE Discussion Papers 174, Edinburgh School of Economics, University of Edinburgh.
- Patrick Fève & Alain Guay, 2007. "Identification of Technology Shocks in Structural VARs," Cahiers de recherche 0736, CIRPEE.