Printed from https://ideas.repec.org/n/nep-ecm/2008-01-05.html
Report NEP-ECM-2008-01-05
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:
- Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
- Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007, "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 98, Dec.
- Carling, Kenneth & Alam, Moudud, 2007, "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers, Örebro University, School of Business, number 2007:14, Sep.
- Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
- Item repec:bep:unimip:1063 is not listed on IDEAS anymore
- Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2007, "Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2007_08.
- Sarantis Tsiaplias, 2007, "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n18, Jun.
- Yingyao Hu & Matthew Shum, 2007, "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 541, Dec.
- Ralph D. Snyder & Adrian Beaumont, 2007, "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/07, Dec.
- Ethan Cohen-Cole & Todd Prono, 2007, "Loss distribution estimation, external data and model averaging," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-8.
- Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007, "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-35, Nov.
- Item repec:iwh:dispap:-07 is not listed on IDEAS anymore
- Andersson, Jonas & Moberg, Jan-Magnus, 2007, "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/28, Dec.
- Item repec:imf:imfwpa:07/264 is not listed on IDEAS anymore
- Yingyao Hu & Arthur Lewbel, 2007, "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 540, Nov.
- Item repec:hum:wpaper:sfb649dp2007-069 is not listed on IDEAS anymore
- Luis Fernando Melo & John Jairo Le�n & Dagoberto Saboya, 2007, "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia, Banco de la Republica, number 4391, Dec.
- Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007, "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers, University of Copenhagen. Department of Economics, number 07-34, Dec.
- Giaccaria Sergio & Frontuto Vito, 2007, "GIS and Geographically Weighted Regression in stated preferences analysis of the externalities produced by linear infrastructures," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 200710, Dec.
- Item repec:ecb:ecbwps:20070846 is not listed on IDEAS anymore
- Maria S. Heracleous, 2007, "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers, European University Institute, number ECO2007/60.
- Item repec:bep:unimip:1064 is not listed on IDEAS anymore
- Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2007, "Bayesian Model Averaging in the Context of Spatial Hedonic Pricing: An Application to Farmland Values," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2007-07, Nov.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007, "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6598, Dec.
- C.L. Skeels, 2007, "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series, The University of Melbourne, number 1020.
- Debopam Bhattacharya & Bhashkar Mazumder, 2007, "Nonparametric analysis of intergenerational income mobility with application to the United States," Working Paper Series, Federal Reserve Bank of Chicago, number WP-07-12.
- Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2007, "Set Identified Linear Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 494, Dec.