Printed from https://ideas.repec.org/n/nep-ecm/2008-05-17.html
Report NEP-ECM-2008-05-17
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:
- Abdou Ka Diongue & Dominique Guegan & Rodney C. Wolff, 2008, "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08027, Apr.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
- Laurent Ferrara & Thomas Raffinot, 2008, "A non-parametric method to nowcast the Euro Area IPI," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08033, Apr.
- Christian T. Brownlees & Giampiero Gallo, 2008, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_03, Feb.
- Dominique Guegan, 2008, "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08026, Mar.
- Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2008, "Inverse Probability Tilting for Moment Condition Models with Missing Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 13981, May.
- Item repec:rwi:repape:0045 is not listed on IDEAS anymore
- Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08032, Mar.
- Christian T. Brownlees & Giampiero Gallo, 2007, "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_04, May.
- Jonas Dovern & Ulrich Fritsche, 2008, "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 787.
- Kruse, Robinson, 2008, "A new unit root test against ESTAR based on a class of modified statistics," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-398, Apr.
- Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08035, May.
- Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008, "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 14002, May.
- Paulo Guimarães & Octávio Figueiredo & Douglas Woodward, 2008, "Dartboard Tests for the Location Quotient," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 273, Apr.
- Hyunsub Kum & Thomas Masterson, 2008, "Statistical Matching Using Propensity Scores: Theory and Application to the Levy Institute Measure of Economic Wellbeing," Economics Working Paper Archive, Levy Economics Institute, number wp_535, May.