Printed from https://ideas.repec.org/n/nep-ecm/2008-07-05.html
Report NEP-ECM-2008-07-05
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:
- Morten Ørregaard Nielsen, 2008, "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-36, Jun.
- Karl Schlag, 2008, "Exact tests for correlation and for the slope in simple linear regressions without making assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1097, Jun.
- Nikolay Gospodinov & Masayuki Hirukawa, 2008, "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-573, Jun.
- Item repec:hal:wpaper:halshs-00289456_v1 is not listed on IDEAS anymore
- Item repec:ran:wpaper:584 is not listed on IDEAS anymore
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-574, Jul.
- Item repec:hum:wpaper:sfb649dp2008-045 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080062 is not listed on IDEAS anymore
- Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
- D.S.G. Pollock, 2008, "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/21, Jun.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008, "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research, National Bank of Belgium, number 133, Jun.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
- James D. Hamilton, 2008, "Macroeconomics and ARCH," NBER Working Papers, National Bureau of Economic Research, Inc, number 14151, Jun.
- Item repec:isu:genres:12958 is not listed on IDEAS anymore