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Report NEP-ECM-2008-07-14
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:
- Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
- Benjamin Chiquoine & Erik Hjalmarsson, 2008, "Jackknifing stock return predictions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 932.
- Strid, Ingvar & Walentin, Karl, 2008, "Block Kalman filtering for large-scale DSGE models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 224, Jun.
- Frisén, Marianne & Andersson, Eva & Pettersson, Kjell, 2008, "Semiparametric estimation of outbreak regression," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:13, Feb.
- Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we083720, Jul.
- Hjertstrand, Per, 2008, "A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability," Working Papers, Lund University, Department of Economics, number 2008:10, Jan, revised 11 Sep 2008.
- Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
- Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we083619, Jul.
- Frisén, Marianne & Andersson, Eva, 2008, "Semiparametric surveillance of outbreaks," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:11, Feb.
- Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2008, "Instrumental Variables in Models with Multiple Outcomes: The General Unordered Case," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3565, Jun.
- Item repec:qmw:qmwecw:wp629 is not listed on IDEAS anymore
- Massimiliano Serati & Gianni Amisano, 2008, "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics, Cattaneo University (LIUC), number 212, Mar.
- Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008, "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3571, Jun.
- Dave Colander, 2008, "Economists, Incentives, Judgement and Empirical Work," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0806, Jun.
- Belzil, Christian & Hansen, Jörgen, 2008, "Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3528, Jun.