Report NEP-ECM-2008-09-20

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:

• Jung, Robert & Liesenfeld, Roman & Richard, Jean-François, 2008, "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-12.
• Les Oxley & Chris Price & William Rea & Marco Reale, 2008, "A New Procedure to Test for H Self-Similarity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/16, Sep.
• Karl Schlag, 2008, "A new method for constructing exact tests without making any assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1109, Aug.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
• Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008, "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 865.
• Martellosio, Federico, 2008, "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper, University Library of Munich, Germany, number 10542, Sep.
• Naoto Kunitomo & Yukitoshi Matsushita, 2008, "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-588, Sep.
• Giuseppe Ragusa, 2008, "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers, University of California-Irvine, Department of Economics, number 080906, May.
• Bergh , Andreas & Nilsson, Therese, 2008, "Do economic liberalization and globalization increase income inequality?," Working Papers, Lund University, Department of Economics, number 2008:12, Sep.
• Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics," MPRA Paper, University Library of Munich, Germany, number 10530, Jan, revised 14 Sep 2008.
• D.S.G. Pollock, 2008, "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/32, Sep.
• Carlos Santos, 2008, "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 062008, Sep.
• D.S.G. Pollock, 2008, "The Classical Econometric Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/33, Sep.
• Dale Poirier, 2008, "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers, University of California-Irvine, Department of Economics, number 080905, Sep.
• David Meenagh & Patrick Minford & Michael Wickens, 2008, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0801, Sep.
• Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-09.
• Sinha, Pankaj & Bansal, Ashok, 2008, "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper, University Library of Munich, Germany, number 10470, Aug.
• James H. Stock & Mark W. Watson, 2008, "Phillips Curve Inflation Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14322, Sep.
• Karim Chalak & Halbert White, 2008, "Causality, Conditional Independence, and Graphical Separation in Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 689, Sep, revised 04 Jul 2010.
• Item repec:ecb:ecbwps:20080917 is not listed on IDEAS anymore

• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
• Marta Cardin, 2008, "Multivariate measures of positive dependence," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 166, Sep.
• Brett Day & Jose Luis Pinto Prades, 2008, "Sequencing Anomalies in Choice Experiments," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 08.10, Sep.
• David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008, "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Paper, Department of Economics, University of Pittsburgh, number 367, Sep, revised Sep 2008.
• Borak, Szymon & Weron, Rafal, 2008, "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper, University Library of Munich, Germany, number 10421, Jul.
• Item repec:dgr:uvatin:20080085 is not listed on IDEAS anymore

Report NEP-ECM-2008-09-20

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: