Printed from https://ideas.repec.org/n/nep-ecm/2008-09-29.html
Report NEP-ECM-2008-09-29
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:
- Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
- Bent Jesper Christensen & Michael Sørensen, 2008, "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-51, Sep.
- Katarzyna Lasak, 2008, "Likelihood based testing for no fractional cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-52, Sep.
- Zhongfang He & John M Maheu, 2008, "Real Time Detection of Structural Breaks in GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-336, Sep.
- Katarzyna Lasak, 2008, "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-53, Sep.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008, "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-50, Sep.
- Item repec:hum:wpaper:sfb649dp2008-060 is not listed on IDEAS anymore
- Hrishikesh D. Vinod, 2008, "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-15.
- Carlos Capistrán & Allan Timmermann, 2008, "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-55, Sep.
- Paul J. Devereux & Gautam Tripathi, 2008, "Optimally combining censored and uncensored datasets," Working Papers, School of Economics, University College Dublin, number 200820, Sep.
- Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
- Eberhardt, Markus & Teal, Francis, 2008, "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper, University Library of Munich, Germany, number 10690, Apr.
- Tim Bollerslev, 2008, "Glossary to ARCH (GARCH)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-49, Sep.
- Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we084321, Sep.
- Andrew J. Patton & Allan Timmermann, 2008, "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-54, Sep.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/13, Aug.
- Item repec:cte:wsrepe:ws084513 is not listed on IDEAS anymore
- Buscha, Franz & Maurel, Arnaud & Page, Lionel & Speckesser, Stefan, 2008, "The Effect of High School Employment on Educational Attainment: A Conditional Difference-in-Differences Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3696, Sep.
- Miroslav Misina & David Tessier, 2008, "Non-Linearities, Model Uncertainty, and Macro Stress Testing," Staff Working Papers, Bank of Canada, number 08-30, DOI: 10.34989/swp-2008-30.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-Time Measurement of Business Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14349, Sep.