Printed from https://ideas.repec.org/n/nep-ecm/2008-10-07.html
Report NEP-ECM-2008-10-07
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:
- Donald W.K. Andrews & Panle Jia, 2008, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1676, Sep.
- Xiaohong Chen & Demian Pouzo, 2008, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1640R, Feb, revised Jul 2009.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008, "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe30.
- Proietti, Tommaso, 2008, "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper, University Library of Munich, Germany, number 10859, Oct.
- Ted Juhl & Zhijie Xiao, 2008, "Tests For Changing Mean With Monotonic Power," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200809, Sep, revised Sep 2008.
- Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 001, Jun.
- Todd Prono, 2008, "GARCH-based identification and estimation of triangular systems," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-4.
- Item repec:hum:wpaper:sfb649dp2008-063 is not listed on IDEAS anymore
- Davide Ferrari, 2008, "Parametric density estimation by minimizing nonextensive entropy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 016, May.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008, "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-18.
- Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008, "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 020, May.
- Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008, "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 679, Sep.
- Item repec:cdl:ucsdec:2007-06r1 is not listed on IDEAS anymore
- Caterina Conigliani, 2008, "A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0094, Jul.
- Item repec:cdl:ucsdec:2008-07 is not listed on IDEAS anymore
- Bryan S. Graham, 2008, "Efficiency bounds for missing data models with semiparametric restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14376, Oct.
- Jeremy T. Fox, 2008, "Estimating Matching Games with Transfers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14382, Oct.
- Andrea Cipollini & George Kapetanios, 2008, "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 014, Mar.
- Shanti Gamper-Rabindran & Shakeeb Khan & Christopher Timmins, 2008, "The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 14365, Oct.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008, "DSGE model-based forecasting of non-modelled variables," Working Papers, Federal Reserve Bank of Philadelphia, number 08-17.
- José Fajardo & Ernesto Mordecki, 2008, "Symmetry and Time Changed Brownian Motions," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2008-02, Sep.
- David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
- Item repec:kie:kieliw:1447 is not listed on IDEAS anymore
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
- Thomas J. Steenburgh & Andrew Ainslie, 2008, "Taste Heterogeneity, IIA, and the Similarity Critique," Harvard Business School Working Papers, Harvard Business School, number 09-049, Sep.
- Subhash C. Ray, 2008, "Comparing Input- and Output-Oriented Measures of Technical Efficiency to Determine Local Returns to Scale in DEA Models," Working papers, University of Connecticut, Department of Economics, number 2008-37, Sep.
- Item repec:hum:wpaper:sfb649dp2008-062 is not listed on IDEAS anymore
- Neil R. Ericsson & Steven B. Kamin, 2008, "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 943.