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Report NEP-ECM-2008-10-13
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:
- Marmer, Vadim & Otsu, Taisuke, 2008, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-13, Oct, revised 25 Jul 2011.
- Roberto Casarin & Domenico sartore, 2008, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, University of Brescia, Department of Economics, number 0816.
- Dong Jin Lee, 2008, "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers, University of Connecticut, Department of Economics, number 2008-40, Oct, revised Aug 2009.
- Monica Billio & Roberto Casarin, 2008, "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers, University of Brescia, Department of Economics, number 0815.
- Gianni Amisano & Roberto Casarin, 2008, "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers, University of Brescia, Department of Economics, number 0814.
- Yasuhiro Omori & Koji Miyawaki, 2008, "Tobit Model with Covariate Dependent Thresholds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-594, Oct.
- T M Christensen & A. S. Hurn & K A Lindsay, 2008, "Discrete time-series models when counts are unobservable," NCER Working Paper Series, National Centre for Econometric Research, number 35, Sep.
- Debby Lanser & Henk Kranendonk, 2008, "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 112, Sep.
- Denis Conniffe & Donal O’Neill, 2008, "An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1960908.pdf.
- Sergio Chavez & Eckhard Platen, 2008, "Distributional Deviations in Random Number Generation in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 228, Jul.
- Cobus Burger, 2008, "Sample selection bias and the South African wage function," Working Papers, Stellenbosch University, Department of Economics, number 18/2008.
- Richard Blundell & Mónica Costa Dias, 2008, "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0805, Oct.
- Raj Chetty, 2008, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 14399, Oct.
- Michael Greenacre, 2008, "Correspondence analysis of raw data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1112, Sep, revised Jul 2009.
- Xavier De Scheemaekere & Ariane Szafarz, 2008, "Inverting Bernoulli's theorem: the original sin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-029.RS, Oct.
- Clements, Michael P., 2008, "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 870.
- Clements, Michael P., 2008, "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 869.