Printed from https://ideas.repec.org/n/nep-ecm/2008-10-28.html
Report NEP-ECM-2008-10-28
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:
- Anthony W. Lynch & Jessica A. Wachter, 2008, "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14411, Oct.
- Alain Guay & Jean-Francois Lamarche, 2005, "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers, Brock University, Department of Economics, number 0804, Jul, revised Oct 2008.
- Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics, Boston College Department of Economics, number 691, Oct.
- Luiza Badin & Cinzia Daraio & Léopold Simar, 2008, "Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/22, Oct.
- Item repec:esx:essedp:661 is not listed on IDEAS anymore
- Daisuke Nagakura, 2008, "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-24, Oct.
- Harvey, A., 2008, "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0839, Sep.
- Aviv Nevo & Adam M. Rosen, 2008, "Identification with Imperfect Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 14434, Oct.
- Hugo Gerard & Kristoffer Nimark, 2008, "Combining multivariate density forecasts using predictive criteria," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1117, Aug, revised Oct 2008.
- Harvey, A. & Chakravarty, T., 2008, "Beta-t-(E)GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0840, Sep.
- NEOCLEOUS Tereza & PORTNOY Stephen, 2008, "A Partially Linear Censored Quantile Regression Model for Unemployment Duration," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2008-07, Sep.
- Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2008, "Optimal testing of multiple hypotheses with common effect direction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 307, Jul.
- Stanislav Anatolyev & Grigory Kosenok, 2011, "Sequential Testing with Uniformly Distributed Size," Working Papers, Center for Economic and Financial Research (CEFIR), number w0123, Apr.
- Item repec:qmw:qmwecw:wp634 is not listed on IDEAS anymore
- Dominique Guégan & Justin Leroux, 2008, "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-10, Sep.
- Busetti, F. & Harvey, A., 2008, "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0841, Aug.
- Dardanoni, V & Li Donni, P, 2008, "Testing For Asymmetric Information In Insurance Markets With Unobservable Types," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 08/26, Oct.
- Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-038, Oct.
- Item repec:hal:wpaper:halshs-00331986_v1 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2008-064 is not listed on IDEAS anymore
- In Choi & Eiji Kurozumi, 2008, "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-006, Oct.
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008, "Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14430, Oct.
- Mario Cerrato & Christian de Peretti & Chris Stewart, 2008, "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers, Business School - Economics, University of Glasgow, number 2008_27, Oct.
- Greg Hannsgen, 2008, "Do the Innovations in a Monetary VAR Have Finite Variances?," Economics Working Paper Archive, Levy Economics Institute, number wp_546, Oct.
- Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008, "Sector classification through non-Gaussian similarity," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-032.RS, Oct.
- Konstantopoulos, Spyros, 2008, "Incorporating Cost in Power Analysis for Three-Level Cluster Randomized Designs," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3753, Oct.