Printed from https://ideas.repec.org/n/nep-ecm/2008-11-11.html
Report NEP-ECM-2008-11-11
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:
- Nedeljkovic, Milan, 2008, "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 876.
- Mutl, Jan & Pfaffermayr, Michael, 2008, "The Spatial Random Effects and the Spatial Fixed Effects Model. The Hausman Test in a Cliff and Ord Panel Model," Economics Series, Institute for Advanced Studies, number 229, Oct.
- Kuswanto, Heri & Sibbertsen, Philipp, 2008, "A Study on "Spurious Long Memory in Nonlinear Time Series Models"," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-410, Nov.
- Costantini, Mauro & Pappalardo, Carmine, 2008, "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the ref," Economics Series, Institute for Advanced Studies, number 228, Nov.
- Item repec:ctl:louvco:2008045 is not listed on IDEAS anymore
- Item repec:ctl:louvco:2008047 is not listed on IDEAS anymore
- Grané Chávez, Aurea & Tchirina, Anna V., 2008, "Asymptotic properties of a goodness-of-fit test based on maximum correlations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws084211, Sep.
- Bryan S. Graham & James Powell, 2008, "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14469, Nov.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W10, Jan.
- Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008, "Information in the revision process of real-time datasets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-27.
- Colino, Jesús P., 2008, "New stochastic processes to model interest rates : LIBOR additive processes," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws085316, Nov.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008, "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper, Norges Bank, number 2008/17, Oct.
- Item repec:hal:cesptp:halshs-00185374_v1 is not listed on IDEAS anymore
- Item repec:ctl:louvco:2008013 is not listed on IDEAS anymore
- Letón, Emilio & Zuluaga, Pilar, 2008, "Unbalanced groups in nonparametric survival tests," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws085215, Oct.
- Debopam Bhattacharya & Pascaline Dupas, 2008, "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14447, Oct.
- Santos Monteiro, Paulo, 2008, "Testing Full Consumption Insurance in the Frequency Domain," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 874.
- Sibbertsen, Philipp & Stahl, Gerhard & Luedtke, Corinna, 2008, "Measuring Model Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-409, Nov.
- Hu, Jian, 2008, "Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach," MPRA Paper, University Library of Munich, Germany, number 11401, Oct.
- Asher A. Blass & Saul Lach & Charles F. Manski, 2008, "Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability," NBER Working Papers, National Bureau of Economic Research, Inc, number 14451, Oct.
- Stefano Iezzi, 2008, "Investors' risk attitude and risky behavior: a Bayesian approach with imperfect information," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 692, Sep.
- Grassi, Stefano & Proietti, Tommaso, 2008, "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper, University Library of Munich, Germany, number 11453, Nov.