Report NEP-ECM-2008-11-18

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:

• Dennis Kristensen & Yongseok Shin, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-58, Nov.
• Stanislav Anatolyev, 2009, "Inference in Regression Models with Many Regressors," Working Papers, Center for Economic and Financial Research (CEFIR), number w0125, Jul.
• Stanislav Anatolyev & Nikolay Gospodinov, 2008, "Specification Testing in Models with Many Instruments," Working Papers, Center for Economic and Financial Research (CEFIR), number w0124, Sep.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_034.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008, "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6518, DOI: 10.22004/ag.econ.6518.
• Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008, "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2008-035, Jun.
• Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008, "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_036.
• Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," Boston College Working Papers in Economics, Boston College Department of Economics, number 693, Oct, revised 24 Apr 2012.
• Naoto Kunitomo & Seisho Sato, 2008, "Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-601, Nov.
• Almut E. D. Veraart, 2008, "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-57, Nov.
• Andrea Silvestrini & David Veredas, 2008, "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 685, Aug.
• Zheng, Qiujie & Wang, H. Holly & Shi, Qinghua, 2008, "Estimating Farm Level Multivariate Yield Distribution Using Nonparametric Methods," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6509, DOI: 10.22004/ag.econ.6509.
• Belasco, Eric J. & Ghosh, Sujit K., 2008, "Modeling Censored Data Using Mixture Regression Models with an Application to Cattle Production Yields," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6341, DOI: 10.22004/ag.econ.6341.
• Venier, Guido, 2008, "A Simple Hypothesis Test for Heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 11591, Nov.
• Dimitrios Thomakos, 2008, "Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root," Working Papers, University of Peloponnese, Department of Economics, number 0030.
• Dorfman, Jeffrey H. & Patridge, Mark D. & Galloway, Hamilton, 2008, "Are High-Tech Employment and Natural Amenities Linked?: Answers from a Smoothed Bayesian Spatial Model," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6459, DOI: 10.22004/ag.econ.6459.
• Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2008, "Hedonic Price Functions: Guidance On Empirical Specification," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6555, DOI: 10.22004/ag.econ.6555.
• Carpentier, Alain & Letort, Elodie, 2008, "Modelling acreage decisions within the multinomial logit framework : profit functions and discrete choice models," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6234, DOI: 10.22004/ag.econ.6234.
• Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L., 2008, "Quantile Regression Methods of Estimating Confidence Intervals for WASDE Price Forecasts," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6409, DOI: 10.22004/ag.econ.6409.
• Kuminoff, Nicolai V., 2008, "Recovering Preferences from a Dual-Market Locational Equilibrium," 2008 Conference (52nd), February 5-8, 2008, Canberra, Australia, Australian Agricultural and Resource Economics Society, number 5989, DOI: 10.22004/ag.econ.5989.
• Kim, Taeyoon & Brorsen, B. Wade & Kenkel, Philip L., 2008, "Estimation of Efficiency with the Stochastic Frontier Cost Function and Heteroscedasticity: A Monte Carlo Study," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6408, DOI: 10.22004/ag.econ.6408.
• Stephens, Emma C. & Mabaya, Edward T., 2008, "Spatial Price Adjustment with and without Trade," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6538, DOI: 10.22004/ag.econ.6538.
• Kuethe, Todd H. & Foster, Kenneth A. & Florax, Raymond J.G.M., 2008, "A Spatial Hedonic Model with Time-Varying Parameters: A New Method Using Flexible Least Squares," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6306, DOI: 10.22004/ag.econ.6306.
• Ishdorj, Ariun & Jensen, Helen H., 2008, "Bayesian Estimation of a Censored AIDS Model for Whole Grain Products," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6075, DOI: 10.22004/ag.econ.6075.

Report NEP-ECM-2008-11-18

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: