Printed from https://ideas.repec.org/n/nep-ecm/2008-12-14.html
Report NEP-ECM-2008-12-14
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:
- Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we086027, Nov.
- Hanck, Christoph, 2008, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," MPRA Paper, University Library of Munich, Germany, number 11988, Nov.
- Item repec:dgr:uvatin:20080108 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2008043 is not listed on IDEAS anymore
- Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008, "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-62, Dec.
- Item repec:dgr:umamet:2008048 is not listed on IDEAS anymore
- Kaddour Hadri & Eiji Kurozumi, 2008, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-016, Oct.
- Kleppe, Tore Selland & Skaug, Hans J., 2008, "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper, University Library of Munich, Germany, number 12022, Jul.
- Òscar Jordà & Massimiliano Marcellino, 2008, "Path Forecast Evaluation," Economics Working Papers, European University Institute, number ECO2008/34.
- Item repec:dgr:umamet:2008049 is not listed on IDEAS anymore
- Gao, Jiti & Gijbels, Irene, 2005, "Bandwidth selection for nonparametric kernel testing," MPRA Paper, University Library of Munich, Germany, number 11982, Dec, revised Jun 2007.
- Gianluca, MORETTI & Giulio, NICOLETTI, 2008, "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008037, Dec.
- Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008, "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers, Purdue University, Department of Agricultural Economics, number 44258, DOI: 10.22004/ag.econ.44258.
- Item repec:dgr:uvatin:20080100 is not listed on IDEAS anymore
- Item repec:eca:wpaper:2008_041 is not listed on IDEAS anymore
- Di Iorio, Francesca & Fachin, Stefano, 2008, "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 12053, Sep.
- Item repec:dgr:uvatin:20080096 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080114 is not listed on IDEAS anymore
- Item repec:hem:wpaper:0802 is not listed on IDEAS anymore
- Item repec:hal:journl:halshs-00344839_v1 is not listed on IDEAS anymore
- Ihle, Rico & von Cramon-Taubadel, Stephan, 2008, "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37603, DOI: 10.22004/ag.econ.37603.
- Lee, Dae-Jin & Durbán, María, 2008, "Smooth-car mixed models for spatial count data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws085820, Nov.
- Jean Jacod & Mark Podolskij & Mathias Vetter, 2008, "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-61, Dec.
- Item repec:dgr:uvatin:20080092 is not listed on IDEAS anymore
- Ran, Tao & Zapata, Hector O., 2008, "Mixed Unit Roots and Deterministic Trends in Noncausality Tests," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6745, DOI: 10.22004/ag.econ.6745.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008, "A Monthly Indicator of the Euro Area GDP," Economics Working Papers, European University Institute, number ECO2008/32.
- Xu, Zhiwei, 2008, "Univariate Unobserved-Component Model with Non-Random Walk Permanent Component," MPRA Paper, University Library of Munich, Germany, number 12038, Nov.