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Report NEP-ECM-2009-01-17
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:
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2008-23, Oct.
- Morten Ørregaard Nielsen, 2009, "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-02, Jan.
- Item repec:gen:geneem:2008.01 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2008-073 is not listed on IDEAS anymore
- Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008, "Poisson Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-35, May, revised Dec 2008.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008, "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers, University of Copenhagen. Department of Economics, number 08-34, Sep.
- William Barnett & Philippe de Peretti, 2009, "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200904, Jan, revised Jan 2009.
- Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008, "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 111, Dec.
- Jeffrey A. Mills, 2009, "Resolving some paradoxes and problems with Bayesian precise hypothesis testing," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-01, revised 2009.
- Kristof DE WITTE & Mika KORTELAINEN, 2008, "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete environmental variables," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0833, Dec.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2009, "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_001.
- James J. Heckman & Sergio Urzua & Edward Vytlacil, 2008, "Instrumental Variables In Models With Multiple Outcomes: The General Unordered Case," Working Papers, Geary Institute, University College Dublin, number 200830, Dec.
- Jeffrey A. Mills, 2009, "A Robust, Uniformly Most Powerful Unit Root Test," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-02, revised 2009.
- J.P. Florensy & J. J. Heckmanz & C. Meghirx & E. Vytlacil, 2008, "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," Working Papers, Geary Institute, University College Dublin, number 200832, Dec.
- Markku Lanne & Helmut Luetkepohl, 2008, "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," Economics Working Papers, European University Institute, number ECO2008/29.
- Item repec:emp:wpaper:wp08-08 is not listed on IDEAS anymore
- James J. Heckman, 2008, "Econometric Causality," Working Papers, Geary Institute, University College Dublin, number 200826, Dec.
- Ignacio RodrÃguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. RodrÃguez Falces, 2008, "New Automatic Measurement Method of the Motor Unit Action Potential Duration based on the Wavelet and Hilbert Transforms," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/08, Dec.
- MICHIELS, Frederik & KOCH, Inge & DE SCHEPPR, Ann, 2008, "Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2008021, Dec.
- GOOS, Peter & VERMEULEN, Bart & VANDEBROEK, Martina, 2008, "D-optimal conjoint choice designs with no-choice options for a nested logit model," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2008020, Dec.