Report NEP-ECM-2009-01-31

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:

• Xun Tang, 2009, "Binary Regressions with Bounded Median Dependence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-003, Jan.
• Nikolay Gospodinov & Ye Tao, 2009, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers, Concordia University, Department of Economics, number 09001, Jan.
• Fabio Canova & Filippo Ferroni, 2009, "Multiple filtering devices for the estimation of cyclical DSGE models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1135, Jan, revised Sep 2010.
• Item repec:hum:wpaper:sfb649dp2009-005 is not listed on IDEAS anymore

• Nikolay Gospodinov & Taisuke Otsu, 2008, "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers, Concordia University, Department of Economics, number 08010, Dec.
• Davy Paindaveine, 2009, "On multivariate runs tests for randomness," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_002.
• S. Sanfelici & S. Ogawa, 2008, "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME02.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008, "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08082, Nov, revised Nov 2009, DOI: 10.1002/for.1159.
• Item repec:dgr:kubcen:20092 is not listed on IDEAS anymore

• Don Harding & Adrian Pagan, 2009, "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series, National Centre for Econometric Research, number 39, Jan, revised 02 Jul 2009.
• Damba Lkhagvasuren & Ragchaasuren Galindev, 2008, "Discretization of Highly-Persistent Correlated AR(1) Shocks," Working Papers, Concordia University, Department of Economics, number 08012, Sep, revised Nov 2008.
• David E. Giles & Hui Feng, 2009, "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 0902, Jan.
• D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008, "Now-casting Irish GDP," Research Technical Papers, Central Bank of Ireland, number 9/RT/08, Nov.
• Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14677, Jan.
• Item repec:dgr:kubcen:200869 is not listed on IDEAS anymore

• Item repec:voj:wpaper:200843 is not listed on IDEAS anymore

• Mishra, SK, 2009, "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper, University Library of Munich, Germany, number 12948, Jan.
• Item repec:cte:wsrepe:ws090301 is not listed on IDEAS anymore

Report NEP-ECM-2009-01-31

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: