Report NEP-ECM-2009-02-14

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, The Centre for Market and Public Organisation, University of Bristol, UK.
• Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge.
• Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany.
• Heckman, James J. & Urzua, Sergio, 2009. "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," IZA Discussion Papers 3980, Institute of Labor Economics (IZA).
• de Luna, Xavier & Johansson, Per, 2009. "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers 3966, Institute of Labor Economics (IZA).
• Anders Holm & Mads Meier Jæger & Morten Pedersen, 2008. "Unobserved Heterogeneity in the Binary Logit Model with Cross-Sectional Data and Short Panels: A Finite Mixture Approach," CAM Working Papers 2009-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
• Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno".
• Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
• Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies.
• Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2009. "Spatial Filtering and Eigenvector Stability: Space-Time Models for German Unemployment Data," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0902, USI Università della Svizzera italiana.
• Aleksey Tetenov, 2008. "Measuring Precision of Statistical Inference on Partially Identified Parameters," Carlo Alberto Notebooks 98, Collegio Carlo Alberto, revised 2012.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009. "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers 0901, Hong Kong Monetary Authority.
• Powers, Daniel A. & Yun, Myeong-Su, 2009. "Multivariate Decomposition for Hazard Rate Models," IZA Discussion Papers 3971, Institute of Labor Economics (IZA).
• Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute of Labor Economics (IZA).
• Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra.
• Anders Holm & Mads Meier Jæger, 2009. "Selection Bias in Educational Transition Models: Theory and Empirical Evidence," CAM Working Papers 2009-05, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
• Elisa Luciano & Patrizia Semeraro, 2008. "Multivariate Variance Gamma and Gaussian dependence: a study with copulas," Carlo Alberto Notebooks 96, Collegio Carlo Alberto.
• Item repec:hal:journl:inria-00352834_v1 is not listed on IDEAS anymore

• Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.