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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

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, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/209, Jan.
• Pesaran, M.H. & Pick, A. & Timmermann, A., 2009, "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0901, Jan.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Bartlett's formula for a general class of non linear processes," MPRA Paper, University Library of Munich, Germany, number 13224, Feb.
• Heckman, James J. & Urzua, Sergio, 2009, "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," IZA Discussion Papers, IZA Network @ LISER, number 3980, Jan.
• 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, IZA Network @ LISER, number 3966, Jan.
• 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, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2009-04, Nov.
• Massimiliano Caporin & Paolo Paruolo, 2009, "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0091, Feb.
• Hoderlein, Stefan & Winter, Joachim, 2009, "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 9192, Jan.
• Kunst, Robert M., 2009, "A Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 233, Jan.
• 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, USI Università della Svizzera italiana, number 0902, Jan.
• Aleksey Tetenov, 2008, "Measuring Precision of Statistical Inference on Partially Identified Parameters," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 98, revised 2012.
• Item repec:qmw:qmwecw:wp637 is not listed on IDEAS anymore

• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009, "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers, Hong Kong Monetary Authority, number 0901, Jan.
• Powers, Daniel A. & Yun, Myeong-Su, 2009, "Multivariate Decomposition for Hazard Rate Models," IZA Discussion Papers, IZA Network @ LISER, number 3971, Jan.
• 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, IZA Network @ LISER, number 3961, Jan.
• Luis A. Gil-Alana & Antonio Moreno, 2009, "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/09, Jan.
• Anders Holm & Mads Meier Jæger, 2009, "Selection Bias in Educational Transition Models: Theory and Empirical Evidence," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2009-05, Feb.
• Elisa Luciano & Patrizia Semeraro, 2008, "Multivariate Variance Gamma and Gaussian dependence: a study with copulas," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 96.
• 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, University Library of Munich, Germany, number 13289, Aug.

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: