Printed from https://ideas.repec.org/n/nep-ecm/2009-02-22.html
Report NEP-ECM-2009-02-22
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:
- Item repec:dgr:umamet:2009002 is not listed on IDEAS anymore
- Grané Chávez, Aurea & Veiga, Helena, 2009, "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws090403, Jan.
- Guido Imbens & Karthik Kalyanaraman, 2009, "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," NBER Working Papers, National Bureau of Economic Research, Inc, number 14726, Feb.
- Mutl, Jan, 2009, "Consistent Estimation of Global VAR Models," Economics Series, Institute for Advanced Studies, number 234, Feb.
- Neri, Marcelo Côrtes & Soares, Wagner Lopes, 2008, "Turismo sustentável e alivio a pobreza: avaliação de impacto," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 689, Dec.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
- Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-008, Jan.
- Kevin E. Staub, 2009, "Simple tests for exogeneity of a binary explanatory variable in count data regression models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0904, Feb.
- Rodríguez, Mª José & Ruiz Ortega, Esther, 2009, "GARCH models with leverage effect : differences and similarities," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws090302, Jan.
- Item repec:dgr:umamet:2009003 is not listed on IDEAS anymore
- Tierney, Heather L.R., 2009, "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper, University Library of Munich, Germany, number 13383, Jan, revised 03 Feb 2009.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2009, "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Working Papers, Tulane University, Department of Economics, number 0904, Feb.
- P. Jenkins, Stephen & V. Burkhauser, Richard & Feng, Shuaizhang & Larrimore, Jeff, 2009, "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-04, Feb.
- Oleksandr Shepotylo, 2009, "Spatial HAC estimator: analysis of convergence of European regions," Discussion Papers, Kyiv School of Economics, number 15, Feb.
- David S. Lee & Thomas Lemieux, 2009, "Regression Discontinuity Designs in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 14723, Feb.