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Report NEP-ECM-2009-03-22
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:
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009, "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 112, Jul.
- Subbotin, Viktor, 2008, "Essays on the econometric theory of rank regressions," MPRA Paper, University Library of Munich, Germany, number 14086, Dec.
- Item repec:cty:dpaper:0906 is not listed on IDEAS anymore
- Item repec:cty:dpaper:0905 is not listed on IDEAS anymore
- De Witte, Kristof & Mika, Kortelainen, 2009, "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper, University Library of Munich, Germany, number 14034, Mar.
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
- Item repec:rwi:repape:0083 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20090017 is not listed on IDEAS anymore
- Jan J. J. Groen & George Kapetanios, 2009, "Model selection criteria for factor-augmented regressions," Staff Reports, Federal Reserve Bank of New York, number 363.
- Keane, Michael P. & Sauer, Robert M., 2009, "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4054, Mar.
- Item repec:ucm:doicae:0901 is not listed on IDEAS anymore
- Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
- Kyungchul Song, 2009, "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-012, Feb.
- Browning, Martin & Carro, Jesús M., 2009, "Dynamic binary outcome models with maximal heterogeneity," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we091710, Feb.
- Rob J. Hyndman & Han Lin Shang, 2008, "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/08, Nov.
- Makoto Abe, 2009, "Customer Lifetime Value and RFM Data: Accounting Your Customers: One by One," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-616, Mar.
- George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
- Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-011, Mar.
- Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009, "Evaluating multivariate volatility forecasts," NCER Working Paper Series, National Centre for Econometric Research, number 41, Feb, revised 25 Nov 2009.
- Item repec:cty:dpaper:0904 is not listed on IDEAS anymore
- Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009, "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 113, Feb.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2009, "Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 115, Mar.
- Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
- Item repec:dgr:umamet:2009012 is not listed on IDEAS anymore
- Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-04.
- Massimiliano Caporin & Michael McAleer, 2009, "A Scientific Classification of Volatility Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-05.
- Alfredo García-Hiernaux, 2009, "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-02.
- Massimiliano Caporin & Michael McAleer, 2009, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-11.
- Onatski, Alexei & Uhlig, Harald, 2009, "Unit Roots in White Noise," MPRA Paper, University Library of Munich, Germany, number 14057, Mar.
- Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009, "Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France," Cahiers de recherche, CIRPEE, number 0910.
- Wing Hong Chan & Denise Young, 2009, "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers, University of Alberta, Department of Economics, number 2009-13, Mar.
- Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.