Printed from https://ideas.repec.org/n/nep-ecm/2009-04-18.html
Report NEP-ECM-2009-04-18
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:
- Mohitosh Kejriwal & Pierre Perron, 2008, "Testing for Multiple Structural Changes in Cointegrated Regression Models," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1216, Nov.
- Hiroaki Chigira & Tsunemasa Shiba, 2009, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-051, Mar.
- Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司, 2008, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University, number 7, Dec.
- Drew Creal & Siem Jan Koopman & Andre Lucas, 2009, "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-038, Mar.
- Item repec:pra:mprapa:13404 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2009-007 is not listed on IDEAS anymore
- Hyungsik Roger Moon & Frank Schorfheide, 2009, "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14882, Apr.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009, "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-037, Mar.
- Roy Cerqueti & Paolo Falbo & Cristian Pelizzari, 2009, "Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 53-2009, Apr, revised Apr 2009.
- Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2009, "A Practitioner's Guide To Bayesian Estimation Of Discrete Choice Dynamic Programming Models," Working Paper, Economics Department, Queen's University, number 1201, Apr.
- Item repec:hum:wpaper:sfb649dp2009-014 is not listed on IDEAS anymore
- Choi, In & Kurozumi, Eiji & 黒住, 英司, 2008, "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," CCES Discussion Paper Series, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University, number 6, Dec.
- Peter C. B. Phillips & Jun Yu, 2009, "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-039, Mar.
- Item repec:hum:wpaper:sfb649dp2009-012 is not listed on IDEAS anymore
- Mendonca, Gui Pedro, 2008, "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper, University Library of Munich, Germany, number 14648, Nov.
- Item repec:hum:wpaper:sfb649dp2009-019 is not listed on IDEAS anymore
- Klein, A. & Urbig, D. & Kirn, S., 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 14433, Jun.
- Stefan Laséen & Lars E.O. Svensson, 2009, "Anticipated Alternative Instrument-Rate Paths in Policy Simulations," NBER Working Papers, National Bureau of Economic Research, Inc, number 14902, Apr.
- Item repec:fip:fedlwp:2009-13 is not listed on IDEAS anymore
- Yann Bramoullé & Bernard Fortin, 2009, "The Econometrics of Social Networks," Cahiers de recherche, CIRPEE, number 0913.