Printed from https://ideas.repec.org/n/nep-ecm/2009-05-23.html
Report NEP-ECM-2009-05-23
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:
- Dinghai Xu, 2009, "An Efficient Estimation for Switching Regression Models: A Monte Carlo Study," Working Papers, University of Waterloo, Department of Economics, number 0903, Apr, revised Apr 2009.
- Item repec:imf:imfwpa:09/74 is not listed on IDEAS anymore
- Mutl, Jan, 2009, "Panel VAR Models with Spatial Dependence," Economics Series, Institute for Advanced Studies, number 237, Mar.
- Item repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS anymore
- Ioannis Kasparis & Peter C. B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 2-2009, May.
- Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009, "The Limited Information Maximum Likelihood Estimator as an Angle," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-619, May.
- Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008, "Exponential smoothing and non-negative data," Working Papers, The George Washington University, The Center for Economic Research, number 2008-003, Jul.
- Sergio Urzua & James J. Heckman, 2009, "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," Working Papers, Geary Institute, University College Dublin, number 200906, Mar.
- Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09022, Apr, DOI: 10.1016/j.physa.2012.06.036.
- Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008, "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2008, Jun.
- Richard T. Baille & Claudio Morana, 2009, "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2009, May.
- Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008, "Posterior analysis for some classes of nonparametric models," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 05-2008, Jun.
- Ahlgren, Niklas & Juselius, Mikael, 2009, "Tests for Cointegration Rank and the Initial Condition," Working Papers, Hanken School of Economics, number 539, May.
- Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2009, "Evaluation of multivariate surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2009:1, May.
- Jean-Pierre H. Dubé & Jeremy T. Fox & Che-Lin Su, 2009, "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14991, May.
- Item repec:eca:wpaper:2009_017 is not listed on IDEAS anymore