Report NEP-ECM-2009-06-10

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:

• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
• Item repec:dgr:kubcen:200942 is not listed on IDEAS anymore

• Pierre Perron & Yohei Yamamoto, 2008, "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-006, May.
• Eickmeier, Sandra & Ng, Tim, 2009, "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,11.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008, "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-005, May.
• Jing Zhou & Pierre Perron, 2008, "Testing for Breaks in Coefficients and Error Variance: Simulations and Applications," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-010, Jul.
• Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009, "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,03.
• Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009, "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-b, Feb.
• Schumacher, Christian, 2009, "Factor forecasting using international targeted predictors: the case of German GDP," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,10.
• Gabriele Beissel Durrant, 2009, "Imputation Methods for Handling Item-Nonresponse in the Social Sciences: A Methodological Review," Working Papers, eSocialSciences, number id:2007.
• Pierre Perron & Jing Zhou, 2008, "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-011, Jul.
• Pierre Perron & Yohei Yamamoto, 2008, "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-017, Oct.
• Yang K. Lu & Pierre Perron, 2008, "Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-012, Sep.
• Zhongjun Qu & Pierre Perron, 2008, "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-007, Jun.
• Breitung, Jörg & Eickmeier, Sandra, 2009, "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,05.
• Raymond BRUMMELHUIS & Jules Sadefo-Kamdem, 2009, "Var For Quadratic Portfolio'S With Generalized Laplace Distributed Returns," Working Papers, LAMETA, Universtiy of Montpellier, number 09-06, Jun, revised Jun 2009.
• James Morley & Jeremy Piger & Pao-Lin Tien, 2009, "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2009-003, May.
• Samuel Bazzi, 2009, "Blunt Instruments: On Establishing the Causes of Economic Growth," Working Papers, eSocialSciences, number id:2024.
• Pierre Perron & Zhongjun Qu, 2008, "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-004, Aug.
• Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009, "MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,07.
• Item repec:dgr:eureri:1765015911 is not listed on IDEAS anymore

• Frank A. Cowell & Carlo V. Fiorio, 2009, "Inequality Decompositions ?A Reconciliation," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 117.

Report NEP-ECM-2009-06-10

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: