Printed from https://ideas.repec.org/n/nep-ecm/2009-07-03.html
Report NEP-ECM-2009-07-03
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:
- Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we093419, Jun.
- Hannu Oja & Davy Paindaveine & Sara Taskinen, 2009, "Parametric and nonparametric test for multivariate independence in IC models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_018.
- Ted Juhl & Zhijie Xiao, 2009, "Tests for Changing Mean with Monotonic Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 709, Jun.
- Olivier Parent & James P. Lesage, 2009, "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-04.
- Kim Christensen & Roel Oomen & Mark Podolskij, 2009, "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-27, May.
- Zhijie Xiao, 2009, "Quantile Cointegrating Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 708, Jan.
- Ahlgren, Niklas & Antell, Jan, 2009, "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers, Hanken School of Economics, number 541, Jun.
- Adam Clements & Ralf Becker, 2009, "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series, National Centre for Econometric Research, number 43, May.
- Gunnar Bårdsen & Helmut Lütkepohl, 2009, "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10409, Jun.
- Lee, Dae-Jin & Durbán, María, 2009, "P-spline anova-type interaction models for spatio-temporal smoothing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws093312, Jun.
- Colin Stewart, 2009, "Nonmanipulable Bayesian Testing," Working Papers, University of Toronto, Department of Economics, number tecipa-360, Jun.
- de Luna, Xavier & Lundin, Mathias, 2009, "Sensitivity analysis of the unconfoundedness assumption in observational studies," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:12, Jun.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009, "Survey Data as Coicident or Leading Indicators," Economics Working Papers, European University Institute, number ECO2009/19.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
- Item repec:dgr:nijrep:2009-05 is not listed on IDEAS anymore
- Flores, Carlos A. & Flores-Lagunes, Alfonso, 2009, "Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4237, Jun.
- Item repec:ris:snbwpa:2009_003 is not listed on IDEAS anymore
- Yingyao Hu & David McAdams & Matthew Shum, 2009, "Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 553, Jun.
- Karen A. Kopecky & Richard M. H. Suen, 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," Working Papers, University of California at Riverside, Department of Economics, number 200904, May, revised May 2009.
- Helmut Luetkepohl, 2009, "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers, European University Institute, number ECO2009/17.
- Ralph D. Snyder & J. Keith Ord, 2009, "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/09, Jun.
- Harin, Alexander, 2009, "General correcting formula of forecasting?," MPRA Paper, University Library of Munich, Germany, number 15746, Jun.
- Jan Fidrmuc & Ariane Tichit, 2009, "Mind the Break! Accounting for Changing Patterns of Growth during Transition," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 09-02, Feb.
- Item repec:ecb:ecbwps:200901059 is not listed on IDEAS anymore
- Amanda E. Kowalski, 2009, "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," NBER Working Papers, National Bureau of Economic Research, Inc, number 15085, Jun.
- WOUTERS, Geert & DE SCHEPPER, Ann, 2009, "Optimal moment bounds under multiple shape constraints," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2009005, Jun.