Printed from https://ideas.repec.org/n/nep-ecm/2009-07-11.html
Report NEP-ECM-2009-07-11
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:
- Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009, "Forecasting with Spatial Panel Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4242, Jun.
- Item repec:qmw:qmwecw:wp645 is not listed on IDEAS anymore
- Gunnar Bardsen & Helmut Luetkepohl, 2009, "Forecasting Levels of log Variables in Vector Autoregressions," Economics Working Papers, European University Institute, number ECO2009/24.
- Kevin E. Staub & Rainer Winkelmann, 2009, "Consistent estimation of zero-inflated count models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0908, Jun, revised Aug 2011.
- Aguirregabiria, Victor, 2009, "Econometric Issues and Methods in the Estimation of Production Functions," MPRA Paper, University Library of Munich, Germany, number 15973, Jun.
- Yoshitsugu Kitazawa, 2009, "Equidispersion and moment conditions for count panel data model," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 33, Jun.
- Aguirregabiria, Victor, 2009, "Some Notes on Sample Selection Models," MPRA Paper, University Library of Munich, Germany, number 15974, May.
- Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-072, May.
- Yoshitsugu Kitazawa, 2009, "A negative binomial model and moment conditions for count panel data," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 34, Jun.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009, "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers, European University Institute, number 2009/32, Jun.
- Hirano, Keisuke & Porter, Jack, 2009, "Impossibility Results for Nondifferentiable Functionals," MPRA Paper, University Library of Munich, Germany, number 15990, Jun.
- Jesús Crespo-Cuaresma & Martin Feldkircher, 2009, "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-17, Jun.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009, "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7343, Jun.
- Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009, "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper, Economics Department, Queen's University, number 1207, Jun.
- Vikström, Johan, 2009, "Cluster sample inference using sensitivity analysis: the case with few groups," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:15, Jun.
- Jeremy T. Fox & Amit Gandhi, 2009, "Identifying Heterogeneity in Economic Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 15147, Jul.
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009, "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-28, Jul.
- Daniel Lehmann, 2009, "Foundations of Non-Commutative Probability Theory," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp514, Jun.
- Todd E. Clark, 2009, "Real-time density forecasts from VARs with stochastic volatility," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-08.
- Item repec:kie:kieliw:1527 is not listed on IDEAS anymore
- Angel Bujosa Bestard & Antoni Riera Font & Robert L. Hicks, 2009, "Combining discrete and continuous representations of preference heterogeneity: a latent class approach," CRE Working Papers (Documents de treball del CRE), Centre de Recerca Econòmica (UIB ·"Sa Nostra"), number 2009/2.
- Fabienne Féménia & Alexandre Gohin, 2009, "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Working Papers SMART, INRAE UMR SMART, number 09-12.
- Dimitris Korompilis, 2009, "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 0914, May.
- Item repec:fip:fedlwp:2009-25 is not listed on IDEAS anymore
- Martin M. Andreasen, 2009, "Stochastic Volatility and DSGE Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-29, Jul.