Printed from https://ideas.repec.org/n/nep-ecm/2009-07-17.html
Report NEP-ECM-2009-07-17
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:
- Alain Guay & Jean-Francois Lamarche, 2009, "Structural change tests based on implied probabilities for GEL criteria," Working Papers, Brock University, Department of Economics, number 0904, May, revised May 2011.
- Mohitosh Kejriwal & Pierre Perron, 2009, "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-005, Feb.
- Yingyao Hu & Geert Ridder, 2009, "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 554, Jun.
- Item repec:cty:dpaper:0909 is not listed on IDEAS anymore
- Item repec:hal:journl:hal-00201347_v3 is not listed on IDEAS anymore
- Wing-Keung Wong & Guorui Bian, 2005, "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers, Monash University, Department of Economics, number 09/05, Jun.
- Min Wei & Jonathan H. Wright, 2009, "Confidence intervals for long-horizon predictive regressions via reverse regressions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-27.
- Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers, Banque de France, number 232.
- Sibbertsen, Philipp & Willert, Juliane, 2009, "Testing for a break in persistence under long-range dependencies and mean shifts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-422, Jul.
- Ralph W. Bailey, 2009, "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers, Department of Economics, University of Birmingham, number 09-05, Jun.
- Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers, Banque de France, number 234.