Report NEP-ECM-2009-08-08This 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.
The following items were announced in this report:
- Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2009_28, Business School - Economics, University of Glasgow.
- Kuswanto, Heri, 2009. "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP) dp-425, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- Gerd Ronning, 2009. "Stochastische Überlagerung mit Hilfe der Mischungsverteilung," IAW Discussion Papers 48, Institut für Angewandte Wirtschaftsforschung (IAW).
- Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
- Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009. "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers 4329, Institute for the Study of Labor (IZA).
- Badi H. Baltagi & Long Liu, 2009. "A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models," Center for Policy Research Working Papers 116, Center for Policy Research, Maxwell School, Syracuse University.
- McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2009. "Identifying the elasticity of substitution with biased technical change," Working Paper Series 1001, European Central Bank.
- D'Haultfoeuille, Xavier & Maurel, Arnaud, 2009. "Another Look at the Identification at Infinity of Sample Selection Models," IZA Discussion Papers 4334, Institute for the Study of Labor (IZA).
- Ilenia Epifani & Rosella Nicolini, 2009. "On the density distribution across space: a probabilistic approach," UFAE and IAE Working Papers 776.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Eduardo Rossi & Paolo Santucci de Magistris, 2009. "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers 2009-30, Department of Economics and Business Economics, Aarhus University.
- Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series 1051, European Central Bank.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Nikolaou, Kleopatra & Modugno, Michele, 2009. "The forecasting power of internal yield curve linkages," Working Paper Series 1044, European Central Bank.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers EI 2009-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.