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Report NEP-ECM-2009-08-08
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:
- Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2009_28, Jul.
- Kuswanto, Heri, 2009, "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-425, Aug.
- Hubrich, Kirstin & West, Kenneth D., 2009, "Forecast evaluation of small nested model sets," Working Paper Series, European Central Bank, number 1030, Mar.
- Gerd Ronning, 2009, "Stochastische Überlagerung mit Hilfe der Mischungsverteilung," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 48, Mar.
- Amisano, Gianni & Geweke, John, 2009, "Optimal Prediction Pools," Working Paper Series, European Central Bank, number 1017, Mar.
- Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4329, Jul.
- 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, Center for Policy Research, Maxwell School, Syracuse University, number 116, Jul.
- McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2009, "Identifying the elasticity of substitution with biased technical change," Working Paper Series, European Central Bank, number 1001, Jan.
- D'Haultfoeuille, Xavier & Maurel, Arnaud, 2009, "Another Look at the Identification at Infinity of Sample Selection Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4334, Jul.
- Ilenia Epifani & Rosella Nicolini, 2009, "On the density distribution across space: a probabilistic approach," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 776.09, Jul.
- Eduardo Rossi & Paolo Santucci de Magistris, 2009, "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-30, Jul.
- 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, European Central Bank, number 1051, May.
- Jakaitiene, Audrone & Dées, Stéphane, 2009, "Forecasting the world economy in the short-term," Working Paper Series, European Central Bank, number 1059, Jun.
- Nikolaou, Kleopatra & Modugno, Michele, 2009, "The forecasting power of internal yield curve linkages," Working Paper Series, European Central Bank, number 1044, Apr.
- Item repec:dgr:eureir:1765016264 is not listed on IDEAS anymore
- 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, University Library of Munich, Germany, number 16528, Jul.