Printed from https://ideas.repec.org/n/nep-ecm/2009-08-30.html
Report NEP-ECM-2009-08-30
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:
- Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009, "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper, University Library of Munich, Germany, number 16893.
- Eric Gautier & Yuichi Kitamura, 2009, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1721, Aug.
- Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 184, Aug.
- Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009, "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/09, Aug.
- Kuswanto, Heri & Sibbertsen, Philipp, 2009, "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-427, Aug.
- Item repec:hhs:bofrdp:2009_018 is not listed on IDEAS anymore
- Vadim Marmer & Taisuke Otsu, 2009, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1724, Aug, revised Jul 2011.
- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009, "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1720, Aug.
- Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2009, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1722, Aug.
- Ulrich Müller & Mark W. Watson, 2009, "Low-Frequency Robust Cointegration Testing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15292, Aug.
- Zeebari, Zangin & Shukur, Ghazi, 2009, "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 183, Aug.
- Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
- Alberto Abadie & Guido W. Imbens, 2009, "Matching on the Estimated Propensity Score," NBER Working Papers, National Bureau of Economic Research, Inc, number 15301, Aug.
- Item repec:lan:wpaper:006075 is not listed on IDEAS anymore
- Daniel Buncic, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_18, 08.
- Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009, "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers, CIRANO, number 2009s-34, Aug.
- John W. Galbraith & Simon van Norden, 2009, "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers, CIRANO, number 2009s-36, Aug.