Printed from https://ideas.repec.org/n/nep-ecm/2009-09-19.html
Report NEP-ECM-2009-09-19
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:
- Aßmann, Christian & Boysen-Hogrefe, Jens, 2009, "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-03.
- Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-37, Aug.
- Jian Huang & Masahito Kobayashi & Michael McAleer, 2009, "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-661, Sep.
- Dong Jin Lee, 2009, "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers, University of Connecticut, Department of Economics, number 2009-26, Feb.
- DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009, "Efficient likelihood evaluation of state-space representations," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-02.
- Frank S. Nielsen, 2009, "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-38, Sep.
- Costantini, Mauro & Kunst, Robert M., 2009, "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series, Institute for Advanced Studies, number 243, Sep.
- Manabu Asai & Michael McAleer, 2009, "Dynamic Conditional Correlations for Asymmetric Processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-657, Aug.
- Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009, "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-662, Sep.
- Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009, "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-39, Sep.
- Chun, So Yeon & Alexander, Shapiro, 2009, "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper, University Library of Munich, Germany, number 17310, Sep.
- Item repec:qmw:qmwecw:wp648 is not listed on IDEAS anymore
- Manabu Asai & Michael McAleer, 2009, "Alternative Asymmetric Stochastic Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-655, Aug.
- John Gibson & Bonggeun Kim, 2009, "Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-658, Sep.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009, "Asymmetry and Leverage in Realized Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-656, Aug.