Report NEP-ECM-2009-10-10

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:

• Stefano Magrini & Margherita Gerolimetto, 2009, "Nonparametric regression with spatially dependent data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_20.
• Chuan Goh, 2009, "Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations," Working Papers, University of Toronto, Department of Economics, number tecipa-374, Sep.
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-45, Sep.
• Qian Chen & David E. Giles, 2009, "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers, Department of Economics, University of Victoria, number 0907, Sep.
• Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009, "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper, Economics Department, Queen's University, number 1218, Sep.
• Jorg Breitung & Gianluca Cubadda, 2009, "Testing for cointegration in high-dimensional systems," CEIS Research Paper, Tor Vergata University, CEIS, number 148, Sep, revised 30 Sep 2009.
• Westerlund, Joakim, 2009, "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 384, Sep.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009, "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-46, Sep.
• Chuan Goh, 2009, "Efficient Semiparametric Detection of Changes in Trend," Working Papers, University of Toronto, Department of Economics, number tecipa-373, Sep.
• Caner, Mehmet & Sandler Morrill, Melinda, 2009, "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper, University Library of Munich, Germany, number 17689, Oct.
• Eberhardt, Markus & Bond, Stephen, 2009, "Cross-section dependence in nonstationary panel models: a novel estimator," MPRA Paper, University Library of Munich, Germany, number 17692, Oct.
• Dennis Kristensen, 2009, "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-44, Sep.
• Gary Koop & Dimitris Korompilis, 2009, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 0917, Aug.
• David E. Giles & Hui Feng, 2009, "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers, Department of Economics, University of Victoria, number 0908, Sep.
• Eiji Kurozumi & Shinya Tanaka, 2009, "Reducing the Size Distortion of the KPSS Test," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-085, Sep.
• Dinghai Xu, 2009, "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers, University of Waterloo, Department of Economics, number 0904, Sep, revised Sep 2009.
• Item repec:hal:journl:halshs-00414133_v1 is not listed on IDEAS anymore

• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009, "The multivariate supOU stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-42, Sep.
• Mark Podolskij & Mathias Vetter, 2009, "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-47, Oct.
• Item repec:sca:scaewp:0902 is not listed on IDEAS anymore

• Flores, Carlos A. & Mitnik, Oscar A., 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers, IZA Network @ LISER, number 4451, Sep.
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009, "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09055, Sep.
• Lasse Bork & Hans Dewachter & Romain Houssa, 2009, "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-43, Sep.
• Item repec:imf:imfwpa:09/202 is not listed on IDEAS anymore

• Bjerk, David J., 2009, "How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?," IZA Discussion Papers, IZA Network @ LISER, number 4387, Sep.
• Österholm, Pär, 2009, "Improving Unemployment Rate Forecasts Using Survey Data," Working Papers, National Institute of Economic Research, number 112, Jun.
• Rossana Merola, 2009, "A bayesian estimation of a DSGE model with financial frictions," CEIS Research Paper, Tor Vergata University, CEIS, number 149, Oct, revised 01 Oct 2009.
• Naorayex Dastoor, 2009, "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers, University of Alberta, Department of Economics, number 2009-25, Aug.
• J. P. Bouchaud & M. Potters, 2009, "Financial Applications of Random Matrix Theory: a short review," Papers, arXiv.org, number 0910.1205, Oct.
• Cheti Nicoletti & Franco Peracchi & Francesca Foliano, 2009, "Estimating Income Poverty in the Presence of Missing Data and Measurement Error," CEIS Research Paper, Tor Vergata University, CEIS, number 145, Sep, revised 30 Sep 2009.
• Item repec:imf:imfwpa:09/178 is not listed on IDEAS anymore

• Zied Ftiti, 2009, "The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0918.
• Comerford, David & Delaney, Liam & Harmon, Colm P., 2009, "Experimental Tests of Survey Responses to Expenditure Questions," IZA Discussion Papers, IZA Network @ LISER, number 4389, Sep.
• Hagen, Tobias & Mohl, Philipp, 2009, "Econometric evaluation of EU Cohesion Policy: a survey," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-052.

Report NEP-ECM-2009-10-10

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: