Printed from https://ideas.repec.org/n/nep-ecm/2009-10-24.html
Report NEP-ECM-2009-10-24
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:
- Michael Creel, 2009, "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 788.09, Oct, revised 25 Oct 2009.
- Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009, "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-671, Sep.
- Dominique Guegan & Patrick Rakotomarolahy, 2009, "The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09050, Jul, revised Dec 2009.
- Item repec:bon:bonedp:bgse23_2009 is not listed on IDEAS anymore
- Item repec:nya:albaec:0907 is not listed on IDEAS anymore
- Manuel Arellano & Stéphane Bonhomme, 2009, "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Working Papers, CEMFI, number wp2009_0904, Aug.
- Chuan Goh, 2009, "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers, University of Toronto, Department of Economics, number tecipa-375, Oct.
- Luc Bauwens & Jeroen V.K. Rombouts, 2009, "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche, CIRPEE, number 0942.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 127.
- Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 458, Oct.
- Willert, Juliane, 2009, "Mean Shift detection under long-range dependencies with ART," MPRA Paper, University Library of Munich, Germany, number 17874, Jul.
- Kelvin Balcombe & Aurelia Samuel & Iain Fraser, 2009, "Estimating WTP With Uncertainty Choice Contingent Valuation," Studies in Economics, School of Economics, University of Kent, number 0921, Oct.
- Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009, "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 150, Oct, revised 08 Oct 2009.
- Joao Tovar Jalles, 2009, "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp541.
- Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009, "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/13, Oct.
- Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
- Item repec:nya:albaec:0903 is not listed on IDEAS anymore
- Alain Monfort., 2009, "Une mod lisation s quentielle de la VaR," Working papers, Banque de France, number 250.
- Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009, "Underidentification? (Resumen)," Working Papers, CEMFI, number wp2009_0905, Aug.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09053, Aug.
- Kelvin Balcombe & Iain Fraser, 2009, "A General Treatment of Non-Response Data From Choice Experiments Using Logit Models," Studies in Economics, School of Economics, University of Kent, number 0916, Oct.
- Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09054, Aug.
- Otilia Boldea & Alastair R. Hall, 2009, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 126.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009, "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/14, Oct.
- Nicholas Longford, 2009, "A house price index defined in the potential outcomes framework," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1175, Oct.
- Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009, "New panel tests to assess inflation persistence," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 54-2009, Oct, revised Oct 2009.
- Item repec:nya:albaec:0906 is not listed on IDEAS anymore
- David Colander, 2009, "Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0912, Aug.