Printed from https://ideas.repec.org/n/nep-ecm/2009-10-31.html
Report NEP-ECM-2009-10-31
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:
- Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
- Bert van Es & Peter Spreij & Harry van Zanten, 2009, "Nonparametric methods for volatility density estimation," Papers, arXiv.org, number 0910.5185, Oct.
- Item repec:hal:cesptp:halshs-00423871_v1 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Working Papers, Federal Reserve Bank of St. Louis, number 2009-051, DOI: 10.20955/wp.2009.051.
- Item repec:hum:wpaper:sfb649dp2009-049 is not listed on IDEAS anymore
- Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009, "Weak and strong cross section dependence and estimation of large panels," Working Paper Series, European Central Bank, number 1100, Oct.
- James J. Heckman & Daniel A. Schmierer & Sergio S. Urzua, 2009, "Testing the Correlated Random Coefficient Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 15463, Oct.
- Wallace, Frederick, 2009, "Cointegration tests of purchasing power parity," MPRA Paper, University Library of Munich, Germany, number 18079, Oct.
- Item repec:hum:wpaper:sfb649dp2009-050 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20090086 is not listed on IDEAS anymore
- Item repec:cty:dpaper:0910 is not listed on IDEAS anymore
- Yonghong An & Yingyao Hu, 2009, "Well-Posedness of Measurement Error Models for Self-Reported Data," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 556, Oct.
- Item repec:hal:cesptp:halshs-00423890_v1 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20090084 is not listed on IDEAS anymore
- Torben G. Andersen & Luca Benzoni, 2009, "Stochastic volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-04.
- Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009, "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports, Federal Reserve Bank of New York, number 395.
- Item repec:iwh:dispap:16-09 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765017018 is not listed on IDEAS anymore
- Kristiaan Kerstens & Ignace Van de Woestyne, 2009, "Negative Data in DEA: A Simple Proportional Distance Function Approach," Working Papers, IESEG School of Management, number 2009-ECO-03, Apr.
- R H Abul Naga, 2009, "Statistical Inference for Multidimensional Inequality Indices," Department of Economics Working Papers, University of Bath, Department of Economics, number 2/09.
- Bo Becker & Henrik Cronqvist & Rüdiger Fahlenbrach, 2009, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Harvard Business School Working Papers, Harvard Business School, number 10-028, Sep, revised Feb 2010.
- Nicolas CARAYOL & Lorenzo CASSI, 2009, "Who\'s Who in Patents. A Bayesian approach," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2009-07.
- Altavilla, Carlo & Ciccarelli, Matteo, 2009, "The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area," Working Paper Series, European Central Bank, number 1089, Sep.