Printed from https://ideas.repec.org/n/nep-ecm/2009-11-14.html
Report NEP-ECM-2009-11-14
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:
- Molina, Isabel & Rao, J.N.K., 2009, "Small area estimation on poverty indicators," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws091505, Mar.
- Marmer, Vadim, 2009, "Testing the null hypothesis of no regime switching with an application to GDP growth rates," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2009-59, Nov, revised 03 Nov 2009.
- Valentina Corradi & Norman R. Swanson, 2009, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-29.
- Item repec:ran:wpaper:710 is not listed on IDEAS anymore
- Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009, "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0903, Sep.
- Item repec:ecl:ucdeco:09-9 is not listed on IDEAS anymore
- Marmer, Vadim, 2009, "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2009-60, Nov, revised 03 Nov 2009.
- Bijwaard, Govert & Ridder, Geert, 2009, "A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model," IZA Discussion Papers, IZA Network @ LISER, number 4543, Nov.
- Gary Koop & Dimitris Korobilis, 2009, "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series, Rimini Centre for Economic Analysis, number 34_09, Jan.
- Andersson, Jonas & Møen, Jarle, 2009, "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/10, Sep.
- Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
- Xin Jin & John M Maheu, 2009, "Modelling Realized Covariances," Working Papers, University of Toronto, Department of Economics, number tecipa-382, Nov.
- Öller, L-E & Stockhammar, P, 2009, "On the Probability Distribution of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 18581.
- Markus Jochmann, 2009, "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Papers, University of Strathclyde Business School, Department of Economics, number 0923, Oct.
- Öller, L-E & Stockhammar, P, 2009, "Density forecasting of the Dow Jones share index," MPRA Paper, University Library of Munich, Germany, number 18582.
- Andres Fernandez & Norman R. Swanson, 2009, "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 09-28.
- Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009, "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 240, Nov.
- Item repec:hum:wpaper:sfb649dp2009-052 is not listed on IDEAS anymore
- Di Novi, Cinzia, 2009, "Sample selection correction in panel data models when selectivity is due to two sources," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 137, Nov.
- Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009, "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 09-17, Sep, revised 10 Mar 2010.
- Antonio Merlo & Xun Tang, 2009, "Identification of Stochastic Sequential Bargaining Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-037, Oct.
- Bo E. Honoré & Aureo de Paula, 2009, ""Interdependent Durations" Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-039, Nov, revised 01 Feb 2008.
- Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.
- Item repec:dgr:eureir:1765017106 is not listed on IDEAS anymore
- Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009, "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 006, Nov.
- Schluter, Christian & Wahba, Jackline, 2009, "Illegal Migration, Wages, and Remittances: Semi-Parametric Estimation of Illegality Effects," IZA Discussion Papers, IZA Network @ LISER, number 4527, Oct.
- Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK, 2009, "Testable implications of general equilibrium models: an integer programming approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.14, Jul.
- Item repec:ieb:wpaper:2009/10/doc2009-14 is not listed on IDEAS anymore
- Moore, Rebecca & Bishop, Richard C. & Provencher, Bill & Champ, Patricia, 2009, "Accounting for Respondent Uncertainty to Improve Willingness-to-Pay Estimates," Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics, number 537, May.