Report NEP-ECM-2009-11-27

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:

• Richard Anton Braun & Huiyu Li & John Stachurski, 2009, "Computing Densities: A Conditional Monte Carlo Estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-678, Oct.
• Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009, "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7447, Sep.
• Victoria Zinde-Walsh, 2009, "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers, McGill University, Department of Economics, number 2009-09, Sep.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7446, Sep.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-32, Nov.
• James J. Heckman & Daniel Schmierer, 2009, "Testing the Correlated Random Coefficient Model," Working Papers, Geary Institute, University College Dublin, number 200937, Nov.
• Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-686, Oct.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7539, Nov.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
• Mogstad, Magne & Wiswall, Matthew, 2009, "How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4562, Nov.
• Daniel L. Millimet & Rusty Tchernis, 2009, "Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 15539, Nov.
• Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009, "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7542, Nov.
• Rafael S. Calsaverini & Renato Vicente, 2009, "An information theoretic approach to statistical dependence: copula information," Papers, arXiv.org, number 0911.4207, Nov.
• Kristoffer Nimark, 2009, "A low dimensional Kalman filter for systems with lagged observables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1182, Nov.
• Eduardo Fé Rodríguez, 2009, "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 0921.
• Miravete, Eugenio, 2009, "Multivariate Sarmanov Count Data Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7463, Sep.
• Carlos A. Flores & Oscar A. Mitnik, 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers, University of Miami, Department of Economics, number 2010-10, Sep.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7445, Sep.
• Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean, 2012, "Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation is Endogenous and Misreported," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13124, Sep.
• Brülhart, Marius & Schmidheiny, Kurt, 2009, "On the Equivalence of Location Choice Models: Conditional Logit, Nested Logit and Poisson," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7379, Jul.
• Adrian Dobra & Theo S. Eicher & Alexander Lenkoski, 2009, "Modeling uncertainty in macroeconomic growth determinants using Gaussian graphical models," Working Papers, University of Washington, Department of Economics, number UWEC-2009-14-P, Dec.
• Fafchamps, Marcel & Comola, Margherita, 2009, "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7406, Aug.
• Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7383, Jul.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7537, Nov.

Report NEP-ECM-2009-11-27

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: