## 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 Twitter.

Other reports in NEP-ECM

The following items were announced in this report:

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