Printed from https://ideas.repec.org/n/nep-ecm/2010-04-11.html
Report NEP-ECM-2010-04-11
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:
- Firpo, Sergio, 2010, "Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures," IZA Discussion Papers, IZA Network @ LISER, number 4841, Mar.
- Ji-Liang Shiu & Yingyao Hu, 2010, "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 557, Apr.
- Item repec:stn:sotoec:1007 is not listed on IDEAS anymore
- Hendry, David F. & Hubrich, Kirstin, 2010, "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank, number 1155, Feb.
- Gabriele Fiorentini & Enrique Sentana, 2010, "Dynamic Specification Tests for Static Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 04_10, Jan.
- Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
- Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010, "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-09, Mar.
- Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica, number 6859, Mar.
- Russell W. Cooper & John Haltiwanger & Jonathan L. Willis, 2010, "Euler-equation estimation for discrete choice models: a capital accumulation application," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-04.
- Item repec:hum:wpaper:sfb649dp2010-021 is not listed on IDEAS anymore
- Dr. James Mitchell, 2009, "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 342, Oct.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010, "On the Hansen-Jagannathan distance with a no-arbitrage constraint," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-04.
- Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010, "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/04, Mar.
- Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010, "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012010, Jan.
- Marcellino, Massimiliano & Musso, Alberto, 2010, "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series, European Central Bank, number 1157, Feb.