Printed from https://ideas.repec.org/n/nep-ecm/2012-12-15.html
Report NEP-ECM-2012-12-15
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:
- Susanne M. Schennach & Yingyao Hu, 2012, "Nonparametric identification and semiparametric estimation of classical measurement error models without side information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/12, Dec.
- Karavias, Yiannis & Tzavalis, Elias, 2012, "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 43128, Jul.
- Karavias, Yiannis & Tzavalis, Elias, 2012, "On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors," MPRA Paper, University Library of Munich, Germany, number 43131, Dec.
- Item repec:dgr:uvatin:20120128 is not listed on IDEAS anymore
- Susanne M. Schennach, 2012, "Measurement error in nonlinear models - a review," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/12, Dec.
- Eric Gautier & Stefan Hoderlein, 2012, "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/12, Dec.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012, "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-046, Dec.
- Item repec:dgr:uvatin:20120125 is not listed on IDEAS anymore
- Edward P. Herbst & Frank Schorfheide, 2012, "Sequential Monte Carlo sampling for DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 12-27.
- Karim Chalak, 2012, "Identification of Average Random Coefficients under Magnitude and Sign Restrictions on Confounding," Boston College Working Papers in Economics, Boston College Department of Economics, number 816, Dec.
- Helmut Lütkepohl, 2012, "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1259.
- Kajal Lahiri & Liu Yang, 2012, "Forecasting Binary Outcomes," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-09.
- Item repec:eca:wpaper:2013/134611 is not listed on IDEAS anymore
- Matthew Gentry & Tong Li, 2012, "Identification in auctions with selective entry," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/12, Nov.
- Item repec:hal:wpaper:hal-00759677 is not listed on IDEAS anymore
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1227, DOI: 10.26509/frbc-wp-201227.