NEP-ECM-2008-05-17

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Report NEP-ECM-2008-05-17

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.

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Other reports in NEP-ECM

The following items were anounced in this report:

Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Documents de travail du Centre d'Economie de la Sorbonne b08027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Laurent Ferrara & Thomas Raffinot, 2008. "A non-parametric method to nowcast the Euro Area IPI," Documents de travail du Centre d'Economie de la Sorbonne b08033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Dominique Guegan, 2008. "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne b08026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Stephan Popp, 2008. "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers 0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne v08032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Jonas Dovern & Ulrich Fritsche, 2008. "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin 787, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der UniversitÃ¤t Hannover dp-398, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," NBER Working Papers 14002, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Paulo Guimarães & Octávio Figueiredo & Douglas Woodward, 2008. "Dartboard Tests for the Location Quotient," FEP Working Papers 273, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
Hyunsub Kum & Thomas Masterson, 2008. "Statistical Matching Using Propensity Scores Theory and Application to the Levy Institute Measure of Economic Wellbeing," Economics Working Paper Archive wp_535, Levy Economics Institute, The. [Downloadable!]

This page was last updated on 2009-11-8.

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